Does anyone have an example of code for a DSGE-VAR model for forecasting using Dynare?
Thank you all in advance.
Does anyone have an example of code for a DSGE-VAR model for forecasting using Dynare?
Thank you all in advance.
Dynare currently only supports DSGE model forecasts, not forecasts from the DSGE-VAR itself. See Known bugs present in the current stable version · Wiki · Dynare / dynare · GitLab
thank you!