Estimation   DSGE-VAR


Topic Replies Activity
About the DSGE-VAR category 1 August 2, 2017
DSGE_VAR prior weight equals inf not allowed? bugs? 7 November 29, 2019
Writtng a dsgevar_forecast function 8 November 9, 2019
Update (in a loop) the initial parameters in dynare estimation 2 July 21, 2019
Producing DSGE-VAR Forecast 6 March 14, 2019
Troubles with DSGE-VAR estimation 4 January 10, 2019
Coefficients in A of the DSGE-VAR(Y=ZA+U) 6 January 8, 2019
Constraint on covariance matrix for shocks in VAR representation of DSGE model 2 August 2, 2018
DSGVAR command error 6 July 9, 2018
Forecast error variance decomposition for DSGE-VAR? 2 June 23, 2018
Bayesian impulse responses 10 June 5, 2018
DSGEVAR error historical decomposition 4 March 15, 2018
Does Bayesian DSGE-VAR model require all variables to be covariance statioinary? Can quarterly stock market index growth rate be used as a variable in Bayesian DSGE-VAR 2 February 20, 2018
PHI0 for DSGE-VAR and prefilter = 1 1 February 13, 2018
DSGE-VAR option: Is it a DSGE VAR or a DSGE-VECM? 3 December 20, 2017
Overloop estimation in .mod takes more than due 5 September 8, 2017
Prior density for B-SVAR 1 September 6, 2017
Procedure of Estimating a DSGE-VAR model 2 August 2, 2017
How to compute the RMSE of a DSGE-VAR model 2 August 2, 2017
Dsge-var 2 August 2, 2017
DSGE-Var 2 August 2, 2017
DSGE-VAR Likelihood Functions 4 April 9, 2017
Looping over DSGE-VAR options: dsge_prior_weight 5 March 25, 2017
Comparing IRFs of DSGE and DSGE-VAR in dynare 3 February 27, 2017
DSGE-VAR: simulated data and shock decomposition 2 February 23, 2017
DSGE-VAR likelihood with optimal lambda and fixed lambda 5 August 22, 2016
Problems running DSGE-VAR 6 May 28, 2016
Error with DSGE-VAR 'Index exceeds matrix dimensions' 4 May 17, 2016
Var-dsge 6 April 23, 2016
DSGE-VAR: Posterior distribution of PHI and SIGMA 3 March 1, 2016