Simulation/DSGE

Discussion of State Space and Dynamic Stochastic General Equilibrium Models
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ecrgap
Posts: 36
Joined: Mon May 25, 2009 10:24 am

Simulation/DSGE

Unread post by ecrgap »

Hi Tom

I have a similar model as that of Erceg, Henderson and Levin: 'Optimal Monetary policy with staggered wage and price contracts'. I want to simulate the model to generate moments in order to compare how well it captures the real data. For example I want to simulate the model say 5000 times and drop the first 100 artificial observations. Could you please help me on that?

Thank you very much.
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