Dynare Output
Posted: 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.
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.