Dynare OBC variances

Dynare contributions and examples
1

Hello everyone,

I’m using DynareOBC to simulate a simple model with ZLB.
For further calculations I need the variances of the endogenous variables. Unfortunalety I can’t find them. They are not stored in oo_.var like in Dynare.

Does anyone have a idea where to find the variances or how to get the variances?

2

@cfp is the one to ask.

3

The simulation paths are stored. Just calculate empirical variances from that.

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