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grid search for parameter values
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grid search for parameter values
by ogol77 » Thu Jan 14, 2016 11:03 pm
Dear all, I would be very thankful for an advice! I have a code for an open economy model, with 6 parameters, and I need to perform a grid search for this parameters. I am just starting to use Dynare and absolutely unclear how to build the loop for the parameters search. I thought to write and external matlab file, but may be there is a better way? Would be very thankful for suggestions or/and examples!! Thanks a lot in advance!
- ogol77
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Re: grid search for parameter values
by jpfeifer » Fri Jan 15, 2016 8:30 am
You need an external Matlab file with a loop of set_param_value and resol. Details can be found at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4891
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Re: grid search for parameter values
by ogol77 » Fri Jan 15, 2016 11:33 am
Thank you so very much for your fast reply and much-needed help! Very grateful!
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