Estimate parameters from my own data


I’m very new in using dsge model, I have a question, i would like to know how to estimate parameters from my own data (i wish to get the code on dynare)


With such a generic question, a prior comment of mine comes to mind:

People are not supposed to work on issues that complicated without intense supervision. I have seen too many cases like this miserably fail. Most of the time, the goals set are too unrealistic given the prior training and the time frame envisioned.

People new to DSGE modeling should not start with estimation. Take a look at textbooks like Dejong/Dave or the review by An/Schorfheide and see whether you feel comfortable with the contents.