How to draw samples from posterior predictive distribution

[jpfeifer]

Have a look at

Posterior predictive checks

That quote indicates that you have to simulate the model for a given posterior draw and then compute the unconditional second moments. The easiest way to do this is most probably to use the posterior_function command and within the posterior function call stoch_simul with the respective options for simulation. An example can be found at tests/prior_posterior_function · master · Dynare / dynare · GitLab