Retrieving all simulations in Dynare and Dynare ++

[julesvanbinsbergen]

Hi guys,

I have two short questions. First, is it possible to retrieve all the simulated values (both in the --per and in the --sim dimensions) of the variables? Currently I only know how to retrieve the moments, but it would be very valuable for me to retrieve the actual series as well.

Second, is there an existing matlab code that can be used to simulate series given the policy function coefficients in dr_ (both for Dynare and Dynare++? Specifically for the higher order approximations this would be very useful.

Thanks a lot!

Best,

Jules

[OndraKamenik]

Jules,

there is no way to get the simulation realizations from dynare++. However, you can use dynare_simul.m to simulate the equilibrium function from dynare++ in matlab. dynare_simul.m is a part of the distribution.

In fact, the very first version of dynare++ dumped all simulated paths in a number of matrices. But with the introduction of dynare_simul.m, i dropped it.

Ondra K.

[julesvanbinsbergen]

Thanks! That helps me a lot.

Jules