I have been working with dynare only for a few months now, so I’m not an experienced user.
I wonder whether there is a way to formulate Predictive posteriori distributions for endogenous variables via dynare.
thank you
Could you elaborate what you mean? Which distributions are you talking about? It sounds you are looking for forecast distributions.
Exactly, I am looking for Forecast Distributions.
You need to specify the forecast option and moments_varendo. After estimation, you will find the mean and median forecasts as well as standard deviations and deciles saved in oo_.