Density DSGE forecast

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.


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?

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


We are working on it. See