Retrieve data from the DSGE execution

[songjeo1]

Hello all,

For my later estimation, I am trying to retrieve and store some data series (e.g. output, wage) generated by the DSGE execution using DYNARE.

I remember that some people say that it is possible to do so, but I am having hard time to figure it out at the moment.

Many thanks in advance. As I always believe, this site is a great fortune to all the scholars.

Jeongseok from Korea

[jpfeifer]

What exactly are you trying to extract?

[songjeo1]

For example, I consider the NK DSGE model in chapter 3, Gali's Book ( Monetary Policy, Inflation, and the Business Cycle) and hope to extract a series of " wage " , w_t, in order to fit some time series model to the wage data. Thanks.

JS

[jpfeifer]

That is still not clear enough. You want to simulate artificial data from the theoretical model? If yes, use the

Code: Select all

periods

option of

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stoch_simul

[songjeo1]

Dear Prof. Pfeifer,

Yes. That is exactly what I would like to do.
I could successfully generate the artificial data due to your tip. Thanks a lot.

JS