I have a short technical question: When I estimate a DSGE model as in the appendix, how can I get the Coefficient matrix of the VAR representative in Dynare?
Is it the one in oo_dr.ghx and oo_dr.ghu? If so, how can I proceed to make the model dependent on y(-1)?
y is the vector of all endogenous variables, ys is the steady-state (vecor), yh is a vector of all variables in deviation from steady state. A–> oo_.ghx and B–>oo_.ghu. So what you are looking for is oo_.ghx. All these are explained very well in the manual, p. 31.