HOW DO I RETRIEVE THE COEFFICIENTS OF THE POLICY FUNCTIONS INSIDE MY MOD FILE FOR LATER USE?
THANKS
HOW DO I RETRIEVE THE COEFFICIENTS OF THE POLICY FUNCTIONS INSIDE MY MOD FILE FOR LATER USE?
THANKS
The coefficients of the policy and transition functions are stored in:
oo_.dr.ghx
oo_.dr.ghu
[quote=“nsouzas”]HOW DO I RETRIEVE THE COEFFICIENTS OF THE POLICY FUNCTIONS INSIDE MY MOD FILE FOR LATER USE?
THANKS[/quote]
In case anyone stumbles across this as I did (googling for a way to find the policy and transition matrix) the method listed above no longer works.
dr and dh are not stored in oo_, they are their own matrices now.
So dr_.ghx gives you the transition matrix coefficients on the varibales.
dr_.ghu gives you the coefficients on the shocks.
Cheers,
AS
No.
With dynare version 4 policy rules are stored in oo_.dr.ghx and oo_.dr.ghu, but with dynare version 3 policy rules are stored in dr_.ghx and dr.ghu.
Best,
Stéphane.
dr_.ghx gives the AR(1) coefficients of the policy rule. what if the model has AR(2) coefficients. where are they saved??
thanks,
abhishek