Dear all:
I’m new in Dynare.
As previous discussion, the first row in oo_.dsge_var.posterior_mode.PHI_tilde is the constant term. I am wondering what is the way that store the rest of the coefficients in the PHI_tilde?
For example, I estimated a dsge-var model with 3 lags,
and the list of the observable variables is:
varobs A B C ;
Does the coefficients stored like the way below, or like what else ?
const. const. const.
A(-1) A(-1) A(-1)
B(-1) B(-1) B(-1)
C(-1) C(-1) C(-1)
A(-2) A(-2) A(-2)
B(-2) B(-2) B(-2)
C(-2) C(-2) C(-2)
A(-3) A(-3) A(-3)
B(-3) B(-3) B(-3)
C(-3) C(-3) C(-3)
Thank you in advance!