# DSGE-VAR Forecasts

**URL:** <https://forum.dynare.org/t/dsge-var-forecasts/2068>\
**Category:** DSGE-VAR\
**Created:** [13 July 2011 14:12 UTC](https://forum.dynare.org/t/dsge-var-forecasts/2068 "2011-07-13T14:12:09Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![VNM](https://forum.dynare.org/letter_avatar_proxy/v4/letter/v/df705f/32.png) [@VNM](https://forum.dynare.org/u/VNM)\
**Post date:** [13 July 2011 14:12 UTC](https://forum.dynare.org/t/dsge-var-forecasts/2068/1 "2011-07-13T14:12:09Z")

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Greetings,

I noticed in an ECB working paper (Putting the New Keynesian DSGE model to the real-time forecasting test, 2009) that the authors did their estimation work in Dynare v.4. I’ve searched this forum and the Dynare documentation but I couldn’t find an answer to the following question: can Dynare produce forecasts from DSGE-VARs, or just from DSGE models and BVARs ‘à la Sims’? When I put ‘forecast’ in the estimation command, it produces a mean and point forecast for each variable, rather than one set of forecasts (mean and point) for the DSGE and another for the DSGE-VAR, similar to the IRFs which are given for both.

If anyone could clear this up, I would very much appreciate it.

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**Author:** ![olayenidynare](https://forum.dynare.org/letter_avatar_proxy/v4/letter/o/e36b37/32.png) [@olayenidynare](https://forum.dynare.org/u/olayenidynare)\
**Post date:** [29 July 2011 09:10 UTC](https://forum.dynare.org/t/dsge-var-forecasts/2068/2 "2011-07-29T09:10:35Z")

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Maybe you need to use nobs=[firstdate] of the forecast in place of nobs=number\_of\_ observation.

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**Author:** ![sebastien](https://forum.dynare.org/user_avatar/forum.dynare.org/sebastien/32/19973_2.png) [@sebastien](https://forum.dynare.org/u/sebastien)\
**Post date:** [5 September 2011 13:17 UTC](https://forum.dynare.org/t/dsge-var-forecasts/2068/3 "2011-09-05T13:17:16Z")

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Forecasts with DSGE-VAR have not been implemented.

Best,

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [29 January 2016 09:37 UTC](https://forum.dynare.org/t/dsge-var-forecasts/2068/4 "2016-01-29T09:37:02Z")

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To keep track of this issue, see [github.com/DynareTeam/dynare/issues/819](https://github.com/DynareTeam/dynare/issues/819)