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dynare_simul_() problem with initial vector

PostPosted: Fri Dec 09, 2016 8:53 pm
by rhein
Hi

I am using simult_() function which uses dynare_simul_ routine from mex file.
I noticed that the initial vector I provide is not the same as the initial vector that dynare_simul_ (mex routine) returns.
As far as I understand, if maximum number of lagged variables in the system is 1, we will have simulated results with 1st observation being initial vector, and second with the shock.
Is there any way to somehow change it in the dynare_simul_.mex routine?
I am using dynare 4.4.3

Re: dynare_simul_() problem with initial vector

PostPosted: Sat Dec 10, 2016 8:04 am
by jpfeifer
What exactly is your problem? Why can't you simply reorder the output as done in the simult_-function?

Re: dynare_simul_() problem with initial vector

PostPosted: Thu Dec 29, 2016 9:07 pm
by rhein
It is not about reordering.

To better illustrate my question

Let's say i run simulate using model policy rules, shocks and y0

sim_res=dynare_simul('model.mat',shocks,y0);

Then, I would expect
sim_res(:,1) to be equal y0

However in many experiments i have never got the above to be equal. sim(:,1) is always different then y0. Why? Is there any way to have it equal?

Re: dynare_simul_() problem with initial vector

PostPosted: Sun Jan 08, 2017 9:17 pm
by jpfeifer
Sorry, but what is
Code: Select all
dynare_simul
?