Automating input to conditional forecast command

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!

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


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!

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


of the



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.

I would need to see the example.