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Created by Sébastien Villemot@sebastienOwner

Create an interface for DSGE-Var

Needs an option of estimation, which takes a value:

  • if the value is numeric, means that the weight of the DSGE prior is calibrated to that value
  • if the value is a string, means that this weight is estimated as this given parameter

Also needs an option for number of lags.

See: http://www.dynare.org/DynareWiki/DsgeVar