Where does dynare store simulated series?

Dynare help (legacy posts)
1

I am using Dynare to get second order solution. And I’m asking Dynare to simulate the model 100 times by specifying

stoch_simul(order=2, irf=60, nograph, replic = 100);

I would like to reach the simulated series, which I think are supposed to be stored in “oo_.endo_simul”. However, after running Dynare, the matrix “oo_.endo_simul” is empty. Could someone tell me why this is the case?

Thank you very much!!

2

You are missing the periods-option that tells Dynare to do simulations in the first place. Moreover, you might need to specify the pruning option to prevent explosive simulations.

3

Hi Jpfeifer,

Thank you very much for your quick response! I realized that I did not phrase my question very well the first time. The “simulation” I wanted was not the stochastic simulation, but the time paths to calculate IRFs. Since in higher order approximation, current state and future shocks matter the IRFs, I’d like to obtain the time paths to create a band of IRFs.

Could you let me know where these series are stored?

4

They are not stored. A dirty hack can be found at [Gathering multiple IRFs)

5

Thank you!