Hi Prof., Sorry to disturb again.
I am now having some problems regarding simulation cross-sectional data. I notice you have some nice files for simulation, eg https://github.com/JohannesPfeifer/DSGE_mod/blob/master/Hansen_1985/Hansen_1985.mod
There you use simul_replic=100, to generate 100 simulations. However, I am having trouble doing the following: (the following is from some papers)
We simulate the model at the annual frequency. Each simulation has a length of 80 years. We drop the first 10 years of each simulation and repeat the process 100 times. At the cross-sectional level, each simulation
contains 5,000 firms.
So my understanding for this exercise is that, they do a total of 5000 firms * 70 years panel. Then they do this for 100 artificial such panels. and they calculate the cross-sample average of each sample moments.
The option in your sample code seems to do 100 artificial such panels. But not the 5000 firm thing. I wonder if you have any idea how I could do this in after dynare has solved the model and plotted the IRF? Any examples using dynare would be greatly appreciated.