Hello,
I would like to ask a question about the output obtained by using the Iacoviello-Guerrieri toolkit for occasionally binding constraint. Is there a way to recover the output that is normally produced by the stoch_simul command in _oo (theoretical moments, correlation matrix, simulated time series)? I'm not interested in the IRFs, which can be easily recovered instead.
Thank you for your time and your work.
Claudio.
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OccBin toolkit simulated time series and moments
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OccBin toolkit simulated time series and moments
by cesk » Thu Nov 26, 2015 6:48 pm
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Re: OccBin toolkit simulated time series and moments
by jpfeifer » Fri Dec 11, 2015 7:49 am
We do not yet support OccBin here. It should be possible to obtain the moments as the Guerrieri/Iacoviello paper in Table 2 presents moments. Maybe you have to ask them how they obtained the moments.
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