Generating N different datasets from simulation

[Philipp]

Dear Dynare users,

what is the most efficient way to do the following:
I want to simulate a basic RBC model for 200 periods and would like to back out series for labor productivity, hours and the relative price of investment to perform a Monte Carlo analysis.
I use as command

Code: Select all

stoch_simul(order=1,drop=100,periods=280);

and would like to generate 2'000 different datasets. I assume that looping over Dynare would take forever, there's got to be a more efficient way to do that no?
Best,
Philipp

[jpfeifer]

Use the simul_replic option. For an example on what you want to do, see https://github.com/JohannesPfeifer/DSGE_mod/tree/master/Hansen_1985

[Philipp]

thanks a lot!