Dear all,
I’m getting an odd result when looping over parameters in Dynare. My variances (oo_.var) are different if I use the very inefficient loop over “dynare Model.mod” as opposed to running dynare once and then looping over “stoch_simul(var_list_)” or “resol, simult and disp_moments”.
The latter two give the same results, which give a non-monotonic relationship over parameters, whilst looping over the “dynare” command itself gives a nice smooth relationship between parameters and model variances.
Any idea why this might be? The model files are quite involved but happy to post them if needs be.
Thanks in advance and all the best
Tim