I am new in Dynare and I would like to know if there is a way to estimate a model a second time using the results in the first estimation.
For example, when I estimate a model for the first time I have to put the priors for the parameters, defining the distributions. After the estimation, I get a posteriori distribution that is not always from the same family as prior, am I right?
Imagine that I want to estimate again but now in a subsample. I would like to use the posteriori distribution of the first estimation as a prior now (update the distribution). Is there a way do to this?
In annex, just an example with toy data.example1.mod (1.8 KB)