BVAR-DSGE output

Hi,

I’m trying to run a BVAR model which uses a DSGE model as a prior, similar to del Negro and Schorfheide’s 2004 paper. I’ve been using the command dsge_prior_weight in Dynare. I was wondering whether the Dynare output includes the estimated VAR parameters, and if so, where to find them.

Any help on this would be great.

Cheers,
Robyn