Hi
for my project i need to search for the optimal simple monetary policy rule and calibrate some moments using volatilities.
My initial approach for both types of problems was to use a solver like fmincon, since both are problems of the type
max f(x) for x element X
where x is a vector of parameters and f(x) is a subset of the dynare output.
Yet it seems you can not call dynare and access the dynare output inside a matlab function , at least i didnt manage.
Is there a way this can be done? If not is there a generic optimization function included in matlab?
Thanks
Dominik