Dear experts,
with OSR, dynare give the optimal parameter that minimize the loss function which composed of the variance of two variable. Is it possible to get the variance of the two variables from the given parameter that minimize loss function from OSR??
one more thing, with OSR, the value of the objective function is reported on Matlab screen. Is it reported in the result matrix? Or further command is required.
Any help is highly appreciated, many thanks in advance
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Optimal Simple Rule
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Optimal Simple Rule
by Vorada Limjaroenrat » Tue Oct 09, 2012 5:47 pm
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Re: Optimal Simple Rule
by SébastienVillemot » Wed Oct 31, 2012 5:09 pm
The variance of the variables is normally reported in the printed tables, and in oo_.var
The value of the objective is in oo_.osr.objective_function.
The value of the objective is in oo_.osr.objective_function.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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