One of output resulting from DSGE-estimation is ‘oo_’ and as far as I know, this variable contains various estimated results.
My question is that whether ‘oo_.posterior_std’ includes standard deviations of MCMC-simulated draws.
One thing strange is that there is also ‘oo_posterior_variance’ and I was sure that I could get values in 'oo_.posterior_std’
after imposing square root on them. However, resulting values are little bit different.
Is there any one could explain these outputs?