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I have a problem of saving simulated variables.

PostPosted: Thu May 11, 2006 4:52 am
by kim
Dear all .

I'm working on a master's degree in economics.

I would like to simulate a new keynesian model which have 15 endogenous variables and a exogenous variable with matlab.

1)
I use the "stoch_simul" with option "HP filter=1600" and the "dynasave (dnkm_rs) VARIABLE_NAME" for saving simulated variables :D . But I can't find any different results between using the "stoch_simul" with option "HP filter=1600" alone and using both.

2)
I can find a FILE_NAME_result.mat file. I would like to know whether I can turn the file to practical use. (I can't find the details of the dynare manual with HTML version)

Thanks.

Kim

Re: I have a problem of saving simulated variables.

PostPosted: Thu May 11, 2006 7:52 pm
by MichelJuillard
Dear Kim,
kim wrote:1)
I use the "stoch_simul" with option "HP filter=1600" and the "dynasave (dnkm_rs) VARIABLE_NAME" for saving simulated variables :D . But I can't find any different results between using the "stoch_simul" with option "HP filter=1600" alone and using both.

hpfilter=1600 is only used for computing theoretical moments from algebraic properties, not simulated variables.
For simulated variable, HP filter isn't available
2)
I can find a FILE_NAME_result.mat file. I would like to know whether I can turn the file to practical use. (I can't find the details of the dynare manual with HTML version)

FILE_NAME_results.mat contains oo_ and dr_ depending on the procedures used in the mod file. oo_ and dr_ are Matlab structures and some of their fileds are explained under Output in the manual

Kind regards

Michel