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FRBNY-DSGE / DSGE.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
https://frbny-dsge.github.io/DSGE.jl/latest/
BSD 3-Clause "New" or "Revised" License
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mhsave_vint #206

Closed T-Shino-0603 closed 2 months ago

T-Shino-0603 commented 1 year ago

To run "make_packet.jl", we need "mhsave_vint***.h5".

Originally, there is "mhsave_vint181115.h5".

I am trying to process the latest file, such as 2022Q4.

How can I process "mhsave_vint***.h5"?

danielrjohn commented 1 year ago

You need to generate the file "mhsave_vint***.h5" with a data vintage of your choosing by running "run_default.jl" and define your vintage and ":date_forecast_start" there. If I'm not mistaken, the data is estimated up to the date ":date_forecast_start", after which the forecast begins (out of sample).

T-Shino-0603 commented 1 year ago

Thank you for your reply.

I could make "mhsave_vint***.h5".