Forecast posterior distribution

Hi,

I’d like to compute excess inflation and deflation risk measures like in Smets and Wouters paper “Forecasting with a Bayesian SDGE model …”. I run my .mod file (linearized Smets and Wouters model from ,An estimated …’’, 2002). Dynare 4 estimated parameters and stderrs but it doesn’t want to produce forecast (As far as I know it should produce forecast graphs.) My estimation command:
estimation(datafile=takiedane,mh_replic=2000,nodiagnostic,forecast=4).

I guess there’s an** if **block missing in estimation.m (there’s only if block for the case: mh_replic=0 & forecast>0) but I don’t know how to fix it. Any ideas ?

Arek

Unfortunately, all estimation features available in version #3 aren’t available yet in version 3. Among them
-moments_varendo
-forecast
-filtered_vars
-smoother

aren’t available.

Sorry about that

Michel