Choosing variables for stoch_simul results

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Choosing variables for stoch_simul results

Postby a_tran84 » Thu Oct 16, 2008 2:07 am

I have a mod file where I estimate via Bayesian and then run stoch_simul to get the asymptotic var decompositions. The problem is that (when I use estimation and stoch_simul without variables afterwards) the estimation shows all endogenous vars but the stoch_simul part only shows me the theoretical moments/vardecompositions of some variables. When I write the variables I want to see after the estimation and stoch_simul commands, it works fine for the estimation part (relevant IRFs are shown) but for the stoch_simul part, it restricts the variables from that smaller unrestricted stoch_simul set.

I am using the new macro-language and the last two lines of the mod file are:

estimation(datafile=sector_PPI, mode_compute=0,mode_file=PPI_5sector_mode,load_mh_file,mh_jscale=0.32,nodiagnostic,mh_replic=0,mh_nblocks=2,bayesian_irf,irf=25)pi r c x gc;
stoch_simul(nograph)pi r c x gc;

Can anyone help?
a_tran84
 
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Re: Choosing variables for stoch_simul results

Postby MichelJuillard » Mon Oct 20, 2008 1:39 pm

I'm not sure to understand what you would like to obtain. It seems that you want the results from estimation for a subset of variables only, but variance decomposition for all variabes. Did you try to select variables after estimation and not after stoch_simul?

You can also reload your estimation results without computing the mode (mode_compute=0,mode_file = ....) nor computing additional metropolis iterations (mh_replic=0,load_mh_file) without reqesting additional statistics in estimation, then select the list of desired variables after stoch_simul

Best

Michel
MichelJuillard
 
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