Hi:
Recently I am using Dynare to replicate Michaillat (2012), "Do Matching Frictions Explain Unemployment? Not in Bad Times".
In the section IV. D. of Michaillat (2012), he firstly constructed the technology shock by Solow residual ( ln a_t = ln y_t - alpha*ln n_t ).
Then he further used the technology shock constructed from data to get simulated unemployment rate.
Because the shock is constructed by real data, therefore, he can compare model simulated unemployment and real unemployment.
May I know, in dynare, is there any option that we use the shock constructed from real data and get the simulated data we are interested in?
Best regards.
jwu
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Use data to do simulation
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
Use data to do simulation
by jwu » Fri Dec 25, 2015 6:52 am
- jwu
- Posts: 1
- Joined: Fri Dec 25, 2015 6:39 am
Re: Use data to do simulation
by jpfeifer » Sat Dec 26, 2015 10:26 am
This must be done via the simult_-command. There are various examples, e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3603 or https://github.com/JohannesPfeifer/DSGE_mod/blob/master/RBC_news_shock_model/RBC_news_shock_model.mod
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 8 guests