Dear Dynare users,
I use the endogenous_prior option to introduce endogenous priors as in Christiano, Trabandt and Walentin (2011). If I understand correctly, it updates my initial prior described in the estimated_params-block.
I would like to see how much it affects my initial prior and the estimation. Ideally, I would like to produce graphs with the initial prior, the posterior (like the graphs produced by default) together with the updated prior.
Is there any information stored that I could use to recover some information on the endogenous prior?
Thank you very much,