Monte Carlo Simulation after DSGE Estimation

[jpfeifer]

See

Stoch_simul after estimation

That depends on what you want to do. If you want to run stoch_simul in a different mod-file, then you are right. If you want to run it after estimation in the same file, then you can simply put the stoch_simul-command after estimation. As documented in the manual After running estimation, the parameters M_.params and the variance matrix M_.Sigma_e of the shocks are set to the mode for maximum likelihood estimation or posterior mode computation without Metropolis iterations. If you want the p…

You may want to use the simul_replic-option to obtain the datasets. See e.g. DSGE_mod/Hansen_1985/Hansen_1985.mod at master · JohannesPfeifer/DSGE_mod · GitHub