For the calculation of moments etc, dynare averages over the number of periods.
But is it possible to have a time period of, say, 100 periods, and then run 10000 of these simulations-----AND then have
dynare average over all those 10,000 simulations in the calculation of moments etc. I'd be grateful for any help.
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Question about averaging over multiple simulations
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Question about averaging over multiple simulations
by joeytobin » Wed May 28, 2014 7:35 pm
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Re: Question about averaging over multiple simulations
by jpfeifer » Fri May 30, 2014 5:15 am
That is currently not possible. You would have to compute the moments yourself after using the function get_simul_replications.m from https://sites.google.com/site/pfeiferecon/dynare
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