I want to get Marginal Density from DSGE-VAR over differents values of dsge_prior_weight = [0.5:0.25:10],
Please could you give some advice to do this?
I found some examples about looping over parameters but I didn´t find something about looping over options like dsge_prior_weight.
You would need something along the lines of [code]global oo_
options_.bayesian_irf = 0;
Now I am getting this message:
WARNING: When estimating a DSGE-Var, declaring dsge_prior_weight as a parameter is deprecated. The preferred method is to do this via the dsge_var option in the estimation statement.
ERROR: If dsge_prior_weight is declared as a parameter, it must either be initialized or placed in the estimated_params block.
How could I solve this problem?
I attach my .mod and data.
Thanks in advance
ls.mod (6.12 KB)
newmfile_peru.m (5.82 KB)
The attached file should work with the unstable version
ls.mod (6.32 KB)
Thanks a lot dear jpfeifer.
Your work is very worthfull. Thanks.