Reduced Coefficient matrix

[DanielG]

Hi everyone

I have a short technical question: When I estimate a DSGE model as in the appendix, how can I get the Coefficient matrix of the VAR representative in Dynare?
Is it the one in oo_dr.ghx and oo_dr.ghu? If so, how can I proceed to make the model dependent on y(-1)?

I would highly appreciate any help.

thanks a lot in advance and best regards

Daniel

[kyri82]

The state-space representation in Dynare is:

y(t) = ys + Ayh(t-1) + Bu(t)

y is the vector of all endogenous variables, ys is the steady-state (vecor), yh is a vector of all variables in deviation from steady state. A--> oo_.ghx and B-->oo_.ghu. So what you are looking for is oo_.ghx. All these are explained very well in the manual, p. 31.

[DanielG]

Hi kyri82

Thanks a lot, works so far fine.

best regards

daniel