Hello

How does dynare compute the moments of the simulated variables ?

For your info: I’m running “stoch_simul(periods = 1000,IRF = 200,nograph)” on a fully calibrated model, no estimation or other commands whatsoever.

if I store the IRF values of variable “Consumption” in matrix “C” and I give in the matlab command “std©” I get a value that is a lot smaller than the value displayed in the dynare output under “MOMENTS OF SIMULATED VARIABLES ST. DEV”

What is the difference in computation ?

I have got a gut feeling that maybe some observations might be dropped once a certain treshold of proximity towards steady state is breached, that would explain the smaller values of my own calculations. I could be completely wrong though.

Any insights are sincerely appreciated.

Kind regards