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RETRIEVING COEFFICIENTS OF THE POLICY FUNCTIONS
Posted:
Fri Jun 29, 2007 1:19 am
by nsouzas
HOW DO I RETRIEVE THE COEFFICIENTS OF THE POLICY FUNCTIONS INSIDE MY MOD FILE FOR LATER USE?
THANKS
Re: RETRIEVING COEFFICIENTS OF THE POLICY FUNCTIONS
Posted:
Sun Jul 08, 2007 6:39 pm
by tarikz
The coefficients of the policy and transition functions are stored in:
oo_.dr.ghx
oo_.dr.ghu
nsouzas wrote:HOW DO I RETRIEVE THE COEFFICIENTS OF THE POLICY FUNCTIONS INSIDE MY MOD FILE FOR LATER USE?
THANKS
Posted:
Wed May 21, 2008 12:02 am
by shwayder
In case anyone stumbles across this as I did (googling for a way to find the policy and transition matrix) the method listed above no longer works.
dr and dh are not stored in oo_, they are their own matrices now.
So dr_.ghx gives you the transition matrix coefficients on the varibales.
dr_.ghu gives you the coefficients on the shocks.
Cheers,
AS
Posted:
Wed May 21, 2008 7:16 am
by StephaneAdjemian
No.
With dynare version 4 policy rules are stored in oo_.dr.ghx and oo_.dr.ghu, but with dynare version 3 policy rules are stored in dr_.ghx and dr.ghu.
Best,
Stéphane.
Re: RETRIEVING COEFFICIENTS OF THE POLICY FUNCTIONS
Posted:
Sun Feb 22, 2009 8:45 pm
by agupta28
dr_.ghx gives the AR(1) coefficients of the policy rule. what if the model has AR(2) coefficients. where are they saved??
thanks,
abhishek