Density DSGE forecast

Dynare help (legacy posts)
1

Hi Members,

I am currently working on forecasting exercise using a number of models, including DSGE. I am interested in doing both point and density forecasts. I could get mean point forecasts from oo_. Also I can see mean density forecast. Is there any way of getting forecasts from all the draws, in addition to the mean density. I calculated log score from the kernel density of all density forecasts for the other models. I want to do the same for DSGE forecast. Is there any way to do that?

Thanks in advance.

Sujee

2

Currently, Dynare only provides deciles of the forecasting distribution. What exactly would you need? Would it be sufficient to have the results from the kernel_density_estimate.m?

3

Thank you for the response.
Yes of course. I would like to have the kernel density . How can I get that ?

Sujeetha

4

We are working on it. See github.com/DynareTeam/dynare/issues/1035