# Croce (2014) Table 3

**URL:** <https://forum.dynare.org/t/croce-2014-table-3/19895>\
**Category:** Replication Attempts\
**Created:** [1 March 2022 20:10 UTC](https://forum.dynare.org/t/croce-2014-table-3/19895 "2022-03-01T20:10:24Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![mgomezr](https://forum.dynare.org/letter_avatar_proxy/v4/letter/m/c4cdca/32.png) [@mgomezr](https://forum.dynare.org/u/mgomezr)\
**Post date:** [1 March 2022 20:10 UTC](https://forum.dynare.org/t/croce-2014-table-3/19895/1 "2022-03-01T20:10:24Z")

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Hi,

I’m trying to replicate Table 3 of Croce (2014) “Long-run productivity risk: A new hope for production-based asset pricing?”

In the footnote of the Table the author says _The entries for the models are based on 100 simulations each with 840 monthly observations that are  
time-aggregated._ For this purpose I use dynare\_simul() and then try to replicate the moments with simple or compound rates but nothing seems to work. Do anyone knows how exactly he aggregates the series?

If anyone acomplished to replicate the table, can please share the code?

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [2 March 2022 08:19 UTC](https://forum.dynare.org/t/croce-2014-table-3/19895/2 "2022-03-02T08:19:46Z")

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Usually, time aggregation is conducted along the lines of e.g. [DSGE\_mod/get\_quarterly\_moments.m at master · JohannesPfeifer/DSGE\_mod · GitHub](https://github.com/JohannesPfeifer/DSGE_mod/blob/master/Born_Pfeifer_2014/get_quarterly_moments.m)
