OccBin toolkit simulated time series and moments (new)

Stochastic simulations
1

Hello

I found this question from November 2015:

“I would like to ask a question about the output obtained by using the Iacoviello-Guerrieri toolkit for occasionally binding constraint. Is there a way to recover the output that is normally produced by the stoch_simul command in _oo (theoretical moments, correlation matrix, simulated time series)? I’m not interested in the IRFs, which can be easily recovered instead.”

Does anyone know how this can be solved?

Thank you very much for your time

2

I haven’t worked with that toolkit. You may have to contact the authors.

3

I have a similar question. Maybe what you are looking for is “zdatapiecewise”, that is among the outputs of solve_one_constraint.