|
About the DSGE-VAR category
|
|
0
|
653
|
August 2, 2017
|
|
Consistent application of measurement errors in observation equations
|
|
1
|
11
|
June 28, 2022
|
|
What is the identification strategy of the VAR part of DSGE-VAR?
|
|
4
|
94
|
April 21, 2022
|
|
Exogenous variables in model estimation
|
|
7
|
233
|
December 12, 2021
|
|
Dynare parallel not working DSGE-VAR
|
|
2
|
165
|
December 8, 2021
|
|
Problam with bvar_forecast
|
|
6
|
148
|
August 16, 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
|
112
|
August 3, 2021
|
|
Structual impulse responses generated by the DSGE-VAR model
|
|
3
|
230
|
August 2, 2021
|
|
Are impulse responses generated by the DSGE-VAR model structural impulse responses?
|
|
1
|
134
|
July 27, 2021
|
|
Add artificial/dummy observations (simulated from the underlying DSGE Model) before/above or after/below actual observations
|
|
1
|
116
|
July 27, 2021
|
|
Maximum Lag Length allowed for DSGE-VAR Model with relatively high dimension and relatively medium sample length
|
|
3
|
105
|
July 27, 2021
|
|
ABCD setup: The sufficient condition for existence of a finite-order VAR representation of the DSGE model
|
|
1
|
115
|
July 1, 2021
|
|
Structural shock in measurement equation
|
|
5
|
257
|
June 30, 2021
|
|
Coexistence of an ARMA(1,1) shock and AR(1) remaining shocks for a DSGE-VAR model
|
|
1
|
167
|
June 19, 2021
|
|
BVAR with Rolling Sample
|
|
1
|
99
|
May 29, 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
|
192
|
January 27, 2021
|
|
Compare DSGE-prior weights
|
|
3
|
241
|
November 24, 2020
|
|
Question about prior and observations
|
|
2
|
161
|
October 17, 2020
|
|
Does anyone know how to use the estimated model to predict 100 years?
|
|
4
|
230
|
October 17, 2020
|
|
Make-dataset error how to solve that error?
|
|
1
|
203
|
October 7, 2020
|
|
Exogenous variable in the measurement equations
|
|
5
|
421
|
July 10, 2020
|
|
Question regarding intuition behind DSGE-VARs
|
|
4
|
357
|
June 29, 2020
|
|
Coefficients in A of the DSGE-VAR(Y=ZA+U)
|
|
7
|
600
|
May 27, 2020
|
|
DSGE_VAR prior weight equals inf not allowed? bugs?
|
|
6
|
351
|
November 29, 2019
|
|
Writtng a dsgevar_forecast function
|
|
7
|
1026
|
November 9, 2019
|
|
Update (in a loop) the initial parameters in dynare estimation
|
|
1
|
291
|
July 21, 2019
|
|
Producing DSGE-VAR Forecast
|
|
5
|
1050
|
March 14, 2019
|
|
Troubles with DSGE-VAR estimation
|
|
3
|
458
|
January 10, 2019
|
|
Constraint on covariance matrix for shocks in VAR representation of DSGE model
|
|
1
|
538
|
August 2, 2018
|
|
DSGVAR command error
|
|
5
|
774
|
July 9, 2018
|