Comments (3)
Dear Matthew and Cai @MattCocci @caimichael @dseevr @musm
> Same confusion as above. Got largely difference between actual julia result of posterior DSGE parameters and posterior in the public paper (Table 1) with data from 1984Q1 to 2013Q1.**
> is it reasonable? or any suggestions to fix this problem?
Best Regards
XiaoHao
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Hi ethanmatlin,
Thanks for your reply! I use data series that loaded from FRED by FRED API. For the non-FRED series, I use the saved historical data under "\DSGE.jl-master\test\reference\input_data" folder and cut the data sample from 1984-03-31 to 2013-03-31. All the data have been loaded in properly and there is only one warning as below.
WARNING: /home/maoxiaohao201902/.julia/v0.4/DSGE/save/input_data/data/ois_130412.csv does not contain the entire date range specified; NaNs used.
Do you have any proper data sets can replicate the results on paper?
from dsge.jl.
Hello,
What data are you using? The package automatically loads all the FRED series, however there are a number of non-FRED series that we also use to estimate the model (Fernald TFP, long-term inflation expectations, OIS interest rate expectations, etc.) which are not all public. Are you sure you have all these series saved and are they being loaded in properly (you will receive warnings if some are missing)?
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