I am using Dynare 4.2.1 to do forecasting using the forecast option of the estimation command. In my command window (of Matlab) everything looks successful but when I look for the oo_.forecast field it is missing. When I write it in my mod file Dynare returns the message:
??? Reference to non-existent field ‘forecast’.
Has anybody had this problem before? Any suggestsions on what might be wrong?
This is an error in the Reference Manual. When you compute the posterior distribution of forecast (after Metropolis iterations), the forecast are saved in oo_.MeanForecast (taking into account uncertainty of parameters but not of future shocks) and oo_.PointForecast (taking into account uncertainty of parameters and uncertainty of future shocks)