Dynare Output

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

Dynare Output

Postby cansever » Sun Feb 07, 2016 6:46 pm

Hi,
I get Dynare outputs for autocorrelations, correlations and moments. I used : stoch_simul(hp_filter = 1600, order = 2, periods=2100).

Are these results (autocorrelations, correlations and moments) for HP filtered version already?
Can I use them directly?

I would appriciate our help,
Can Sever
UMD.
cansever
 
Posts: 6
Joined: Tue Oct 20, 2015 10:54 pm

Re: Dynare Output

Postby jpfeifer » Mon Feb 08, 2016 6:35 am

Please have a look at the titles of the tables provided. They should state the filter used.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: Dynare Output

Postby cansever » Fri Jul 15, 2016 6:55 am

Thank you for your help.
Can
cansever
 
Posts: 6
Joined: Tue Oct 20, 2015 10:54 pm


Return to Dynare help

Who is online

Users browsing this forum: Google [Bot] and 7 guests