Where does Dynare store impulse response after looping over certain parameter

Stochastic simulations
1

Hi all,

It’s my first time in this forum :slight_smile: .I am currently running the CMR model - and I wish to loop over a parameter (shock size).

My loop:

e_zetaci = 1:1:3;
for i=1:length(e_zetaci)
** dynare cmr noclearall;**
end

and in the mod file for shocks, I wrote:
set_param_value(‘stdzetac_p’,e_zetaci(i));

However, I am not sure where does Dynare store IRFs from each iteration. Could anyone show me how to store/find the results?

Thank you!

2

Hi,

Dynare stores the IRFS in the variable oo_.irfs. However this variable will be overwritten each time you run Dynare, so at the end of your loop it will only contain the IRFs for e_zetaci=3.

You should save the contents of oo_.irfs after each Dynare run, and store it in some other variable. For example, something like irfs(i)=oo_.irfs;.

Best,

1 Like
3

The gateway post is Loop over parameters