Dynare output: correlation matrix

[cansever]

Hi,
I am trying to get some elements of output "CORRELATION OF SIMULATED VARIABLES (HP filter, lambda = 1600)". I have it as output in the screen, but I cannot use its elements. I could not find the elements of this in oo_.var. Where are the elements of this matrix stored? How can I get (1,2) element for example?

Best regards,
Can Sever
UMD.

[jpfeifer]

You may have to compute them from oo_.gamma_y following the logic in https://github.com/JohannesPfeifer/DSGE_mod/blob/master/GarciaCicco_et_al_2010/GarciaCicco_et_al_2010.mod

[cansever]

Dear Professor,
I would like to getthe elements from CORRELATION OF SIMULATED VARIABLES matrix, not from the theoretical moments.
Is this possible. For instance, I want to get (1,2) element of this matrix.

Best regards,
Can Sever

[jpfeifer]

In the unstable version, there is the

Code: Select all

contemporaneous_correlation

option. Is that what you are looking for?