I'v got a standard 3-equation new keynesian model. By using real data, i calculate the observed disdurbances (errors) implied by the model, after which i further estimate the residual. The problem is: now i want to bootstrap the residuals in order to see the simulations of the endogenous variables of the model based on the real data (so not the stochastic simulation).
I wonder would it be possible to do in by dynare?
Thanks very much!
