|
About the DSGE-VAR category
|
|
0
|
1114
|
2 August 2017
|
|
Comparing IRFs of DSGE and DSGE-VAR in dynare
|
|
5
|
1134
|
9 June 2026
|
|
DSGE-VAR example in Dynare
|
|
2
|
117
|
13 May 2025
|
|
DSGE-BVAR model
|
|
3
|
179
|
11 December 2024
|
|
DSGE-VAR does not support the presample option
|
|
1
|
77
|
3 July 2024
|
|
Looping over DSGE-VAR options: dsge_prior_weight
|
|
9
|
954
|
30 May 2024
|
|
Covariance matrix not positive definitive in DSGE-VAR model
|
|
3
|
231
|
11 January 2024
|
|
Have some problems about the DSGE_VAR code
|
|
1
|
400
|
24 September 2023
|
|
DSGE-VAR with less observables than shocks
|
|
3
|
358
|
30 October 2022
|
|
Consistent application of measurement errors in observation equations
|
|
1
|
390
|
28 June 2022
|
|
What is the identification strategy of the VAR part of DSGE-VAR?
|
|
4
|
945
|
21 April 2022
|
|
Exogenous variables in model estimation
|
|
7
|
1381
|
12 December 2021
|
|
Dynare parallel not working DSGE-VAR
|
|
2
|
654
|
8 December 2021
|
|
Problam with bvar_forecast
|
|
6
|
513
|
16 August 2021
|
|
Should the size of a DSGE structural shock be similar to the size of the same structural shock in the associated DSGE-VAR model
|
|
3
|
446
|
3 August 2021
|
|
Structual impulse responses generated by the DSGE-VAR model
|
|
3
|
723
|
2 August 2021
|
|
Are impulse responses generated by the DSGE-VAR model structural impulse responses?
|
|
1
|
482
|
27 July 2021
|
|
Add artificial/dummy observations (simulated from the underlying DSGE Model) before/above or after/below actual observations
|
|
1
|
388
|
27 July 2021
|
|
Maximum Lag Length allowed for DSGE-VAR Model with relatively high dimension and relatively medium sample length
|
|
3
|
498
|
27 July 2021
|
|
ABCD setup: The sufficient condition for existence of a finite-order VAR representation of the DSGE model
|
|
1
|
421
|
1 July 2021
|
|
Structural shock in measurement equation
|
|
5
|
975
|
30 June 2021
|
|
Coexistence of an ARMA(1,1) shock and AR(1) remaining shocks for a DSGE-VAR model
|
|
1
|
560
|
19 June 2021
|
|
BVAR with Rolling Sample
|
|
1
|
301
|
29 May 2021
|
|
Identification in DSGE-VAR models when the number of variables in the DSGE model exceeds the number of variables in the VAR model
|
|
7
|
678
|
27 January 2021
|
|
Compare DSGE-prior weights
|
|
3
|
549
|
24 November 2020
|
|
Question about prior and observations
|
|
2
|
533
|
17 October 2020
|
|
Does anyone know how to use the estimated model to predict 100 years?
|
|
4
|
571
|
17 October 2020
|
|
Make-dataset error how to solve that error?
|
|
1
|
561
|
7 October 2020
|
|
Exogenous variable in the measurement equations
|
|
5
|
1073
|
10 July 2020
|
|
Question regarding intuition behind DSGE-VARs
|
|
4
|
1157
|
29 June 2020
|