Multiple stoch_simul after estimation


I want to have both the standard and the HP-filtered moments. My IRFS and variance decomposition should not be on HP-filtered data. I write the the following in my .mod file:

 stoch_simul(order=1,conditional_variance_decomposition=[8 24 48],irf=100,nograph);
 baseline = oo_;

 baselinehp = oo_;

It seems that the variance decomposition and IRF option is carried over to the second stock_simul as well. Any way to avoid this? My model is rather big so the HP-filtering takes too long.

(If I do it the other way arround the HP-filtering is carried over…)

/ Jeppe

Try putting

between the two stoch_simul-statements. Alternatively: