Simulations in 4.2.0
Posted: Sat Mar 19, 2011 9:55 pm
Could you please help me with the following questions:
(I am using Dynare on Mac OS X 10.6.6 with Xcode 3.2.6 and Matlab 2010b)
1). Previously I used 4.1.3 and moments of simulated variables were different for different execution of dynare (completely expected).
I used simul_seed = ... to fix the result between executions. Now in v. 4.2.0 moments of simulated variables are THE SAME for DIFFERENT runs even though I never use simul_seed.
4.2.0
VARIABLE MEAN STD. DEV. VARIANCE SKEWNESS
c 2.763623 0.068328 0.004669 -0.209831 -1.253850
k 38.137501 1.216088 1.478869 -0.187244 -1.330142
z 0.003472 0.021882 0.000479 0.071209 -0.491385
(It would look to me that 4.2.0 uses by default simul_seed = default_value. But I checked reference manual for 4.2.0 and it says there is no default_value for simul_seed). Could you please explain how to make moments of simulated variables to be different in 4.2.0 for different runs of dynare (like in 4.1.3)?
2). Is there a simple way to invoke a specific version of Dynare (say 4.1.3 vs 4.2.0) while having both of them in the Matlab path?
(Currently if I want to do simulations with 4.1.3 I just need manually remove 4.2 from the path and run dynare with only 4.1.3 in the matlab path. But If later I want to run 4.2.0 I need again to add 4.2.0 into the path).
3). Is there any performance gain in simulation if I use ''model(use_dll)'' and use ''order = 2'' ? To me it seems when I use ''order = 2'', option ''use_dll'' is ignored. (Even though .c is created for both order 2 and 3. Order 3 seems to run faster. Does order=2 actually use .c ?)
4). Why (in 4.2.0) there is no output produced for policy functions, when I use ''use_dll'' and ''order =3'' ?
5). Does it really help to use model(use_dll) in estimation if it only uses 1st order?
6). When I use 4.1.3 it seems that dynare does not use mex. But when I use 4.2.0 it runs in mex mode. How can I force 4.1.3 to run in mex mode? (I added to matlab path both /matlab and /mex folders). I do have Xcode installed and matlab can see gcc (I was able to build 4.2.0 from Matlab using build_dynare.m)
Thank you!
BTW here is the simple .mod I am using
(I am using Dynare on Mac OS X 10.6.6 with Xcode 3.2.6 and Matlab 2010b)
1). Previously I used 4.1.3 and moments of simulated variables were different for different execution of dynare (completely expected).
I used simul_seed = ... to fix the result between executions. Now in v. 4.2.0 moments of simulated variables are THE SAME for DIFFERENT runs even though I never use simul_seed.
4.2.0
VARIABLE MEAN STD. DEV. VARIANCE SKEWNESS
c 2.763623 0.068328 0.004669 -0.209831 -1.253850
k 38.137501 1.216088 1.478869 -0.187244 -1.330142
z 0.003472 0.021882 0.000479 0.071209 -0.491385
(It would look to me that 4.2.0 uses by default simul_seed = default_value. But I checked reference manual for 4.2.0 and it says there is no default_value for simul_seed). Could you please explain how to make moments of simulated variables to be different in 4.2.0 for different runs of dynare (like in 4.1.3)?
2). Is there a simple way to invoke a specific version of Dynare (say 4.1.3 vs 4.2.0) while having both of them in the Matlab path?
(Currently if I want to do simulations with 4.1.3 I just need manually remove 4.2 from the path and run dynare with only 4.1.3 in the matlab path. But If later I want to run 4.2.0 I need again to add 4.2.0 into the path).
3). Is there any performance gain in simulation if I use ''model(use_dll)'' and use ''order = 2'' ? To me it seems when I use ''order = 2'', option ''use_dll'' is ignored. (Even though .c is created for both order 2 and 3. Order 3 seems to run faster. Does order=2 actually use .c ?)
4). Why (in 4.2.0) there is no output produced for policy functions, when I use ''use_dll'' and ''order =3'' ?
5). Does it really help to use model(use_dll) in estimation if it only uses 1st order?
6). When I use 4.1.3 it seems that dynare does not use mex. But when I use 4.2.0 it runs in mex mode. How can I force 4.1.3 to run in mex mode? (I added to matlab path both /matlab and /mex folders). I do have Xcode installed and matlab can see gcc (I was able to build 4.2.0 from Matlab using build_dynare.m)
Thank you!
BTW here is the simple .mod I am using