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About the DSGE-VAR category
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0
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1110
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2 August 2017
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DSGE-VAR example in Dynare
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2
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112
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13 May 2025
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DSGE-BVAR model
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3
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177
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11 December 2024
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DSGE-VAR does not support the presample option
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1
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76
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3 July 2024
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Looping over DSGE-VAR options: dsge_prior_weight
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9
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951
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30 May 2024
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Covariance matrix not positive definitive in DSGE-VAR model
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3
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231
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11 January 2024
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Have some problems about the DSGE_VAR code
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1
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399
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24 September 2023
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DSGE-VAR with less observables than shocks
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3
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357
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30 October 2022
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Consistent application of measurement errors in observation equations
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1
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388
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28 June 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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938
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21 April 2022
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Exogenous variables in model estimation
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7
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1374
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12 December 2021
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Dynare parallel not working DSGE-VAR
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2
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653
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8 December 2021
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Problam with bvar_forecast
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6
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511
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16 August 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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443
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3 August 2021
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Structual impulse responses generated by the DSGE-VAR model
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3
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721
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2 August 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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480
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27 July 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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388
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27 July 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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493
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27 July 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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421
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1 July 2021
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Structural shock in measurement equation
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5
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975
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30 June 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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559
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19 June 2021
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BVAR with Rolling Sample
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1
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300
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29 May 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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678
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27 January 2021
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Compare DSGE-prior weights
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3
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548
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24 November 2020
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Question about prior and observations
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2
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533
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17 October 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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570
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17 October 2020
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Make-dataset error how to solve that error?
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1
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558
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7 October 2020
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Exogenous variable in the measurement equations
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5
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1072
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10 July 2020
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Question regarding intuition behind DSGE-VARs
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4
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1153
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29 June 2020
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Coefficients in A of the DSGE-VAR(Y=ZA+U)
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7
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904
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27 May 2020
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