Question on Generating Simulated Data with Multiple Shocks

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Question on Generating Simulated Data with Multiple Shocks

Postby Butree » Mon Dec 22, 2014 8:52 pm

Hi, Dynare experts,

I'm writing to ask whether Dynare could generate simulated data with multiple shocks being fed in. More specifically, in a model with several shocks, e.g., techonlogy, preference,markups and investment, is it possible for Dynare to feed in these shocks simultaneously and generate some simulated data based on these shocks, so we can compare the simulated and actual data?

Appreciate your help very much!
Butree
 
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Re: Question on Generating Simulated Data with Multiple Shoc

Postby jpfeifer » Sun Dec 28, 2014 10:00 am

Yes, of course this is possible. You need to specify the model with the shocks and then run stoch_simul with the periods option.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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