Covariance matrix of estimated parameters

Dynare help (legacy posts)
1

Does anybody know where Dynare saves the variance-covariance matrix of the estimated parameters or how could we compute it after Bayesian estimation?

2

Hi,

The posterior covariance matrix of the estimated parameters can be computed from the metropolis-hastings simulations as described on
the DynareWiki:

cepremap.cnrs.fr/DynareWiki/ … orVariance

Best,
Stéphane.