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