Del Negro and Schorfheide (2004), measuring the misspecification of an estimated DSGE model

Hallo Leute

Does anyone have a Matlab code/Dynare code or something similar for a well-known paper of Del Negro and Schorfheide (2004), tittled: “Priors from General Equilibrium Models for VARs”. Finding at


I would use their method to measure the misspecification of my estimated DSGE models

Thank you so much

With Dynare, you can estimate DSGE-VARS. See e.g.

Many Thanks Prof. Pfeifer

Is that the dsge-var code for the Del Negro-Schorfede (2004) paper? The equations and code don’t seem to match.

No, it’s not a replication file.