Lubik & Schorfheide JME (2007)

I was wondering if anyone has an example of a .mod for the above mentioned paper.
Thanks!

I am interest too…

thanks!

[quote=“Rodrigos”]I was wondering if anyone has an example of a .mod for the above mentioned paper.
Thanks![/quote]

I am interested too

What about this post? (after correcting the model):

Hi,

I am trying to make an estimation procedure for a model similar to this…When I start the estimation the figure with the initial prior keeps coming to the screen until Matlab stops and display the message that the maximum number of interactions was reached…Any idea of what might be happening?

Thanks a lot,

Pedro