Hi,

The cross autocorrelations are not displayed by Dynare but can be found in oo_.gamma_y.

I was wondering whether lagged variables are given in columns:

```
| x(-2) y(-2) z(-2)
```

x | . . .

y | . . .

z | . . .

or in rows:

```
| x y z
```

x(-2) | . . .

y(-2) | . . .

z(-2) | . . .

Cheers,

Sigitas

I am having the same problem. Does anyone know the answer??

Lagged variables are in columns.

I have added a note about that in the reference manual, for future releases.

Thanks for your feedback

Hi Sébastien,

What if I want to calculate cross correlation in leads for the next 5 periods, where can I get or how to construct this information?

I want to compare my estimated Dynare results from an RBC with something similar like in Cooley, Frontiers of Business Cycle Research, pg. 30-31.

Thank You

Martin

They are stored in oo_.gamma_y, because corr(x(+5),y)=corr(x,y(-5)) due to stationarity