Retrieve data from the DSGE execution

Hello all,

For my later estimation, I am trying to retrieve and store some data series (e.g. output, wage) generated by the DSGE execution using DYNARE.

I remember that some people say that it is possible to do so, but I am having hard time to figure it out at the moment.

Many thanks in advance. As I always believe, this site is a great fortune to all the scholars.

Jeongseok from Korea

What exactly are you trying to extract?

For example, I consider the NK DSGE model in chapter 3, Gali’s Book ( Monetary Policy, Inflation, and the Business Cycle) and hope to extract a series of " wage " , w_t, in order to fit some time series model to the wage data. Thanks.


That is still not clear enough. You want to simulate artificial data from the theoretical model? If yes, use the

option of stoch_simul

Dear Prof. Pfeifer,

Yes. That is exactly what I would like to do.
I could successfully generate the artificial data due to your tip. Thanks a lot.