Hello everybody,
I am trying to simulating my DSGE since I am including an idiosyncratic shock. I have solved it by Dynare and now I am trying to using the policy functions (by Dynare) and randomly generated shocks to simulate the economy (in Matlab). I would be able if I had just one state variable (beyond the shocks), but I have two state variables, so I do not know how to do it. Does anybody have any suggestions?
Thank you
Best regards
Andrea
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Simulating economy
by gazzani.andrea » Sun Sep 04, 2011 5:22 am
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Re: Simulating economy
by SébastienVillemot » Wed Sep 14, 2011 1:02 pm
The "simult_.m" file in the "matlab" subdirectory of Dynare installation does what you want: it is able to apply the approximate policy function given a series of exogenous shock. Look at the header of that function for some hints on its usage.
Best,
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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