Hi, I know that this problem was broached on this forum many times since I found some topics connected with it but I didn’t find any solution for my problem. I want to look at some statistics of variables in the model when some parameters change. The steady state is calculated by hand and included…

Hi asha1, You could try % Declare model name. model_name='yourmodel'; % Call model. eval(['dynare ',model_name]) % Shock of interest (make shock name as character type) shock={'eps_credit'}; exo_name=char(shock); % Find position in declaration of exogenous variables. eps_pos=strmatch(exo_name,M_.…

Exactly. The same set of shocks has to be used in the SMM or indirect inference. One can easily code this using Dynare with second or third order linearization. Better way is of course to solve the nonlinear eq’m conditions using residual based methods, e.g. collocation, and then to embed it into t…

If you did not specify variables for var_list_, you can just use var_list_=[]; info = stoch_simul(var_list_); If you did, you can either make var_list_ global or use something along the lines of var_list_ = 'yobs '; var_list_ = char(var_list_, 'cobs'); var_list_ = char(var_list_, 'kobs'); var_li…

Hi everyone If I may follow up from this post, I am actually doing the same as kipfilet. But I gotta get the impulse response functions from the newly resolved steady state. Previously, when I executed the “dynare” command, I simply could use oo_.irfs in my m file. But now, I don’t know where the …

in that case you actually need to loop over info = stoch_simul(var_list_); instead of resol. The irfs will then be stored in their usual place.

Hi there, The parameters I want to loop over will change the steady state. Is there an efficient way to do this? Essentially I need to find a solution to the steady state each time I loop over the values of one parameter? Best, Federico

stoch_simul (and resol) will compute the steady state before computing the decision rules at this point, so you do not need to worry about this.

Hi jpfeifer, I am trying to loop over 3 parameters. Say, I want to get the simulated variance of output under different combinations of parameters. Just to illustrate, I used the NK_baseline.mod you wrote. In my code (dynare_loop.m), I looped over the Taylor rule parameters (gammmaR, gammmay, and g…

What you do should work, but is extremely inefficient. You should never loop over Dynare, but over the command you need, i.e. stoch_simul in your case.

HI, everyone, I wonder if there is now a more convenient way to loop over parameters using dynare 4.5(unstable). If there is , I am so honored if you let me know. and I am learning about the code above, and have some questions? first_time = 1; for i=1:length(rhos) if first_time set_param_value…

Another question is, how could I save results of every loop, using the above code? Thanks a lot!

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