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About the Stochastic simulations category
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1
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1259
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18 June 2020
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Non linearities : exponential
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2
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87
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26 August 2026
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Issue with the Response to a Positive Tariff Uncertainty Shock
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1
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84
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18 August 2026
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Implied model paths from feeding in real exogenous variables
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5
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72
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26 May 2026
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DSGE model highly sensitive to parameter changes
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1
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88
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22 May 2026
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Third order solution with skewed shocks
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4
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118
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28 April 2026
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Rotemberg model with third-order approximation
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1
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86
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27 April 2026
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Smoothed variables, smoothed shocks, ghx and ghu
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1
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59
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13 April 2026
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BK conditions satisfied in count but rank condition fails (indeterminacy)
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2
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82
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13 April 2026
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Confusion about the practical application of temporary and permanent shocks
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17
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371
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29 March 2026
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Higher order IRFs and comparing models
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4
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153
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20 March 2026
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Problem with QZ decomposition
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1
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53
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6 March 2026
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Persistency in IRFs
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1
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43
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3 March 2026
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Calculating variable variance
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1
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63
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19 February 2026
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Particle filter & estimation at 3rd order
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12
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1270
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11 February 2026
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Seek help finding equation that can pin down Capital (K) in basic DSGE NK model please
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2
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88
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30 January 2026
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Seek help fixing Blanchard and Kahn condition: no stable equilibrium please
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4
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86
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25 January 2026
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Help with Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure
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1
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64
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24 January 2026
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Steady State Solved, but System has a Unit Root
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3
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58
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24 January 2026
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Taylor rule problem
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1
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64
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23 January 2026
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Diagnosing the DSGE model estimation results
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1
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102
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22 January 2026
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Generalized Schur (QZ) error coding
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1
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44
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19 January 2026
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Galí, López-Salido & Vallés (2007): Blanchard Kahn conditions are not satisfied: indeterminacy
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4
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440
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18 January 2026
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Blanchard & Kahn conditions for less forward-looking variable(s)
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4
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102
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13 January 2026
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Issues replicating Chilean Ministry of Finance Semi-Structural Multivariate Filter (FMV) for Output Gap – Hessian not positive definite
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1
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51
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13 January 2026
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Beginner: Generalised Schur (QZ) Decomposition Failed
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6
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90
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13 January 2026
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Second order linearization does not generate IRFS
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2
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53
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6 January 2026
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Extending a paper
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1
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85
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22 December 2025
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The Jacobian of the static model is singular even though i can change the parameter to run mod file
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4
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68
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22 December 2025
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Steady state with changing parameters
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1
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59
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22 December 2025
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