I execute estimation and simulation of my model by
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estimation(datafile=usmodel_data,mode_compute=6,first_obs=68,nobs=176,presample=4,lik_init=2,prefilter=0,mh_replic=100000,mh_nblocks=2,mh_jscale=0.20,mh_drop=0.2,nodisplay,mode_check,bayesian_irf) y labobs pinfobs c robs rk kp k pk inve w mc gamma;
stoch_simul(conditional_variance_decomposition=[1 4 8],nodisplay) y labobs pinfobs c robs rk kp k pk inve w mc gamma dy dc dinve;
I gather from the manual and forum discussions that stoch_simul uses the posterior mean if executed after estimation that involves the Metropolis-Hastings algorithm. However, the policy and transition functions, the IRFs stored in oo_.irfs, the theoretical moments, the variance decompositions, etc. are all based on the mode.
Do I miss something obvious? If not, I'm happy to provide more details including the mod-file.
Thank you very much for your time!
Best, Christian