Automating input to conditional forecast command


#1

Dear all,

I would like to automate conditional forecasts, such that I don’t have to manually insert the vector of values into my .mod file.

The only way I can think of is to invoke the underlying matlab function icforecast(…) after I have run the estimation in dynare. Are there any caveats/problems with this approach?

Thanks in advance!


#2

That should work. A potential problem may be the global variables used by imcforecast. You need to make sure they exist and are correctly set. The previous estimation-command you suggest should do that. What exactly do you mean with

?


#3

By automate I mean to have a routine that lets me do conditional forecasting for different (vectorized) variable paths without manually copying them to the “values”-line in the conditional_forecast block of the .mod file. Thanks for your help!


#4

Yes, in that case you need to set the input argument

constrained_paths

of the

imcforecast

function.


#5

Could anybody solve the same problem they mentioned above? I followed the guider of dynare and then input a vector (xx) in the values line…But dynare didn’t work…It seems that I have to type in every data in the values line??

Thank you for your answer.


#6

I would need to see the example.