I am a Phd student in economics working on monetary policy using the DSGE model.
There are several points we don’t quite understand regarding the dsge model, I’d be very grateful if someone can help me:
- Is it possible to use annual data to estimate a DSGE model with Bayesian technique? If not, can you recommend an interpolation method to convert annual data to quarterly frequency!
-Can you offer me an example (code dynare/matlab) for plotting an efficiency frontier! knowing that I used OSR to compute the optimal simple rule for given a value of the objective function weight.