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DSGE-VAR Menu

 

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The DSGE-VAR menu includes the following commands:

Estimate Marginal Posterior Mode

Run the marginal posterior mode estimation routine for all DSGE-VAR models.

Estimate Joint Posterior Mode

Run the joint posterior mode estimation routine for all DSGE-VAR models.

DSGE Posterior Sampling

Run the posterior sampling algorithm for the DSGE parameters of a DSGE-VAR model.

VAR Posterior Sampling

Run the posterior sampling routine for the VAR parameters of a DSGE-VAR model.

Prior Sampling

Draw from the prior distribution of the VAR parameters of all DSGE-VAR models.

View

Access view functions of DSGE-VAR models

Tools

Access tools functions of DSGE-VAR models.

Set DSGE-VAR Shocks

Determine which iid shocks of the DSGE model to identify within the DSGE-VAR models.

Lag Order

Select the lag order of the DSGE-VAR models.

 

 


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