Endogenous_prior: how to show the updated prior?

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,


Sorry, that is currently not possible using Dynare’s builtin functionalities. But it could be quite easily done. You may want to add a feature request at https://git.dynare.org/Dynare/dynare/issues