Conditonal in-sample forecasts "a la Sims"

[Robert B.]

Hi all,

in the dynare manual (4.15 Forecasting) is says that the command "bvar_forecast" can be used both for out-sample and in-sample forecasts.

But how do you do an in-sample forecast?

Is it possible to use this command for for conditional forecasts as well? How would I do it?

I would really appreciate your help; I am quite new to dynare...

Thanks a lot,
Robert

[SébastienVillemot]

The manual is obviously wrong: there is currently no in-sample forecasting capability, though this would not necessary be too hard to implement. I will fix the manual.

Also, there is no conditional forecast possibility.

Both can probably be implemented with a little programming in bvar_toolbox.m and bvar_forecast.m.

Best,