Stochastic simulations


Topic Replies Activity
About the Stochastic simulations category 1 July 24, 2017
Question about understanding irfs in dynare 6 January 26, 2020
Variance decomposition for parameters 4 January 26, 2020
Difference in specifying equations 3 January 26, 2020
Very small impulse response effects 3 January 26, 2020
Estimating the slope between simulated variables as the relative variance of shocks changes 2 January 26, 2020
How to link 2 symmetric countries 2 January 26, 2020
Quick question about Jensen inequality and Auxiliary variables 4 January 26, 2020
Plot IRFs graphic 2 January 26, 2020
Indeterminacy: source 9 January 24, 2020
Problems with mixing shocks? 8 January 24, 2020
Bayesian estimation has a problem 12 January 20, 2020
Initial values using Fsolve 20 January 17, 2020
Constant or non stationary endogenous variables 7 January 14, 2020
How do variables drive each other? 4 January 10, 2020
Simulate Cross Sectional Data 7 January 10, 2020
Log and level in dynare 4 January 10, 2020
RBC model simulation 6 January 9, 2020
Contributions of endogenous variables 3 January 9, 2020
Discrete shocks in Stochastic DSGE with Dynare 2 January 7, 2020
Uncertainty shocks with pruning 5 December 31, 2019
Variance decomposition after running simulations 3 December 26, 2019
Interpretation of irf with respect to shock 2 December 21, 2019
FBSDE general case 8 December 19, 2019
Policy Function: Forward- and Backward-Looking Variables 6 December 19, 2019
Counterfactual experiment in Dynare 5 December 17, 2019
There are 14 eigenvalue(s) larger than 1 in modulus for 16 forward-looking variable(s) The rank condition ISN'T verified! 4 December 14, 2019
The Jacobian is singular but Dynare still gives me results 6 December 13, 2019
Expected shocks in stochastic simulations 10 December 11, 2019
Loop in dynare results in indeterminancy error, but no error when run from dynare file 4 December 8, 2019