# Bayesian IRF Matching **URL:** \ **Category:** ML/Bayesian estimation\ **Created:** [19 September 2023 21:52 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145 "2023-09-19T21:52:53Z")\ **Posts on this page:** 10\ **Page:** 1
**Author:** ![caca](https://forum.dynare.org/letter_avatar_proxy/v4/letter/c/91b2a8/32.png) [@caca](https://forum.dynare.org/u/caca)\ **Post date:** [19 September 2023 21:52 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/1 "2023-09-19T21:52:54Z")
Hi, I was wondering whether Dynare supports Bayesian IRF Matching a la Christiano, Eichenbaum, Trabandt (2016 Econometrica) Thanks so much!! ---
**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\ **Post date:** [20 September 2023 06:31 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/2 "2023-09-20T06:31:05Z")
Not yet, but Dynare 6 will feature it. We are currently in the process of adding the routines, e.g. [Options for Bayesian IRF Matching in method\_of\_moments command (!85) · Merge requests · Dynare / preprocessor · GitLab](https://git.dynare.org/Dynare/preprocessor/-/merge_requests/85) ---
**Author:** ![caca](https://forum.dynare.org/letter_avatar_proxy/v4/letter/c/91b2a8/32.png) [@caca](https://forum.dynare.org/u/caca)\ **Post date:** [20 September 2023 13:31 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/3 "2023-09-20T13:31:43Z")
Thanks so much! Is it an acceptable practice to give special weight to certain variables in (non-bayesian) IRF matching? Like I would like to target a specific spread that is important for my story even though it is not super precisely estimated? In a similar fashion, is it permissible to put bounds on parameters? I wrote my own IRF-matching code but I am not well aware of putting ad-hoc constraints. Thanks!!! ---
**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\ **Post date:** [21 September 2023 10:07 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/4 "2023-09-21T10:07:51Z")
As long as you are able to justify your weighting procedure, you should be fine. In our 2014 JME paper “Policy and the business cycle” we even augmented non-Bayesian moment matching with a “prior”. ---
**Author:** ![shengan28](https://forum.dynare.org/user_avatar/forum.dynare.org/shengan28/32/7453_2.png) [@shengan28](https://forum.dynare.org/u/shengan28)\ **Post date:** [22 February 2024 23:00 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/5 "2024-02-22T23:00:38Z")
Hi Johannes, I am working through your RBC\_IRF\_matching Dynare code and it is wonderful. Thanks so much. Besides the new 6.0 manual, are there other resources regarding comparing DSGE IRFs and VAR IRFs available? I know the new version was just released. ---
**Author:** ![siriy](https://forum.dynare.org/letter_avatar_proxy/v4/letter/s/a6a055/32.png) [@siriy](https://forum.dynare.org/u/siriy)\ **Post date:** [22 September 2024 20:22 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/6 "2024-09-22T20:22:52Z")
Hi I wonder if the routine of method of moment’s IRF matching in Dynare 6 is the same as [DSGE\_mod/RBC\_IRF\_matching at master · JohannesPfeifer/DSGE\_mod · GitHub](https://github.com/JohannesPfeifer/DSGE_mod/tree/master/RBC_IRF_matching). Thank you in advanced. ---
**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\ **Post date:** [23 September 2024 06:50 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/7 "2024-09-23T06:50:16Z")
Yes, essentially it is. But the new implementation is more flexible and allows for more bells and whistles. ---
**Author:** ![dh.murakami](https://forum.dynare.org/letter_avatar_proxy/v4/letter/d/58956e/32.png) [@dh.murakami](https://forum.dynare.org/u/dh.murakami)\ **Post date:** [4 December 2025 10:31 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/8 "2025-12-04T10:31:09Z")
Hi Johannes, Is there an example mod file with the new features of Dynare 6 for `irf_matching`? ---
**Author:** ![dh.murakami](https://forum.dynare.org/letter_avatar_proxy/v4/letter/d/58956e/32.png) [@dh.murakami](https://forum.dynare.org/u/dh.murakami)\ **Post date:** [4 December 2025 23:42 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/9 "2025-12-04T23:42:55Z")
Answered my own question! 😅 > **[Dynare Workshop for Advanced Users 2024 · Wiki · Dynare / dynare · GitLab](https://git.dynare.org/Dynare/dynare/-/wikis/Dynare-Workshop-for-Advanced-Users-2024)** > > A platform for handling a wide class of economic models ---
**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\ **Post date:** [5 December 2025 20:39 UTC](https://forum.dynare.org/t/bayesian-irf-matching/23145/10 "2025-12-05T20:39:46Z")
The test examples are at [tests/estimation/method\_of\_moments/CET · master · Dynare / dynare · GitLab](https://git.dynare.org/Dynare/dynare/-/tree/master/tests/estimation/method_of_moments/CET?ref_type=heads)