question about a simulated parameter

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question about a simulated parameter

Postby zhanshuo » Mon Jan 02, 2017 3:21 pm

Dear all, If I want to simulate parameters that are based on the value of other estimated parameters, and their relationship is not simply linear, e.g, two simulated parameters and another two estimated parameters have formed a four-variable quadratic equation system, how should I do that?
The existing examples I have met are using "#",to express the simulated parameters as functions of the estimated parameters. But their relation are simply linear, and have a one to one close form expression. So that gives me no help.
Thanks.
zhanshuo
 
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Re: question about a simulated parameter

Postby jpfeifer » Tue Jan 03, 2017 2:34 pm

In that case, use a steady state file to solve the simultaenous system of equations. For a univariate example on how to call a solver there, see the NK_baseline_steadystate.m in the Dynare examples folder
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: question about a simulated parameter

Postby zhanshuo » Sat Jan 07, 2017 1:51 pm

Thanks a lot , it really helps
zhanshuo
 
Posts: 44
Joined: Fri Nov 25, 2016 7:59 am


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