Search found 7 matches
- 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...
- 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...
- 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
- 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
- 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.
- 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...
- 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...