Learning code?

[George]

Dear all,

I used to have the same post but not in the right section of the forum I guess.

I was wondering if anyone could send to me an example Dynare code that performs Bayesian estimation of a DSGE model but in an adaptive learning setting (e.g. CG learning)?

Thank you very much in advance for your help!

[p.gelain]

Hi George

I ma not really sure, but I think that learning is not implementable in Dynare yet. If you look at the DynareTimeTable (http://www.cepremap.cnrs.fr/DynareWiki/DynareTimeTable) they are planning to do that by the end of the year.

Paolo

[t.reyem]

Hello,

though a few years later, I have the same problem like George. I'm looking for a way to implement adaptive learning in dynare. Did you found a way how to estimate your model with adaptive learning in dynare? Is this in the meantime possible? If so how?

I don't know how deal with the time varying coefficients you face under learning. Is there a way in dynare to deal with it, or another work around so to implement learning in a DGSE model. I was wondering if maybe someone has an example how to to estimate adaptive learning within a Bayesian DGSE model. Can someone help me? Any help is appreciated!

Thank you very much!!!

[alexanderm]

I am also interested in this issue.
Please someone help us!

[jpfeifer]

Sorry, but at the current stage, there are no functions for learning in Dynare. The manual should be corrected soon.

You would have to write a Matlab loop around resol() and updating the parameters (the learning) in Matlab in the loop.
Your best shot may be the code on http://www.aeaweb.org/articles.php?doi=10.1257/mac.4.2.65
You should also check whether it is contained in Volker Wieland's macromodelbase, which has an adaptive learning team, see http://www.macromodelbase.com/editor