Is there a way to look at the coefficients of the solved model?
For example if I want to see the coefficient for the term where the volatility shock interact with the level shock?
Is there a way to look at the coefficients of the solved model?
For example if I want to see the coefficient for the term where the volatility shock interact with the level shock?
All decision rules are saved in oo_.dr
. The manual should help you find the coefficient you are looking for. What puzzles me is
Usually, that coefficient is 0 in uncertainty shock models.
Thank you. That is exactly what I am looking for.
I am running Villaverde’s model on stochastic volatility and I just want to see where does the volatility interact with other terms.