How to see the values of Largrange multiplier for Ramsey

[nkhesicheng]

Hi! I am working on a Ramsey problem. I input the results of competitive equilibrium and set the Ramsey policy. I would like to see the value of largrange multiplier for different periods just like other endogenous variables but I can only find the steady state values in oo. Is there anybody who can tell me how to check these values? Thank you very much.

[jpfeifer]

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oo_.endo_simul

should store all simulated variables, including the Lagrange multipliers.

[nkhesicheng]

Code: Select all

oo_.endo_simul

should store all simulated variables, including the Lagrange multipliers.

Thank you for your help but I am solving a stochastic problem so the oo_.endo_simul is vacant. I check the oo_.irfs and find that it save all the other endogenous variables except lagrange multipliers established by ramsey_policy. But I can still see lagrange multipliers such as MULT_1's value in oo_.steady_state. Is this value dropped by the program? Thank you.

[jpfeifer]

Code: Select all

oo_.endo_names

will not be vacant in stochastic simulations if you specify the

Code: Select all

periods

-option. But you seem to be interested in IRFs, not simulations. This is more tricky and we are working on it: https://github.com/DynareTeam/dynare/issues/1355
What you can do for now is define your own

Code: Select all

var_list_

and then call

Code: Select all

ramsey_policy

yourself. To do this, run the regular mod-file including the standard Ramsey command. This will set up everything. Then use

Code: Select all

verbatim;
var_list_=char('MULT_1');
ramsey_policy(var_list_);
end;


where

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var_list_

is a character array specifying the variables of

Code: Select all

M_.endo_names

you want to display (here: the first multiplier).

[nkhesicheng]

Code: Select all

oo_.endo_names

will not be vacant in stochastic simulations if you specify the

Code: Select all

periods

-option. But you seem to be interested in IRFs, not simulations. This is more tricky and we are working on it: https://github.com/DynareTeam/dynare/issues/1355
What you can do for now is define your own

Code: Select all

var_list_

and then call

Code: Select all

ramsey_policy

yourself. To do this, run the regular mod-file including the standard Ramsey command. This will set up everything. Then use

Code: Select all

verbatim;
var_list_=char('MULT_1');
ramsey_policy(var_list_);
end;


where

Code: Select all

var_list_

is a character array specifying the variables of

Code: Select all

M_.endo_names

you want to display (here: the first multiplier).

Thank you very much. It helps me a lot.

[jpfeifer]

Starting with tomorrow, the preprocessor will also accept auxiliary variables in the variable list of the Ramsey command, see https://github.com/DynareTeam/dynare/issues/1355