Content of FILENAME_simul

Stochastic simulations
1

Hi all, I am trying to extract the exogenous shock realizations of many simulations. I add the option simul_replic = 100 to get 100 simulations, and then use the code get_simul_replications to extract the endogenous variables’ realizations. I also want the realizations of the exogenous variables, but I could not find a document that explains what data gets saved in the file FILENAME_simul. Is there any documentation that describes this? Thanks.

2

Dynare by default does not save the shock realizations. If you need them, you need to define endogenous variables that store the shocks. For example.

var e_save;
varexo epsilon;

model;
e_save=epsilon;
end;
3

Thank you! That works.