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Forecasts using Ramsey optimal policy

PostPosted: Fri Feb 10, 2017 12:17 pm
by felipeboralli
Hello, I would like to make a forecast from a given state using Ramsey Optimal Policy. Is this possible?
I have tried to find this in the documentation, but I could not.

I also thought about stacking impulse responses to form a forecast, but in the context of optimal policy, I think they are not linearly stackable if I use a quadratic loss function.

Re: Forecasts using Ramsey optimal policy

PostPosted: Sat Feb 11, 2017 6:50 am
by jpfeifer
You should be able to call the
Code: Select all
forecast

command after the
Code: Select all
ramsey_policy

command (alternatively after a combination of ramsey_model and stoch_simul)

Re: Forecasts using Ramsey optimal policy

PostPosted: Mon Feb 13, 2017 1:18 pm
by felipeboralli
Thank you