# Stochastic simulations **URL:** https://forum.dynare.org/c/stochasticsimulations/16.md?page=4 [Latest](https://forum.dynare.org/latest.md) · [Categories](https://forum.dynare.org/categories.md) **Page:** 5 --- ## [Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure. how to solve it](https://forum.dynare.org/t/blanchard-kahn-conditions-are-not-satisfied-indeterminacy-due-to-rank-failure-how-to-solve-it/27244)
**Author:** [@tensorflow](https://forum.dynare.org/u/tensorflow)\ **Replies:** 1\ **Last updated:** [3 March 2025 08:23 UTC](https://forum.dynare.org/t/blanchard-kahn-conditions-are-not-satisfied-indeterminacy-due-to-rank-failure-how-to-solve-it/27244 "2025-03-03T08:23:53Z")
错误使用 print\_info (第 33 行) Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure. 出错 stoch\_simul (第 119 行) print\_info(info, options\_.noprint, options\_); 出错 LCPPCP\_OPENSIGE.driver (第 1338 行) … --- ## [Interpreting IRFs in Third-Order DSGE Model with Uncertainty Shocks](https://forum.dynare.org/t/interpreting-irfs-in-third-order-dsge-model-with-uncertainty-shocks/27195)
**Author:** [@cheieun](https://forum.dynare.org/u/cheieun)\ **Replies:** 11\ **Last updated:** [26 February 2025 10:00 UTC](https://forum.dynare.org/t/interpreting-irfs-in-third-order-dsge-model-with-uncertainty-shocks/27195 "2025-02-26T10:00:01Z")
Dear all, I am working on solving a DSGE model with uncertainty shocks using stoch\_simul with order=3 in Dynare. However, I am struggling to interpret the impulse response functions (IRFs) generated for two shocks (xxt … --- ## [Anticipated vs unanticipated shocks](https://forum.dynare.org/t/anticipated-vs-unanticipated-shocks/19530)
**Author:** [@mwlf](https://forum.dynare.org/u/mwlf)\ **Replies:** 6\ **Last updated:** [17 February 2025 19:23 UTC](https://forum.dynare.org/t/anticipated-vs-unanticipated-shocks/19530 "2025-02-17T19:23:01Z")
Hi all, I have a question about this linked code by Prof Pfeifer. In this example, we have one anticipated news shock and one unanticipated shock. If we were to specify two shocks where both were unanticipated (with sti… --- ## [Question about understanding irfs in dynare](https://forum.dynare.org/t/question-about-understanding-irfs-in-dynare/10622)
**Author:** [@jolly816](https://forum.dynare.org/u/jolly816)\ **Replies:** 15\ **Last updated:** [12 July 2023 14:29 UTC](https://forum.dynare.org/t/question-about-understanding-irfs-in-dynare/10622 "2023-07-12T14:29:42Z")
Hi, I have a question about understanding irfs in my model. I’ve seen several posts on the forum about it but I’m still confusing. My question is: in my model, does the vertical axis in irfs’ graph represent percentage… --- ## [Conditional forecast paths in a vector](https://forum.dynare.org/t/conditional-forecast-paths-in-a-vector/24940)
**Author:** [@msangia](https://forum.dynare.org/u/msangia)\ **Replies:** 7\ **Last updated:** [14 February 2025 11:04 UTC](https://forum.dynare.org/t/conditional-forecast-paths-in-a-vector/24940 "2025-02-14T11:04:22Z")
Dear all, I’m trying to set the values of the conditional forecast paths from a vector (which is stored in an Excel file). Could it be done? Example. Instead of using: var y; periods 1, 2, 3, 4; values 0.8, 0.5, 0.3… --- ## [How to get the Dynare code for this paper](https://forum.dynare.org/t/how-to-get-the-dynare-code-for-this-paper/27147)
**Author:** [@MehulSingh](https://forum.dynare.org/u/MehulSingh)\ **Replies:** 20\ **Last updated:** [13 February 2025 15:43 UTC](https://forum.dynare.org/t/how-to-get-the-dynare-code-for-this-paper/27147 "2025-02-13T15:43:47Z")
I am writing my thesis on the topic of intangible assets and found a very good paper to base off my own study. The original study, “The importance of intangible capital for the transmission of financial shocks” by Jose I… --- ## [MODEL\_DIAGNOSTICS: The presence of a singularity problem typically indicates that there is one redundant equation entered](https://forum.dynare.org/t/model-diagnostics-the-presence-of-a-singularity-problem-typically-indicates-that-there-is-one-redundant-equation-entered/27155)
**Author:** [@HoodyK](https://forum.dynare.org/u/HoodyK)\ **Replies:** 6\ **Last updated:** [11 February 2025 13:34 UTC](https://forum.dynare.org/t/model-diagnostics-the-presence-of-a-singularity-problem-typically-indicates-that-there-is-one-redundant-equation-entered/27155 "2025-02-11T13:34:58Z")
Hello everyone,there are something wrong when I was running my mod. MODEL\_DIAGNOSTICS: The Jacobian of the static model is singular MODEL\_DIAGNOSTICS: there is 2 collinear relationships between the variables and the e… --- ## [How to get the data of irf](https://forum.dynare.org/t/how-to-get-the-data-of-irf/26999)
**Author:** [@dawn](https://forum.dynare.org/u/dawn)\ **Replies:** 3\ **Last updated:** [5 February 2025 14:58 UTC](https://forum.dynare.org/t/how-to-get-the-data-of-irf/26999 "2025-02-05T14:58:54Z")
Dear Dynare Community I have an simple question: I can run my mod to get the picture, but I want to get the path data. so how to get it or where to find it Thank you for your assistance! Best --- ## [input-output inter-industry DSGE, loop grammer help](https://forum.dynare.org/t/input-output-inter-industry-dsge-loop-grammer-help/27134)
**Author:** [@chaoying](https://forum.dynare.org/u/chaoying)\ **Replies:** 1\ **Last updated:** [5 February 2025 09:09 UTC](https://forum.dynare.org/t/input-output-inter-industry-dsge-loop-grammer-help/27134 "2025-02-05T09:09:25Z")
Hi, I was trying to conduct the DSGE considering the muti-sector input-output relationship, which is quite challenging for me . We already finish the draft for the model, but here is the error: I’m not sure what’s g… --- ## [How to change the point that stoch\_sim uses as steady state](https://forum.dynare.org/t/how-to-change-the-point-that-stoch-sim-uses-as-steady-state/27104)
**Author:** [@GioCav](https://forum.dynare.org/u/GioCav)\ **Replies:** 8\ **Last updated:** [3 February 2025 09:51 UTC](https://forum.dynare.org/t/how-to-change-the-point-that-stoch-sim-uses-as-steady-state/27104 "2025-02-03T09:51:43Z")
I am looking for a way to compute approximation with perturbation approach around a point different from the steady state. I tried with histval (but it only changes the starting point of the simulation), and init followe… --- ## [Exporting Simulation Results from Dynare](https://forum.dynare.org/t/exporting-simulation-results-from-dynare/27092)
**Author:** [@MLG](https://forum.dynare.org/u/MLG)\ **Replies:** 5\ **Last updated:** [29 January 2025 07:45 UTC](https://forum.dynare.org/t/exporting-simulation-results-from-dynare/27092 "2025-01-29T07:45:11Z")
Is there a way to save the trajectory values from Dynare’s shock simulations in Octave? The default plots in Octave generated by Dynare are not very refined, so I would like to extract the data to plot the results using … --- ## [Looping over parameters in Dynare](https://forum.dynare.org/t/looping-over-parameters-in-dynare/27095)
**Author:** [@deniss](https://forum.dynare.org/u/deniss)\ **Replies:** 1\ **Last updated:** [28 January 2025 16:12 UTC](https://forum.dynare.org/t/looping-over-parameters-in-dynare/27095 "2025-01-28T16:12:35Z")
Dear all, I loop over parameters in Dynare, while utilizing initval block in my .mod file. Though I have looked through the forum, I have not found any ideas on how to update initval as I keep looping over parameters. … --- ## [Syntax error, unexpected varexooo](https://forum.dynare.org/t/syntax-error-unexpected-varexooo/27098)
**Author:** [@Mathis](https://forum.dynare.org/u/Mathis)\ **Replies:** 2\ **Last updated:** [28 January 2025 14:23 UTC](https://forum.dynare.org/t/syntax-error-unexpected-varexooo/27098 "2025-01-28T14:23:18Z")
Hi guys, I’m writing a neoclassical model incorporating a tax on consumption taking 3 different values (0.1, 0.2, 0.3). I asign these values to the tax through a for loop in a separated matlab file. Starting preprocessi… --- ## [Baxter & King as an endogenous variable](https://forum.dynare.org/t/baxter-king-as-an-endogenous-variable/27067)
**Author:** [@MatteoSamarani](https://forum.dynare.org/u/MatteoSamarani)\ **Replies:** 9\ **Last updated:** [22 January 2025 21:46 UTC](https://forum.dynare.org/t/baxter-king-as-an-endogenous-variable/27067 "2025-01-22T21:46:53Z")
Hello everybody! I would like to compute the Baxter and King filter of output in the model section treating it as an endogenous variable, say Y\_BK. Is it possible to do something like this in dynare? --- ## [Storing IRF values when looping over variables v 6.2](https://forum.dynare.org/t/storing-irf-values-when-looping-over-variables-v-6-2/26986)
**Author:** [@mandis](https://forum.dynare.org/u/mandis)\ **Replies:** 2\ **Last updated:** [6 January 2025 15:43 UTC](https://forum.dynare.org/t/storing-irf-values-when-looping-over-variables-v-6-2/26986 "2025-01-06T15:43:56Z")
Hi. I am running an RBC model where I loop over 3 values of gamma. However, when I try to save the IRF output, it gives me the same values regardless of the value of gamma that I use. This is in-spite of the automatic IR… --- ## [RBC Tebaldi Model](https://forum.dynare.org/t/rbc-tebaldi-model/26981)
**Author:** [@MLG](https://forum.dynare.org/u/MLG)\ **Replies:** 4\ **Last updated:** [6 January 2025 15:09 UTC](https://forum.dynare.org/t/rbc-tebaldi-model/26981 "2025-01-06T15:09:40Z")
I am working on an extension of the model proposed by Tebaldi and Elmslie (2006), which analyzes the relationship between institutions and innovation. My goal is to incorporate leisure choice, so that households decide n… --- ## [How to interpret the POLICY AND TRANSITION FUNCTIONS?](https://forum.dynare.org/t/how-to-interpret-the-policy-and-transition-functions/26961)
**Author:** [@JackChou](https://forum.dynare.org/u/JackChou)\ **Replies:** 1\ **Last updated:** [6 January 2025 10:24 UTC](https://forum.dynare.org/t/how-to-interpret-the-policy-and-transition-functions/26961 "2025-01-06T10:24:02Z")
I set the household budget and govt budget. However, when i give the variable tr a shock “e”, the var cbdc receive a negative shock. Why it happens? c + i + cbdc = w\*n + (Rk\*k + RCBDC(-1)\*cbdc(-1)/pi) + tr; tr + ( RCBD… --- ## [Execution of script k\_order\_perturbation as a function is not supported](https://forum.dynare.org/t/execution-of-script-k-order-perturbation-as-a-function-is-not-supported/26977)
**Author:** [@cheieun](https://forum.dynare.org/u/cheieun)\ **Replies:** 1\ **Last updated:** [6 January 2025 09:01 UTC](https://forum.dynare.org/t/execution-of-script-k-order-perturbation-as-a-function-is-not-supported/26977 "2025-01-06T09:01:08Z")
Dear all, I am attempting to replicate the results from the paper “Risk Matters: The Real Effects of Volatility Shocks: Comment” by Born and Pfeifer using the attached .mod file. Born\_Pfeifer\_RM\_Comment.mod (24.2 KB) H… --- ## [Can the Kalman gain be larger than 1?](https://forum.dynare.org/t/can-the-kalman-gain-be-larger-than-1/26987)
**Author:** [@mario](https://forum.dynare.org/u/mario)\ **Replies:** 1\ **Last updated:** [6 January 2025 08:55 UTC](https://forum.dynare.org/t/can-the-kalman-gain-be-larger-than-1/26987 "2025-01-06T08:55:43Z")
I try to compute a Kalman gain as one of my state variables due to learning dynamics in my model and I see that it can be larger than 1 but I believe that theoretically, it cannot be. Does anyone have an idea if this is … --- ## [Forecasting and Order of data](https://forum.dynare.org/t/forecasting-and-order-of-data/26922)
**Author:** [@ThaiTran](https://forum.dynare.org/u/ThaiTran)\ **Replies:** 1\ **Last updated:** [25 December 2024 18:41 UTC](https://forum.dynare.org/t/forecasting-and-order-of-data/26922 "2024-12-25T18:41:13Z")
Dear Professor, I’m trying to perform forecast with dynare. However, I don’t know why the forecast does not start with my final value in the data. Can you help me explaining how to do it and what is the other of the dat… --- ## [Inquiry About Collinear Equations Error in Dynare](https://forum.dynare.org/t/inquiry-about-collinear-equations-error-in-dynare/26918)
**Author:** [@Bran\_KY](https://forum.dynare.org/u/Bran_KY)\ **Replies:** 1\ **Last updated:** [20 December 2024 11:40 UTC](https://forum.dynare.org/t/inquiry-about-collinear-equations-error-in-dynare/26918 "2024-12-20T11:40:42Z")
Hi, everyone I would like to ask for assistance regarding an error encountered while running a Dynare simulation. As I expanded the model by progressively adding variables and shocks, I recently included price stickine… --- ## [Practice code for upcoming exam](https://forum.dynare.org/t/practice-code-for-upcoming-exam/26916)
**Author:** [@Sxllik](https://forum.dynare.org/u/Sxllik)\ **Replies:** 5\ **Last updated:** [20 December 2024 13:40 UTC](https://forum.dynare.org/t/practice-code-for-upcoming-exam/26916 "2024-12-20T13:40:07Z")
Hi All, Please see the above model in my mock paper, I’m really unsure as to where I’m going wrong here, Is anyone able to help? I have attached my mod file, Thanks, Coursework\_prac.mod (626 Bytes) --- ## [Simulation values](https://forum.dynare.org/t/simulation-values/26907)
**Author:** [@maysam](https://forum.dynare.org/u/maysam)\ **Replies:** 1\ **Last updated:** [18 December 2024 07:56 UTC](https://forum.dynare.org/t/simulation-values/26907 "2024-12-18T07:56:29Z")
Hi everyone How to i can see values simulatted by dynare? Thanks --- ## [Balanced growth problem with Jaimovich-Rebelo preferences](https://forum.dynare.org/t/balanced-growth-problem-with-jaimovich-rebelo-preferences/26823)
**Author:** [@jimmyk](https://forum.dynare.org/u/jimmyk)\ **Replies:** 5\ **Last updated:** [18 December 2024 07:45 UTC](https://forum.dynare.org/t/balanced-growth-problem-with-jaimovich-rebelo-preferences/26823 "2024-12-18T07:45:41Z")
I have a model with two stochastic trends. I have coded it successfully with standard preferences and now am trying to use Jaimovich-Rebelo preferences. In this case I get the “trends not compatible with balanced growth … --- ## [Options\_.rplottype](https://forum.dynare.org/t/options-rplottype/26906)
**Author:** [@maysam](https://forum.dynare.org/u/maysam)\ **Replies:** 1\ **Last updated:** [18 December 2024 07:27 UTC](https://forum.dynare.org/t/options-rplottype/26906 "2024-12-18T07:27:13Z")
Hello everyone What is a “options\_.rplottype” in codes? Sometimes it is 0 or 2 Thanks --- ## [Dynare beginner first project](https://forum.dynare.org/t/dynare-beginner-first-project/26858)
**Author:** [@stefan12138](https://forum.dynare.org/u/stefan12138)\ **Replies:** 2\ **Last updated:** [10 December 2024 16:31 UTC](https://forum.dynare.org/t/dynare-beginner-first-project/26858 "2024-12-10T16:31:36Z")
Hi, I am learning dynare for the first time for an NK model. I now have a misalignment between equations and unknowns. nk.mod (2.0 KB) --- ## [Is simul\_replic still works?](https://forum.dynare.org/t/is-simul-replic-still-works/26820)
**Author:** [@sailor](https://forum.dynare.org/u/sailor)\ **Replies:** 2\ **Last updated:** [3 December 2024 14:28 UTC](https://forum.dynare.org/t/is-simul-replic-still-works/26820 "2024-12-03T14:28:05Z")
I want to display the results of multiple stochastic simulations with different random seeds. While reviewing the documentation, I found the simul\_replic option. However, I am unsure if this option serves that purpose. T… --- ## [The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=15, n=13. You can also run model\_diagnostics to get more information on what may cause this problem](https://forum.dynare.org/t/the-generalized-schur-qz-decomposition-failed-for-more-information-see-the-documentation-for-lapack-function-dgges-info-15-n-13-you-can-also-run-model-diagnostics-to-get-more-information-on-what-may-cause-this-problem/26805)
**Author:** [@lauritzst](https://forum.dynare.org/u/lauritzst)\ **Replies:** 2\ **Last updated:** [2 December 2024 16:12 UTC](https://forum.dynare.org/t/the-generalized-schur-qz-decomposition-failed-for-more-information-see-the-documentation-for-lapack-function-dgges-info-15-n-13-you-can-also-run-model-diagnostics-to-get-more-information-on-what-may-cause-this-problem/26805 "2024-12-02T16:12:10Z")
Hello there, I am trying to replicate the results in Müller et al. (2022) in Dynare. Additionally, I want to add stock prices to test something further. To do so, I derived the non-linear Model and want to set up the dy… --- ## [Unit root fire forecast](https://forum.dynare.org/t/unit-root-fire-forecast/26804)
**Author:** [@mehranmahmoudi](https://forum.dynare.org/u/mehranmahmoudi)\ **Replies:** 2\ **Last updated:** [2 December 2024 15:56 UTC](https://forum.dynare.org/t/unit-root-fire-forecast/26804 "2024-12-02T15:56:03Z")
Hi, i have dsge model in dynare that is running.but model diagnostics say it contains unit root.and i dont know how to solve it?i want this model for forecasting and i dont know that this problem is critical or not.i att… --- ## [Collinearity created by prices in an open economy](https://forum.dynare.org/t/collinearity-created-by-prices-in-an-open-economy/26802)
**Author:** [@michaelm](https://forum.dynare.org/u/michaelm)\ **Replies:** 1\ **Last updated:** [2 December 2024 15:45 UTC](https://forum.dynare.org/t/collinearity-created-by-prices-in-an-open-economy/26802 "2024-12-02T15:45:57Z")
Hello everyone, I have designed an open economy DSGE model, and I am encountering an issue with collinearity. The collinearity arises from the various types of inflation and prices in the model. I present the equations … [Previous page](https://forum.dynare.org/c/stochasticsimulations/16.md?page=3) [Next page](https://forum.dynare.org/c/stochasticsimulations/16.md?page=5)