DSGE-VAR estimation

ali · April 25, 2011, 2:15am

Hi,
I was wondering how estimation of a hybrid DSGE-VAR model like Ireland(2004) can be done in dynare? I’m using Dynare 4.1.3 and 4.2.

sebastien · May 23, 2011, 2:56pm

There is some DSGE-VAR functionality in Dynare. See dynare.org/DynareWiki/DsgeVar for details.