Compare dsge with var in sw2003

I try to replicate the sw2003 model in dynare. in sw2003,they compare dsge model with var and bvar. the results table is image
can these be done in dynare? and which can be done, thanks a lot.

The DSGE model can be done in Dynare. For the others, it does not seem so. My hunch is that Dynare does not support the prior for the BVARs used. In any case, I could not find information on the exact BVAR prior in the paper, so that will be a challenge.

1 Like