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

General DSGE Modeling
1

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

Blockquote https://onlinelibrary.wiley.com/doi/full/10.1111/j.1468-2354.2004.00139.x

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

Thank you so much

2

With Dynare, you can estimate DSGE-VARS. See e.g. https://git.dynare.org/Dynare/dynare/blob/master/tests/dsge-var/dsgevar_forward_estimated_lambda.mod

3

Many Thanks Prof. Pfeifer

4

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

5

No, it’s not a replication file.