Hello Everyone,
I am very beginner student. I have been studying Dsge.Could anyone please advise me how to find the observable varriable from the mod file so that i can prepare dataset and simulate the my data to study further.I will be thankful for the help.
Hi, the set of observed variables is your choice. If you want to reuse a mod file written by someone else, the list of observed variables are the endogenous variables following the varobs
statement.
Best,
Stéphane
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Thank you very much
Researcher inputs observable variables for estimation of the model.
Altough number of observable variables depends on the number of shocks of the model and also depends on the linearity or non-linearity of the DSGE model.
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