dynare_simul_() problem with initial vector

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dynare_simul_() problem with initial vector

Postby rhein » Fri Dec 09, 2016 8:53 pm

Hi

I am using simult_() function which uses dynare_simul_ routine from mex file.
I noticed that the initial vector I provide is not the same as the initial vector that dynare_simul_ (mex routine) returns.
As far as I understand, if maximum number of lagged variables in the system is 1, we will have simulated results with 1st observation being initial vector, and second with the shock.
Is there any way to somehow change it in the dynare_simul_.mex routine?
I am using dynare 4.4.3
rhein
 
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Joined: Thu Aug 25, 2016 6:35 pm

Re: dynare_simul_() problem with initial vector

Postby jpfeifer » Sat Dec 10, 2016 8:04 am

What exactly is your problem? Why can't you simply reorder the output as done in the simult_-function?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: dynare_simul_() problem with initial vector

Postby rhein » Thu Dec 29, 2016 9:07 pm

It is not about reordering.

To better illustrate my question

Let's say i run simulate using model policy rules, shocks and y0

sim_res=dynare_simul('model.mat',shocks,y0);

Then, I would expect
sim_res(:,1) to be equal y0

However in many experiments i have never got the above to be equal. sim(:,1) is always different then y0. Why? Is there any way to have it equal?
rhein
 
Posts: 8
Joined: Thu Aug 25, 2016 6:35 pm

Re: dynare_simul_() problem with initial vector

Postby jpfeifer » Sun Jan 08, 2017 9:17 pm

Sorry, but what is
Code: Select all
dynare_simul
?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


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