Generating multiple time series of fixed length

Hi all,

I was wondering if there was a way of easily generating multiple simulated time series of fixed length in Dynare? Specifically, I am working with an asset pricing model and I would like to use Dynare to generate 10,000 different simulated times series for the price-dividend ratio each of length 100.

Apologies if this has already been asked on the forum, but if so I could not find it.

Many thanks in advance for any help,


Have a look at the use of simul_replic in DSGE_mod/Hansen_1985 at master · JohannesPfeifer/DSGE_mod · GitHub

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