automating input to conditional forecast command

[clauper]

Dear all,

I would like to automate conditional forecasts, such that I don't have to manually insert the vector of values into my .mod file.

The only way I can think of is to invoke the underlying matlab function icforecast(..) after I have run the estimation in dynare. Are there any caveats/problems with this approach?

Thanks in advance!

[jpfeifer]

That should work. A potential problem may be the global variables used by

Code: Select all

imcforecast

. You need to make sure they exist and are correctly set. The previous estimation-command you suggest should do that. What exactly do you mean with

automate

?

[clauper]

By automate I mean to have a routine that lets me do conditional forecasting for different (vectorized) variable paths without manually copying them to the "values"-line in the conditional_forecast block of the .mod file. Thanks for your help!

[jpfeifer]

Yes, in that case you need to set the input argument

Code: Select all

constrained_paths

of the

Code: Select all

imcforecast

function.