I wanted to know what function file in dynare calculates the joint prior density for any given parameter draw.
Lets sat I have a draw from the prior distribution and i want to know the joint density of this particular prior draw. Is there a way to calculate this in Dynare?
I basically need to do this in order to be able to re-weight the posterior results according to a new prior of my choosing if I want to check the robustness of the results to prior specification
Any help would be much appreciated.