How can i get the expected time series after i did the Bayesian estmation with dynare?
Thank you very much.
What do you mean with
The smoothed values from the Kalman smoother?
Not exactly. It’s the in-sample forecast.
You mean the filtered variables triggered by
For example, I get the quarterly serial to do the Bayesian estimation. After I do that. I want to compare the real serial and the in-sample forecast serial. How can I get the in-sample forecast serial in dynare? what’s the code?
Have a look at the manual on
Thank you, professor. I have achieve that. But when I do the estimation of news shock with filtered_var, why it performs the same as no-news shock?
I think you need to explain in detail what exactly you are trying to achieve.
I am studying the news shock with DSGE model. I set two models, one with the news shock and another not. And then, I estimate the two different with filtered_vars command. But why I get the same graph in one step ahead forecast?one step ahead forecast.zip (41.8 KB)