Stochastic simulations

About the Stochastic simulations category (1)
IRFs with too large percentage deviations with 3rd order solutions? (3)
Counterfactual code error (6)
HP Filter simulated variables (4)
Getting Results from DYNARE in an iterative procedure when steady state is approximate (6)
Blanchard Kahn conditions are not satisfied: indeterminacy 2018 (5)
Loop over parameters ( 2 3 4 ) (63)
Autocorrelation parameter of AR(1) exogenous shocks (12)
Doubts about the dynare (2)
Problem with linear model and stoch_simul (7)
Dynare Preprocessing Error: Can't open file xxxx_set_auxiliary_variables.m for writing (3)
Personalize the plot of historical decomposition (2)
Detrending in basic new keynesian model (3)
Policy and Transition functions - how to interpret zeros (2)
I have an error Blanchard Kahn conditions are not satisfied: indeterminacy (12)
Converting the covariance matrix in DYNARE from logs to levels (5)
Ramsey policy with flexible prices (3)
A Question about parameter values that lead to rank condition problem (2)
Error in Variance Decomposition (7)
Question about IRF to1% shock (4)
Finding Second Moments in DYNARE as in Schmitt-Grohe, Uribe 2004 (6)
And old problem about BK condition (2)
IRFs starting from period 0/1 (2)
Expectations and fractions of variables inside of expectations (2)
Rank failure in a cash in advance model when money is used as an endogenous variable (7)
Retrieving matrices before solving model ( 2 ) (21)
Q: combining IRFs into subplotted figures & iterating? (17)
Theoretical mean considering transition dynamics (14)
Simulate Models with Stochastic Volatility (4)
What values are decision rules in oo-.dr.ys based on? (4)