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how to get the simulated endogenous variables?

PostPosted: Sat Nov 26, 2011 1:38 pm
by blackeif
After i estimate a dsge model and study the stochastic simulation, the result is stored as 'DSGE_results',however i do not know how to get the simulated endogenous variables, does it need another dynare command for it? or is dynare available for the simulation of endogenous variables such as output,inflation, interest rate,ect? could anyone help me with this? thanks!

Re: how to get the simulated endogenous variables?

PostPosted: Wed Dec 21, 2011 3:22 pm
by SébastienVillemot
By default Dynare does not do empirical simulations: it deduces the moments using theoretical formulas.

If you want to get an empirical simulations, use the "periods" options of "stoch_simul"; see the reference manual for more details.

Best,