how to calculate spectral density
Posted: Mon Jun 08, 2015 11:04 pm
Hi there,
I can find the command here http://www.dynare.org/dynare-matlab-m2h ... .html#_top but not in reference manual. There is no example of how to use this command. It works when I put UnivariateSpectralDensity before stoch_simul but I got the following message even I set order=1
UnivariateSpectralDensity :: I Cannot compute the theoretical spectral density
with a second order approximation of the DSGE model!
Please set order = 1. I abort
Many thanks
I can find the command here http://www.dynare.org/dynare-matlab-m2h ... .html#_top but not in reference manual. There is no example of how to use this command. It works when I put UnivariateSpectralDensity before stoch_simul but I got the following message even I set order=1
UnivariateSpectralDensity :: I Cannot compute the theoretical spectral density
with a second order approximation of the DSGE model!
Please set order = 1. I abort
Many thanks