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About the DSGE-VAR category
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0
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1070
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August 2, 2017
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DSGE-BVAR model
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3
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67
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December 11, 2024
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DSGE-VAR does not support the presample option
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1
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43
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July 3, 2024
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Looping over DSGE-VAR options: dsge_prior_weight
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9
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902
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May 30, 2024
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Covariance matrix not positive definitive in DSGE-VAR model
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3
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199
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January 11, 2024
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Have some problems about the DSGE_VAR code
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1
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370
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September 24, 2023
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DSGE-VAR with less observables than shocks
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3
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339
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October 30, 2022
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Consistent application of measurement errors in observation equations
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1
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365
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June 28, 2022
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What is the identification strategy of the VAR part of DSGE-VAR?
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4
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821
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April 21, 2022
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Exogenous variables in model estimation
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7
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1219
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December 12, 2021
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Dynare parallel not working DSGE-VAR
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2
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635
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December 8, 2021
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Problam with bvar_forecast
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6
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484
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August 16, 2021
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Should the size of a DSGE structural shock be similar to the size of the same structural shock in the associated DSGE-VAR model
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3
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420
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August 3, 2021
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Structual impulse responses generated by the DSGE-VAR model
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3
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695
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August 2, 2021
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Are impulse responses generated by the DSGE-VAR model structural impulse responses?
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1
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465
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July 27, 2021
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Add artificial/dummy observations (simulated from the underlying DSGE Model) before/above or after/below actual observations
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1
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371
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July 27, 2021
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Maximum Lag Length allowed for DSGE-VAR Model with relatively high dimension and relatively medium sample length
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3
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463
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July 27, 2021
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ABCD setup: The sufficient condition for existence of a finite-order VAR representation of the DSGE model
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1
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412
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July 1, 2021
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Structural shock in measurement equation
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5
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940
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June 30, 2021
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Coexistence of an ARMA(1,1) shock and AR(1) remaining shocks for a DSGE-VAR model
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1
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541
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June 19, 2021
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BVAR with Rolling Sample
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1
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291
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May 29, 2021
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Identification in DSGE-VAR models when the number of variables in the DSGE model exceeds the number of variables in the VAR model
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7
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639
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January 27, 2021
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Compare DSGE-prior weights
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3
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534
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November 24, 2020
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Question about prior and observations
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2
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525
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October 17, 2020
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Does anyone know how to use the estimated model to predict 100 years?
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4
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549
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October 17, 2020
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Make-dataset error how to solve that error?
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1
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553
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October 7, 2020
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Exogenous variable in the measurement equations
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5
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1035
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July 10, 2020
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Question regarding intuition behind DSGE-VARs
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4
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1034
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June 29, 2020
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Coefficients in A of the DSGE-VAR(Y=ZA+U)
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7
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880
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May 27, 2020
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DSGE_VAR prior weight equals inf not allowed? bugs?
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6
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658
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November 29, 2019
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