Hi,

When estimating a DSGE using the option dsge_var in the estimation command, how to obtain the coefficient of the VAR form, ie the Matrix A in

Y=ZA+U such as in the theoritical reminder?

Best regards.

# Coefficients in A of the DSGE-VAR(Y=ZA+U)

**jelo**#1

**Fabiomassimo**#3

Dear Stepan,

following up your suggestion of looking at `oo_.dsge_var`

, and referring to the coefficients estimates matrix located in `oo_.dsge_var.posterior_mode.PHI_tilde`

. Which is the constant, the first or last row?

My guess is that it should be the first one, but I want to be sure about this.

Thank you in advance!

**Aldo**#5

Sorry for comment this,

I find that size of

oo_.dsge_var.posterior_mode.PHI_tilde

is n*rho by n, where n is number of observed variables and rho comes from

dsge_varlag

So, seems there is not constant term

I attach my codes

ls.mod (5.4 KB)

newmfile.m (1.9 KB)

**jpfeifer**#6

All your model variables have steady state 0. Thus, Dynare set `noconstant`

to 1. That explains why there is no constant in your DSGE-VAR. However, your data is not mean 0. Thus, your observation equations must be wrong.