Stochastic simulations


Topic Replies Activity
Combination of log-lineared sector and non-linear sector 2 February 5, 2020
There are 14 eigenvalue(s) larger than 1 in modulus for 14 forward-looking variable(s) 5 February 1, 2020
Indeterminacy (colinear equations) 2 January 30, 2020
Interpretation of IRFs 3 January 30, 2020
Regarding the residuals of the static equation 3 January 28, 2020
How to link 2 symmetric countries 4 January 28, 2020
Question about understanding irfs in dynare 5 August 22, 2017
Variance decomposition for parameters 4 January 26, 2020
Difference in specifying equations 3 January 26, 2020
Very small impulse response effects 3 January 26, 2020
Estimating the slope between simulated variables as the relative variance of shocks changes 2 January 26, 2020
Plot IRFs graphic 2 January 26, 2020
Indeterminacy: source 9 January 24, 2020
Problems with mixing shocks? 8 January 24, 2020
Bayesian estimation has a problem 12 January 20, 2020
Initial values using Fsolve 20 January 17, 2020
Constant or non stationary endogenous variables 7 January 14, 2020
How do variables drive each other? 4 January 10, 2020
Simulate Cross Sectional Data 7 January 10, 2020
Log and level in dynare 4 January 10, 2020
RBC model simulation 6 January 9, 2020
Contributions of endogenous variables 3 January 9, 2020
Discrete shocks in Stochastic DSGE with Dynare 2 January 7, 2020
Uncertainty shocks with pruning 5 December 31, 2019
Variance decomposition after running simulations 3 December 26, 2019
Interpretation of irf with respect to shock 2 December 21, 2019
FBSDE general case 8 December 19, 2019
Policy Function: Forward- and Backward-Looking Variables 6 December 19, 2019
Counterfactual experiment in Dynare 5 December 17, 2019
There are 14 eigenvalue(s) larger than 1 in modulus for 16 forward-looking variable(s) The rank condition ISN'T verified! 4 December 14, 2019