Dear dynare friends,
i’m writting a code to forecast through the dsgevar model following the suggestions of Prof. Pfeifer and Prof. Adjemian. I’m taking the bvar_forecast function and adjusting it for call the normal-inverse wishart matrices from the dsgevar_posterior_density function but i have a particular situation. I append the M file.
I have a problem calling the dsgevar_posterior_density function because i can not identify completly all the arguments of this function. Please watch the lines 21 to 27 in the M file. For example, what’s BayesInfo argument?, the others are called correctly?. I haven’t could identify this argument watching other functions inside dynare.
Someone could give me an advice to identify these arguments?, for example through other functions that call similar arguments.
Once i can call the dsgevar_posterior_density function correctly, we can call the normal-wishart inverse structure at lines 55 to 59 and we can pass the matrices to the random number generator functions.
The posterior lines of M file are adjusted to the dsgevar situation.
I appreciate your suggestions or any opinion. I need forecast from this hybrid model
Thanks a lot,
dsgevar_forecast.m (7.11 KB)