repeat simulations

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repeat simulations

Postby Annaig » Mon Nov 09, 2009 4:00 pm

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
Annaig
 
Posts: 3
Joined: Mon Jun 08, 2009 11:48 am

Re: repeat simulations

Postby SébastienVillemot » Tue Nov 10, 2009 9:18 am

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,
Sébastien Villemot
Economist at OFCE – Sciences Po
SébastienVillemot
 
Posts: 706
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Re: repeat simulations

Postby Annaig » Tue Nov 10, 2009 4:50 pm

Thanks for your help!
Annaïg
Annaig
 
Posts: 3
Joined: Mon Jun 08, 2009 11:48 am


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