Detailed documentation of BVAR results in DYNARE?

[jpfeifer]

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Bvar_a_la_sims query

Hi, BVAR is Bayesian estimation, so the result of the estimation is not a point matrix for Phi, but a probability distribution over matrices (the so-called posterior distribution). The parameters of this distribution are computed when one calls for example the “bvar_density” function, but they are not stored. Here is a solution: after a call to “bvar_density”, run the following command: [ny, nx, posterior, prior] = bvar_toolbox(nlags); where “nlags” is the number of lags that you want for th…