input data issue for conditional forecast

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input data issue for conditional forecast

Postby anitazhang » Thu Jan 22, 2015 7:01 am

Hi, I plan to use "conditional forecast" command to compute the shocks given values of endogenous variables. My question is related the data input of endogenous variables values. I noticed that there is "conditional_forecast_paths" command to specify those values. However, it has to follow the format:
conditional_forecast_paths;
var xx;
periods 1:n;
values xx xxx xx;
end;

But I have 21 endogenous values with 60 periods. I am wondering if there's a more efficient, easier way to input these data. For example, in the estimation command, we could specify the data set using options datafile = xxx. I wonder if there's a similar option under "conditional_forecast" command. Thanks a lot.
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Re: input data issue for conditional forecast

Postby jpfeifer » Thu Jan 22, 2015 12:57 pm

Unfortunately, something like this is not available. But you can try to cheat Dynare. The constrained path are stored in
Code: Select all
constrained_paths_

in Dynare 4.4.3. You can try to reset this variable directly before calling
Code: Select all
conditional_forecast

This will require some effort and care on your part, but could be feasible.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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