Corresponding to endogenous variable

Stochastic simulations
1

Hello everyone

I have a question as following

I have 4 endogenous variables, then I declare in Dynare as
var y c i g e;

after estimation, I would simulate model by using the command stoch_simul;
then I would like to see the policy and transition function approximated at first order Taylor series by using two following command
oo_.dir.ghx
oo_.dir.ghu
then Dynare just displays the matrix of parameter A and B without the corresponding endogenous variables
(note the first order approximation: y_t = y_s + A* [ y_t(-1) - y_s] +B*u_t
so how can I write the full policy and transmission function with corresponding endogenous variables (y, c, i,g,e)?

2

stoch_simul will generally display the decision rules in the command window. Is that not sufficient?

3

Yes, it is exactly true, but I mean when restricts as stoch_simul y c i;
then it just display these three endogenous variables (y,c,i) in the command window
Now I would display all my 5 endogenous variables (y,c,i,g,e) without reestimating and relauching the MH algorithm. That’s why I use
oo_.dir.ghx
oo_.dir.ghu
but then Dynare just displays the matrix of parameter A and B without the corresponding endogenous variables
so I don not know how can I write the full policy and transmission function with corresponding endogenous variables (y, c, i,g,e)?

4

Ah I got it by using oo_.dir.order_var

Thank you so much prof. @jpfeifer