Posterior Mode v.s. Posterior Mean

Dynare help (legacy posts)
1

Hi Professor，
In dynare reference manuel, it is said that

[quote]After running estimation, the parameters M_.params and the variance matrix M_.Sigma_e of the shocks are set to the mode for maximum likelihood estimation or posterior mode computation without Metropolis iterations.
After estimation with Metropolis iterations (option mh_replic > 0 or option load_mh_file set) the parameters M_.params and the variance matrix M_.Sigma_e of the shocks are set to the posterior mean.[/quote]

However, I want to get the estimation output oo_.PosteriorIRF.dsge.HPDinf/sup where M_.params and M_.Sigma_e are set to the posterior mode …Is that possible?

Or, is the estimation output oo_.PosteriorIRF.dsge.HPDinf/sup the same no matter M_.params and M_.Sigma_e are set to the posterior mode or to the posterior mean?

2

The question is not well-defined.

HPDinf/sup
is a “confidence band” across parameters. You cannot compute the variability of IRFS across parameters if you fix the parameters.