Simulation of DSGE model after estimation

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Simulation of DSGE model after estimation

Postby flumas22 » Thu May 31, 2012 11:12 am

Dear Dynare users,

I have one question with regard to simulation of DSGE model after estimation. So, I have estimated my DSGE model and then I have closed Matlab and all results. But now I want again to simulate my changed DSGE model using previous estimated posterior means of parameters and shocks. My question is: How to tell this Dynare?

Thanks for answer,

Best, Jan
flumas22
 
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Re: Simulation of DSGE model after estimation

Postby StephaneAdjemian » Thu Jun 07, 2012 9:19 am

Dear Jan,

You have to load the previous results before the stoch_simul command. This is done by adding the following options to the estimation command:

Code: Select all
estimation(...,mode_compute=0,mode_file=<NAME_OF_YOUR_MOD_FILE_WITHOUT_EXTENSION>_mode,load_mh_file, ...);


Have a look at the manual to get details about these options.

Best,
Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
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