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life after stoch_simul

PostPosted: Fri Mar 28, 2008 10:35 pm
by mauriceroche
I have a few simple questions concerning using Dynare after stoch_simul.

Suppose that I generated a variable called y (output) and a variable called dm (nominal money growth) in the

model;
exp(y) = ???;
dm = ???;
end;

section of a .mod file.

Suppose that I want to use a variable called y after stoch_simul. How do I do so?

Suppose that dm is the difference in m. How do I integrate dm to get m (the level) after stoch_simul ? In general how do you generate the non-stationary variables in Dynare having solved for variables that have been made stationary using the stoch_simul command.

If I generate new variables after stoch_simul based on y and m how can I use the HP filter in Dynare to filter the new variables?

regards,
Maurice