We have finished our DSGE-VAR estimation and want to do shock decompositions and IRF based on DSGE-VAR instead of DSGE. Now we have two enquirers as follows,
- Can we use the posterior mean/mode to simulate the model in a seperate dynare mod file to get the simulated data and shock decomposition data? If so, how would the DSGE-VAR weight, lamda, be reflected in this simulation?
- This question may be linked with the above one. When we finished the DSGE-VAR estimation, inside the oo_.PosteriorIRF there are dsge and bvardsge IRF data. How are they calculated? Can we do it manually?