Dynare forums

Hello all,

I'v got a standard 3-equation new keynesian model. By using real data, i calculate the observed disdurbances (errors) implied by the model, after which i further estimate the residual. The problem is: now i want to bootstrap the residuals in order to see the simulations of the endogenous variables of the model based on the real data (so not the stochastic simulation).

I wonder would it be possible to do in by dynare?

Thanks very much!

You need to hack Dynare for that. The simulation is computed in simul_.m. You will need to write the bootstrap loop yourself.

Best

Michel