How to load the posterior mean when using the osr procedure?

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How to load the posterior mean when using the osr procedure?

Postby econ86 » Wed May 27, 2015 12:50 pm

Dear all,

I'm trying to load the posterior mean for the estimated parameters and shock stderr in another .mod file where I'm going to use the osr procedure. How can I do this?

Thank you for answers.
econ86
 
Posts: 78
Joined: Sun Apr 26, 2015 10:32 am

Re: How to load the posterior mean when using the osr proced

Postby jpfeifer » Wed May 27, 2015 4:37 pm

You should be able to use
Code: Select all
save_params_and_steady_state

and
Code: Select all
load_params_and_steady_state

See the manual for details
------------
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: How to load the posterior mean when using the osr proced

Postby econ86 » Tue Jun 02, 2015 4:23 pm

Dear jpfeifer,

thank you for your help. I have tried to use the following command to run estimated parameters when using the osr procedure:
xr=load('Results.mat');
M_.params=xr.M_.params;


My question is, where the above command has to be placed?

CASE 1:

optim_weights;
pi_c 0.2;
y_hat 1;
end;

osr_params rho_r phi_pi phi_y;

rho_r =0.25;
phi_pi = 0.25;
phi_y = 0.25;

xr=load('OriginalResults2.mat');
M_.params=xr.M_.params;
osr (nograph) pi_c pi_hat y_hat;


CASE 2:
xr=load('OriginalResults2.mat');
M_.params=xr.M_.params;

optim_weights;
pi_c 0.2;
y_hat 1;
end;

osr_params rho_r phi_pi phi_y;

rho_r =0.25;
phi_pi = 0.25;
phi_y = 0.25;

osr (nograph) pi_c pi_hat y_hat;
econ86
 
Posts: 78
Joined: Sun Apr 26, 2015 10:32 am

Re: How to load the posterior mean when using the osr proced

Postby jpfeifer » Wed Jun 03, 2015 11:23 am

Case 1 of course. In case 2 the setting of the parameters after loading the previous ones would overwrite what you loaded.
------------
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


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