Stochastic simulations


Variance decomposition in Bayesian estimation vs stochastic simulation (11)
Q: combining IRFs into subplotted figures & iterating? ( 2 ) (28)
"Blanchard Kahn conditions" are not satisfied (12)
Clarification on stochastic simulation (2)
Blanchard Kahn conditions are not satisfied_Productive public capital (3)
Rescaling impulse responses (4)
Stoch_simul at order=2 makes Octave crash (4)
A problem of timing (7)
IRF Variable Values (3)
RBC Model with negative transitory technology shock (3)
Changing timing of exogenous shocks (4)
No second moments (5)
Problem with Dynare on Octave (MacOS) (9)
Blanchard Kahn conditions are not satisfied: indeterminacy d (5)
Welfare maximizing error (2)
How to compute the decision rule matrix oo_.dr.ghx of a deterministic model? (3)
RBC news shock puzzles (2)
Missing error on variable declaration (2)
No stable equilibrium (4)
Theoretical moments and counterfactual (11)
Shocks in VAR(2) form (3)
GIRFs when using a stochastic extended path model (1)
Difference on variance with listing smoothed variables after estimation and without (3)
Dynare command help (12)
State dependent impulse response functions (15)
Question about IRF graphs (3)
Problems generating IRFs when r is fixed exogneously (2)
6 endogoneuous variables but 0 equations (5)
Mean and Standard Deviation After Third Order Simulations (3)
Gertler and Karadi dynare simulation (8)