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filtered variables -- mode or mean?

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filtered variables -- mode or mean?

Postby Lara » Wed Mar 14, 2012 12:20 pm

Dear all,
I would like to have some information on the filtered variables computed with the command estimation.
1) Does Dynare compute the filtered variables at the posterior mode or mean of the estimated parameters?
2) And is it more correct to compute them at the posterior mean or mode?

Thanks in advance!

Lara
Lara
 
Posts: 33
Joined: Tue Jan 19, 2010 7:11 pm
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