The simulated data of IRFs

[flyingpig]

Hi,

After Dynare calculated the IRFs, where is the simulated data of IRFs? I do not mean that simulated data, I mean simulated IRFs' data.

[kyri82]

If I am not mistaken - I think I am not - Dynare calculates IRFs out of the model's policies and transition functions, so they are not "simulated" IRFs, they are actual, theoretical IRFs.

[jpfeifer]

By default, the option "periods" of stoch_simul is set to 0 and Dynare computes theoretical moments and IRFs (unless order>2). If you want simulated data, you must set the periods option manually. However, Dynare does not store the simulated IRF paths. You have to get them from lines 64-65 of irf.m

Code: Select all

y1 = simult_(temps,dr,ex1,iorder);
y2 = simult_(temps,dr,ex2,iorder);