I try to compare DSGE forecast peformance with VAR and this is my first time using Matlab/Dynare so the Question is hopefully a Basic one.
So I used the model creation of Johannes Pfeifer:
Basicly I got rid of everything non Basic, so the plots as well as everything that splits the data in pre and post 1980.
Now I got two issues I can’t solve,
I added the forecast ; command, and it does plot forecasts, but no variable is saved in the Workspace where I could look at the values.
I get that warning message About the hessian and the initial values but they are set according to the paper, is that an actual issue and Maybe the reason for the NaN in the ML estimation?
I hope somebody is able to help. Anyway thanks in Advance!