Re: [DynareDev] Help needed

Sorry, my mistake. I somehow missed that part in the manual.

Do I understand it correctly that this was not a purposeful design choice, but rather something that could not be implemented for Dynare 4.3.0? Because I have now programmed code that averages the moments over replications and allows to read in the binary file. We could add that to Dynare to give the user control over the simulation replications. Currently the option is without value as i) the replications are not used in any computation and ii) the way to read in the binary file is not documented so the users cannot access replications to do their own computations.

Best,

Johannes

-----Ursprüngliche Nachricht----- Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Stéphane Adjemian Gesendet: Sonntag, 24. Juni 2012 22:43 An: List for Dynare developers Betreff: Re: [DynareDev] Help needed

Yes Johannes,you are right: we do not compute moments across different samples. I think we should if simul_replic>1. With Sebastien we decided not to do this just before the release of 4.3.0.

Best, Stéphane.

On 24/06/2012 22:40, Johannes Pfeifer wrote:

Dear Michel,

thanks for the answer. I am not really worrying about the binary-file. I rather have the impression, the replic option does not do what it is supposed to do. Am I right that regardless of simul_replic (or replic before 4.3) the simulated moments displayed by Dynare are actually always based on only one sample?

Best,

Johannes

--

Johannes Pfeifer

Haußerstr. 29

72076 Tübingen

Tel.: +49-(0)7071-6396184

Mobil.: +49-(0)170-6936820

Germany

Von: dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] Im Auftrag von Michel Juillard Gesendet: Sonntag, 24. Juni 2012 21:53 An: List for Dynare developers Betreff: Re: [DynareDev] Help needed

Dear Johannes,

you are right. This code doesn't make much sense. It only creates several (replic) simulation samples in a binary file, but doesn't do anything with it. I had forgotten about the binary file. I doubt anybody ever used

it.

Best

Michel

On 06/24/2012 07:08 PM, Johannes Pfeifer wrote:

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

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