Stochastic simulations


Topic Replies Activity
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 6.025920e-49 3 September 19, 2019
NK search and matching frictions -nonlinear 9 September 10, 2019
Impulse-Response function along time 4 September 4, 2019
Problem with the conditional_forecast in dynare 4.5.7 4 September 2, 2019
Does my figures work? 3 September 2, 2019
Random walk with a drift process 13 August 31, 2019
Colinearity and sensitivity 7 August 31, 2019
Strange sign reversal of simulated series in stochastic simulation 4 August 28, 2019
Loop over parameters 78 August 27, 2019
BK conditions are not satisfied in the model containing shadow banks 3 August 23, 2019
Kalman filter forecasting methods 3 August 22, 2019
Welfare maximizing error 4 August 22, 2019
Expectation variables 3 August 22, 2019
Conditional welfare with unit roots 5 August 20, 2019
Too large steady state value for debt 20 August 11, 2019
Pruning with third order perturbation/ GIRFs 15 August 10, 2019
Write results in latex 3 December 29, 2017
How should I add the technology shocks? 3 August 4, 2019
Risk matter/ EMAS Impluse response function 12 July 22, 2019
First order and third order approximations give different irfs 10 August 2, 2019
A Problem When Setting Parameter Values Using Loop 7 July 31, 2019
Input matrix contains NaN or Inf 4 July 31, 2019
Shocks generated do not match underlying formula 5 July 28, 2019
Theoretical Question: compact representation of third-order perturbation solution 4 July 27, 2019
Lack of one forward looking variable, The rank condition ISN'T verified! 9 July 26, 2019
Where to choose size of the shock? 1 July 26, 2019
The model reach a new value of steady state 4 July 26, 2019
Indeterminacy in Small Region DSGE Model 5 July 25, 2019
Impact of "simul_replic" option on empirical moments 8 July 25, 2019
Error in Variance Decomposition 9 July 25, 2019