Hi, everyone
I have a little question. After i estimate a DSGE model by dynare with bayesian method, where to find the MCMC posterior draws of
parameters? Or does dynare compute the posterior covariance matrix of parameters?
Best Regards
HUAXIA
Hi, everyone
I have a little question. After i estimate a DSGE model by dynare with bayesian method, where to find the MCMC posterior draws of
parameters? Or does dynare compute the posterior covariance matrix of parameters?
Best Regards
HUAXIA
They are saved in the metropolis-subfolder.The covariance matrix of the parameters at the mode is save in the _mode.mat file.