Hello Everyone,

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:

Lambda(1)R=1;

Lambda(1)Re(1)=1;

Re(1)=(Y(1)+Q(1))/Q;

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?

Sincerely,

CORRELATION OF SIMULATED VARIABLES.txt (1.41 KB)