DSGE-VAR in Dynare 4

Dear all,

I would like to estimate a medium-sized DSGE model using the DSGE-VAR procedure. As I have not done it before and as (at least to my knowledge) there is no wirtten guide on this procedure I will highly appreciate if you can tell me where I can read its implamentation in Dynare or if you provide me with a brief description of the required syntax.

Thank you very much in advance!


I don’t know much about it either. If you are using Version 4, please check the folder with the name bvar_a_la_sims. There are some sample code for a simple model. I guess you have to work out the code for your model yourself.

Dear Emil see this link