I use a loop to explore how some macro variable volatility change over financial development in my IRBC model. Before introducing the loop, I detected some non-linear patterns (hump shape) in the standard deviations displayed in dynare output when I simulated the model for different values of the parameter measuring this financial development, one-by-one.
Whithin the loop, however, I collect variances from oo_.var(x,x). The results are strange to me. No pattern is found in the behaviour of the variances.
Why are the results different? How could I correctly collect what I want? Was I wrong when I interpreted the changes of the standard deviations appeared in the command window in every run?