Bayesian IRF Matching - example

Estimation
1

Hi,

I was wondering whether there exists an example code of Bayesian IRF Matching in Dynare?

Thanks!!!

2

Yes, tests/estimation/method_of_moments/CET/cet_rwmh.mod · master · Dynare / dynare · GitLab
with
tests/estimation/method_of_moments/CET/cet_model.inc · master · Dynare / dynare · GitLab

should do this.

3

Thank you so much!

4

This program crashes when I run it. The warning is:

Unrecognized function or variable ‘cet_steady_helper’.
Please help.

5

You will need most of the files at tests/estimation/method_of_moments/CET · master · Dynare / dynare · GitLab

6

That worked great, thanks.

7

An easier example is at Example for IRF matching (!2283) · Merge requests · Dynare / dynare · GitLab

8

The Excel file is hard to find. I will post all the needed files here:

get_empirical_IRFs.m (8.4 KB)
rbc_irf_matching.mod (10.3 KB)
rbc_irf_matching_data.csv (5.9 KB)
rbc_irf_matching_transformations.m (2.3 KB)

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