Monte Carlo Simulation of Estimated Model

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Monte Carlo Simulation of Estimated Model

Postby minskymoment » Tue May 09, 2017 12:45 pm

I have successfully developed and estimated a stochastic model using Dynare. I would now like to run 10,000 simulations of that model starting with the end of my data set and save each of the simulations. It seems that neither the stoch_sim or forecast commands do exactly that. Any suggestions?

Thanks in advance.
minskymoment
 
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Re: Monte Carlo Simulation of Estimated Model

Postby jpfeifer » Tue May 09, 2017 6:48 pm

Use the
Code: Select all
simult_
-command
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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