How do I analyze the VAR method DSGE models?

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Mile Ivanov

Do you want to compare the results from the VAR and DSGE or you want to estimate (calibrate) some some of the parameters in the DSGE using VAR as in Adolfson (2007)?

Metin Tetik

mr. Ivanov, firstly thanks for your answer. I want to estimate of the parameters in the DSGE using VAR. How can i estimate?

Mr.Tetik, this if you work with Dynare platform on Matlab, here is a database of many popular dsge codes, as well as the code used in Adolfson (2007), who estimates the paramaters using VAR.www.macromodelbase.com. If you work with RATS, you can convert your dynare code in RATS using this link.

https://estima.com/dynareconvert.shtml