Repeat simulations

Dynare help (legacy posts)
1

Hi everybody,
I would like to get good estimates of moments of the data generated by my model. For this, I generate a time serie (generating To+T data and dropping the To first data) and I would like to repeat this operation a large numbers of times. I use stoch_simul with periods=… and drop=… to create a time serie of good length, but I do not know if there is a command to repeat this simulation a large number of times.
Could somebody help me?
Thanks!

Annaïg

2

Hi,

Use the macro-language for doing such loops (see dynare.org/DynareWiki/MacroLanguage).

You can find examples on the forum, for example in this post where the user changes a parameter at every iteration:
[Loop and dynasave)

Best,

3

Thanks for your help!
Annaïg