How to estimate a simple RBC model?

Estimation ML/Bayesian estimation
1

Hi, I want to estimate a simple RBC model. Is there any example useful for me to learn from?
My mod file attached. Thanks in advance!

2

Please have a look at https://github.com/JohannesPfeifer/DSGE_mod/blob/master/RBC_baseline/RBC_baseline_first_diff_bayesian.mod

3

Thanks for your help!! But I also want to estimate it using empirical data.

4

In the example provided by Johannes, you just have to replace the generated simulated data file first_diff_data.m by a file containing the data you want to use. Other datafile formats are possible, see option datafile here.

Best,
Stéphane.

5

Thanks for your help!!