RETRIEVING COEFFICIENTS OF THE POLICY FUNCTIONS

[nsouzas]

HOW DO I RETRIEVE THE COEFFICIENTS OF THE POLICY FUNCTIONS INSIDE MY MOD FILE FOR LATER USE?

THANKS

[tarikz]

The coefficients of the policy and transition functions are stored in:
oo_.dr.ghx
oo_.dr.ghu

HOW DO I RETRIEVE THE COEFFICIENTS OF THE POLICY FUNCTIONS INSIDE MY MOD FILE FOR LATER USE?

THANKS

[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

[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.

[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