Dynare forums

Hi everybody,
I would like to get good estimates of moments of the data generated by my model. For this, I generate a time serie (generating To+T data and dropping the To first data) and I would like to repeat this operation a large numbers of times. I use stoch_simul with periods=... and drop=... to create a time serie of good length, but I do not know if there is a command to repeat this simulation a large number of times.
Could somebody help me?
Thanks!

Annaïg

Hi,

Use the macro-language for doing such loops (see http://www.dynare.org/DynareWiki/MacroLanguage).

You can find examples on the forum, for example in this post where the user changes a parameter at every iteration:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2294

Best,

Thanks for your help!
Annaïg