access to matrices of simulated series (moments_varendo)

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access to matrices of simulated series (moments_varendo)

Postby Lara » Mon Jan 27, 2014 3:23 pm

Dear all,
I need to work on the matrices of simulated series used to compute theoretical moments (generated with the option moments_varendo). Where does Dynare store these matrices? Or how can I call them?
Your help is greatly appreciated.
Thanks and best regards,
Lara
Lara
 
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Re: access to matrices of simulated series (moments_varendo)

Postby jpfeifer » Mon Jan 27, 2014 3:46 pm

No series are simulated here. Dynare uses the state space representation to compute theoretical moments. Thus, there are no matrices you could access.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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