There is a table in dynare it calls : CORRELATION OF SIMULATED VARIABLES
that I uploaded the table in the .tex here, I need the covariance between Lambda and Re every period of simulation to calculate E(Re(1))=(1-cov(Lambda(1),Re(1))/E(lambda(1)),that comes from asset pricing in Lucas tree, I tried to find these data in workspaces of dynare like oo_.var or oo_.dr but I was not successful.
I would like to know how I can have access to data of this table?
and If I put Euler equations like:
log(Y)=.9*log(Y(-1))+epsilon; //[that epsilon is my shock]
dynare automatically will take it into account that E(Re(1))=(1-cov(Lambda(1),Re(1))/E(lambda(1)) and not Re(1)=R?
CORRELATION OF SIMULATED VARIABLES.txt (1.41 KB)