Dear Stéphane,

 

I may be wrong, but it looks to me as if the Bayesian forecasts provided for DSGE-VARs are not based on the VAR, but on the DSGE model itself (using dsgesmoother.m). Is this correct and intended or is it a bug?

 

Best,

 

Johannes

 

--------

Johannes Pfeifer

Friesenwall 104

50672 Köln

Mobil: +49-(0)170-6936820

jpfeifer@gmx.de