Dear Dr. Pfeifer,
I haven't found the solution to my problem in the previous post (viewtopic.php?f=1&t=3603#p18720) yet. Here, I am using the mod file from Iacoviello and Neri (2010) as an example. The only change I made is that I got rid of the linear trends in the model and cleaned the data using HP filter before estimation. The series in oo_.SmoothedVariables match the data very well, however I couldn't back out the data from the estimated oo_.SmoothedShocks using the command simult_().
Your help is highly appreciated. Thank you so much.
Aaron
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Request for help on Simult_
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Request for help on Simult_
by aaronsun » Tue Mar 03, 2015 6:41 pm
- Attachments
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US_data_65Q106Q4HP.m- data file (HP filtered)
- (17.51 KiB) Downloaded 33 times
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- jules1_steadystate.m
- steady state file
- (4.92 KiB) Downloaded 35 times
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- jules1.mod
- mod file
- (17.39 KiB) Downloaded 37 times
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- rideaej1.m
- main script
- (2.88 KiB) Downloaded 34 times
- aaronsun
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Re: Request for help on Simult_
by jpfeifer » Wed Mar 04, 2015 1:33 pm
I will look at it, but it will take some time
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Re: Request for help on Simult_
by aaronsun » Wed Mar 04, 2015 3:46 pm
jpfeifer wrote:I will look at it, but it will take some time
Thank you, Dr. Pfeifer. I appreciate your help. -- Aaron
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Re: Request for help on Simult_
by jpfeifer » Sun Mar 08, 2015 8:07 am
The answer is at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3603
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