# Stoch\_simul after estimation with MH algorithm uses mode

**URL:** <https://forum.dynare.org/t/stoch-simul-after-estimation-with-mh-algorithm-uses-mode/5814>\
**Category:** Dynare help (legacy posts)\
**Created:** [13 October 2016 19:59 UTC](https://forum.dynare.org/t/stoch-simul-after-estimation-with-mh-algorithm-uses-mode/5814 "2016-10-13T19:59:32Z")\
**Posts on this page:** 1\
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**Author:** ![schoderch](https://forum.dynare.org/letter_avatar_proxy/v4/letter/s/43a26b/32.png) [@schoderch](https://forum.dynare.org/u/schoderch)\
**Post date:** [13 October 2016 19:59 UTC](https://forum.dynare.org/t/stoch-simul-after-estimation-with-mh-algorithm-uses-mode/5814/1 "2016-10-13T19:59:32Z")

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Hello,

I execute estimation and simulation of my model by

```auto
estimation(datafile=usmodel_data,mode_compute=6,first_obs=68,nobs=176,presample=4,lik_init=2,prefilter=0,mh_replic=100000,mh_nblocks=2,mh_jscale=0.20,mh_drop=0.2,nodisplay,mode_check,bayesian_irf) y labobs pinfobs c robs rk kp k pk inve w mc gamma;

stoch_simul(conditional_variance_decomposition=[1 4 8],nodisplay) y labobs pinfobs c robs rk kp k pk inve w mc gamma dy dc dinve;
```

I gather from the manual and forum discussions that stoch\_simul uses the posterior mean if executed after estimation that involves the Metropolis-Hastings algorithm. However, the policy and transition functions, the IRFs stored in oo\_.irfs, the theoretical moments, the variance decompositions, etc. are all based on the mode.

Do I miss something obvious? If not, I’m happy to provide more details including the mod-file.

Thank you very much for your time!

Best, Christian

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