BVAR - model fit within the sample

Dynare help (legacy posts)
1

Hello all,

Is it possible to recover the fit of the BVAR model within the estimation sample using the BVAR toolbox in Dynare? I know simult_.m does for a DSGE model, but I could not figure out how to do it using the BVAR toolbox. Any help will be appreciate.

Thanks

2

Hi,

It is possible, but you need to program a little bit to acheive that.

Have a look at the file matlab/bvar_forecast.m, which does several simulations of the BVAR.

Best,