Search found 7 matches

by jocildo_47
Mon Jun 10, 2019 1:02 pm
Forum: State Space Models/DSGE
Topic: Monte Carlo code
Replies: 6
Views: 25954

Re: Monte Carlo code

Please, Someone could identify why the attempt to resolve the model bellow, with dsge, is returning the following message: ## FO17. Mismatch between unstable roots and expectational terms. dec series Y In C R K W L Z P dec real sigma phi alpha beta delta rho compute sigma = 2 compute phi = 1.5 compu...
by jocildo_47
Tue Jun 14, 2016 10:01 am
Forum: State Space Models/DSGE
Topic: Monte Carlo code
Replies: 6
Views: 25954

Re: Monte Carlo code

Dear Tom. Please, see, in the attached model, if there is any mistake in the form of imposing the restrictions on omegas, because, after the simulations, are resulting values that do not respect the restrictions when we use pmethod option, and zero variances of these parameters when we estimate with...
by jocildo_47
Sun May 29, 2016 10:37 am
Forum: State Space Models/DSGE
Topic: Monte Carlo code
Replies: 6
Views: 25954

Re: Monte Carlo code

Dear Tom, thank you for the code that you sent me. The model worked well, and helped me advance my research. I will return to you in due course with new doubts. My best regards. Jocildo
by jocildo_47
Mon May 16, 2016 8:53 am
Forum: State Space Models/DSGE
Topic: Monte Carlo code
Replies: 6
Views: 25954

Monte Carlo code

Please someone can give me one code to replicate the exercise Monte Carlo section 2.4 of Carvalho and Dam (2010) "Estimating the cross-sectional distribution of price stickiness from aggregate data, "National Bank of Denmark, WP 64
by jocildo_47
Wed Sep 16, 2015 2:22 pm
Forum: State Space Models/DSGE
Topic: dsge state espace
Replies: 4
Views: 8802

Re: dsge state espace

Dear Tom, many thanks for your help. Still working and, when necessary, returning with doubts. Best regards.
by jocildo_47
Sat Sep 12, 2015 11:17 am
Forum: State Space Models/DSGE
Topic: dsge state espace
Replies: 4
Views: 8802

dealing with sums in dsge

Okay, Tom, I appreciate the suggestion. I will buy, soon, the DSGE course. I want to be updated with RATS. Before that, however, could you provide or indicate examples of how to use the RATS code to address the issues that I presented to you in my previous message? Thanks a lot for your indispensabl...
by jocildo_47
Fri Sep 11, 2015 8:26 am
Forum: State Space Models/DSGE
Topic: dsge state espace
Replies: 4
Views: 8802

dsge state espace

Dear Tom. I am a beginner in DSGE. I would like to know how to treat sums when writing formulas to solve DSGE models. My concern at the moment is with the following equations: (i) 4 and 4b in Jadresic, E. (1999) "Sticky Prices: An Empirical assessment of Alternative models" and, (ii) equat...