Dear all,
can anyone tell me what
is going in simult.m when replic>0?
The different
replications are written into a file
fname = [M_.fname,'_simul'];
but this file has no
valid file ending and is – as far as I can tell - never
called or used later on.
Moreover, I cannot
identify how the moments are computed across replications.
After the last run
for i=1:replic
if ~isempty(M_.Sigma_e)
oo_.exo_simul(:,i_exo_var) =
randn(options_.periods,nxs)*chol_S;
end
y_ =
simult_(y0,dr,oo_.exo_simul,order);
% elimninating
initial value
y_ = y_(:,2:end);
if replic > 1
fwrite(fh,y_,'float64');
end
end
the last simulation result y_ is saved into
oo_.endo_simul which is then used by disp_moments.m to
display the simulated moments. Hence, it looks to me as if
only the last replication is used. What am I missing?
Best,
Johannes