OccBin toolkit simulated time series and moments


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.

Thank you for your time and your work.


We do not yet support OccBin here. It should be possible to obtain the moments as the Guerrieri/Iacoviello paper in Table 2 presents moments. Maybe you have to ask them how they obtained the moments.