Stochastic simulations


Topic Replies Activity
Particle filter & estimation at 3rd order 7 December 9, 2019
Problems in steady state linearization 4 December 9, 2019
Loop over parameters 75 December 2, 2019
Continue dynare loop even when B/K condition violated (or 8 December 2, 2019
Colinear relationships problem after reducing the model 4 December 2, 2019
Blanchard Kahn conditions are not satisfied in a code with external habit 4 December 1, 2019
How to analyze two shocks simultaneously in a model? 5 December 1, 2019
Steady state vs. mean of simulation (basic question) 2 December 1, 2019
Dynare timing and redefinition 11 November 29, 2019
Rounding to zero too quickly 7 November 25, 2019
Q: combining IRFs into subplotted figures & iterating? 51 November 25, 2019
Basic RBC model and business cycles moments 14 November 25, 2019
Running stoch_simul twice 2 November 24, 2019
Undeclared symbol name 4 November 24, 2019
Seems unit root problem 20 November 24, 2019
Order >3 pruning 4 November 23, 2019
Stoch_simul vs bootstrapping 2 November 22, 2019
Generate error bands for IRFs 9 November 18, 2019
Generalized Schur (QZ) failed 6 November 17, 2019
Using empirical probability distribution for exogenous variables 5 November 15, 2019
OccBin toolkit simulated time series and moments (new) 2 November 15, 2019
Dynamic simulations using OccBin 6 November 14, 2019
Stochastic Simulation based on Non-Normal Shocks 2 July 5, 2013
Comparison theoritical vs empirical moments 12 November 6, 2019
Oo_.endo_simul & oo_.irfs 2 November 6, 2019
Counterfactual simulations based on smoothed shocks 18 November 6, 2019
What i can do in this error 6 October 30, 2019
Can you help me find out why the variables p, b, rb do not have values and there is no graph for them 9 October 25, 2019
3rd order approximation with varexo_det 7 October 21, 2019
What are "theoretical moments" referring to? 6 February 13, 2017