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Shock size
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Shock size
by kwaner » Thu Jul 05, 2012 5:03 pm
I specify the shock size in the mod file. After running this, I want to be able to retrieve the shock size in an external matlab routine. Can anyone let me know how to do this? Where is the shock size stored? Thanks.
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Re: Shock size
by jpfeifer » Thu Jul 05, 2012 6:16 pm
If you specify the shock size using the shocks block for stoch_simul, the covariance matrix of the shocks is stored in M_.Sigma_e.
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