Hi everybody,
Does anyone know how to do with time varying parameters when estimating in Dynare (using the estimating command)? I'm specifically thinking about varying parameters in the policy rule due to shifts from fixed to flexible exchange rates.
Thank you
Andreas
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Time varying parameters
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Time varying parameters
by andwes » Mon Jan 17, 2011 10:34 am
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Re: Time varying parameters
by StephaneAdjemian » Tue Jan 18, 2011 8:17 am
Dear Andreas, This not possible with the current version of Dynare. We plan to implement estimation with unexpected breaks on the deep parameters in Dynare version 4.3, (which should be released next summer).
Best,
Stéphane.
Best,
Stéphane.
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