Simulating with real data / bootstrap

Hi all

Is it possible to simulate models in Dynare using actual data? I’ve seen that you can use real data to estimate models, but I don’t know if it can be used when simulating. The reason I need to use actual data is that I want to bootstrap the model, so I need to get the expected variables so I can calculate the residuals.


It isn’t very clear how you want to use observed data to simulate the model.

If you want to given values for the structural shocks instead of drawing them randomly, you should look at rewriting of simult.m suggested by Iacoviel under topic