Hi! I am working on a Ramsey problem. I input the results of competitive equilibrium and set the Ramsey policy. I would like to see the value of largrange multiplier for different periods just like other endogenous variables but I can only find the steady state values in oo. Is there anybody who can tell me how to check these values? Thank you very much.
oo_.endo_simul should store all simulated variables, including the Lagrange multipliers.
Thank you for your help but I am solving a stochastic problem so the oo_.endo_simul is vacant. I check the oo_.irfs and find that it save all the other endogenous variables except lagrange multipliers established by ramsey_policy. But I can still see lagrange multipliers such as MULT_1’s value in oo_.steady_state. Is this value dropped by the program? Thank you.
oo_.endo_names will not be vacant in stochastic simulations if you specify the periods-option. But you seem to be interested in IRFs, not simulations. This is more tricky and we are working on it: github.com/DynareTeam/dynare/issues/1355
What you can do for now is define your own var_list_ and then call ramsey_policy yourself. To do this, run the regular mod-file including the standard Ramsey command. This will set up everything. Then use
verbatim;
var_list_=char('MULT_1');
ramsey_policy(var_list_);
end;
where var_list_ is a character array specifying the variables of M_.endo_names you want to display (here: the first multiplier).
[quote=“jpfeifer”]oo_.endo_names will not be vacant in stochastic simulations if you specify the periods-option. But you seem to be interested in IRFs, not simulations. This is more tricky and we are working on it: github.com/DynareTeam/dynare/issues/1355
What you can do for now is define your own var_list_ and then call ramsey_policy yourself. To do this, run the regular mod-file including the standard Ramsey command. This will set up everything. Then use
verbatim;
var_list_=char('MULT_1');
ramsey_policy(var_list_);
end;
where var_list_ is a character array specifying the variables of M_.endo_names you want to display (here: the first multiplier).[/quote]
Thank you very much. It helps me a lot.
Starting with tomorrow, the preprocessor will also accept auxiliary variables in the variable list of the Ramsey command, see github.com/DynareTeam/dynare/issues/1355