Dear all,

Does anyone know if it’s posisble to generate the forecasts of some endogenous variables by setting the parameters at their posterior means, after the estimation is finished? Should I use “estimation” or “stoch_simul” to do this?

I guess this question is somehow related to the question in this post:

However, Professor Pfeifer only mentioned that Dynare will set parameters to the posterior mode after estimation. Would it be possible to use the posterior means of the parameters?

Best,

C