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2nd order approx

PostPosted: Sat Apr 14, 2007 4:13 pm
by trungbui
Hi,
I'm running Dynare with 2nd order stoch_simul. For certain range of parameter values, it's running fine. However, once I changed values, it's still running but fails to show mean/variance/stdev of some variables I listed in Stoch_simul command.
What can I do to fix this?
Thanks

PostPosted: Sat Apr 21, 2007 5:01 pm
by MichelJuillard
One possible explanation is that Dynare doesn't display moments for nonstationary variables. Maybe, some of the values of the parameters generate nonstationary variables.

Best

Michel