Simulations with results file from MATLAB instead of from Dynare

Stochastic simulations
1

Hi, all

I want to simulate the variables of my model’s results. But I would like to do it from MATLAB with simult_() rather than with stoch_simul() from Dynare. That is, I just want to run the model once and use the results file for other analyses from MATLAB.

How can I do the equivalent to this?: stoch_simul(periods=2000, drop=200);

with simult_()?

I am a bit puzzled about the drop option, should I implement it there (in my .m file) and how?

Maybe I can modify this manually in options_ (from MATLAB after the .mod file has been run)

Thanks,

Camilo

PS. in case it’s useful, this is how I am doing the simulation at the moment:
y_sim = simult_(M_,options_,initial_condition_states,oo_.dr,shock_matrix,options_.order);

2

The drop-part is only the burn-in for the moment computation. In any case, you could drop the periods manually from the output of simult_.

1 Like
3

Thanks Johannes, I figured as much. In the example above I can just plot the 201:1000 elements of the simulation output (and ignore the first part).

Thanks for confirming it and for your reply!

Camilo