# Request for assistance for simulations of posterior distributions by the Bayesian method

Good evening ladies / gentlemen, I’m studying modeling at university in Ivory Coast, I have the exercise to reproduce the results in the article of Mr. Bing Li and Qing Liu titled "On the choice of monetary policy rules for China: A Bayesian DSGE Approach ". My problem is by what do we start the estimation a posteriori while having the distributions a priori.
Here are the a priori distribution
h Beta 0.5 0.15
γl Gamma 1.0 0.5
κ Normal 4.0 1.5
θp Beta 0.75 0.1
χp Beta 0.5 0.15
100γ Normal 2.4 0.1
Rγπ Gamma 2.0 1.0
Rγy Gamma 1.0 1.0
Rγω Normal 0 2.0
ωγπ Normal 0 0.5
ωγy Normal 0 0.5
ρMP1 Beta 0.5 0.2
ρz Beta 0.5 0.2
ρμ Beta 0.5 0.2
ρd Beta 0.5 0.2
ρε Beta 0.5 0.2
ρν Beta 0.5 0.2
σMP1 Inverse gamma 0.1 22
σz Inverse gamma 0.1 2
σμ Inverse gamma 0.1 2
σd Inverse gamma 0.1 2
σε Inverse gamma 0.1 2
σν Inverse gamma 0.1 2

You may start by reading the reference manual… You first have to communicate the priors to Dynare, using the `estimated_params` block. Then assuming that you have defined a set of observed variables (with `varobs`), you can trigger the estimation with the `estimation` command.

Best,
Stéphane.

Thinks you sir Stepan.
Goog nigth !