Dynare forums

Hi,
I am trying to simulate data (endogenous variables) from my DSGE model i implemented by using Dynare. It's clear that Dynare is able to provide impulse response of one variable following a given shock.
But, my question is the following: Is Dynare able to hit the model by several shocks simultanousely ( not separately ) , and then get impulse responses of endogenous variables?

Thanks a lot for help!!

Manadir

For simulations, use the periods-option of stoch_simul.

jpfeifer wrote:For simulations, use the periods-option of stoch_simul.

Thanks...I will try this option.

Hi again,
I have tried your last advice to get simulated data from model, but Dynare gives me the following warning message: " Matrix is close to singular or badly scaled. Results may be inaccurate..."
What should i do in this case?
Thank you for help!!

Please provide the mod-file

Here are two files attached. MSF.mod is simulation file.

I remember you that i try to hit my economy model by several shocks simultanously and at every time for a fixed period, then get artificial data ( for endogenous variables).

Thanks a lot for your help.

Dynare 4.4.3 is unable to solve your model. Please try the unstable version. With that version, your file runs.

abman10 wrote:Here are two files attached. MSF.mod is simulation file.

I remember you that i try to hit my economy model by several shocks simultanously and at every time for a fixed period, then get artificial data ( for endogenous variables).

Thanks a lot for your help.

I've found this often happens due to mis-specification. Recheck your equations and make sure you can solve your steady state with another solver. Sometimes big shocks, or too many shocks, cause problems in nonlinear systems.

Your suggestions are really appreciated.