simul

simul — simulates a deterministic model

Synopsis

simul [(OPTION [, OPTION...])] ;

Description

Triggers the computation of a deterministic simulation of the model for the number of periods set in the option periods. simul uses a

Options

periods = INTEGER

Number of periods of the simulation

stack_solve_algo = INTEGER

Algorithm used for computing the solution. Possible values are:

  • 0: Newton method to solve simultaneously all the equations for every period, see Juillard (1996). (Default)

  • 1: use a Newton algorithm with a sparse LU solver at each iteration.

  • 2: use a Newton algorithm with a Generalized Minimal Residual (GMRES) solver at each iteration. This option is not available under Octave.

  • 3: use a Newton algorithm with a Stabilized Bi-Conjugate Gradient (BICGSTAB) solver at each iteration.

  • 4: use a Newton algorithm with a optimal path length at each iteration.

  • 5: use a Newton algorithm with a sparse Gaussian elimination (SPE) solver at each iteration.

markowitz = DOUBLE

Value of the Markowitz criterion, used to select the pivot. Only used when stack_solve_algo = 5. Default: 0.5

minimal_solving_periods = INTEGER

Specify the minimal number of periods where the model has to be solved, before using a constant set of operations for the remaining periods. Only used when stack_solve_algo = 5. Default: 1

datafile = FILENAME

If the variables of the model are not constant over time, their initial values, stored in a text file, could be loaded, using that option, as initial values before a deteministic simulation.

Output variables

The simulated endogenous variables are available in global matrix oo_.endo_simul. The variables are arranged row by row, in order of declaration (as in M_.endo_names). Note that this variable also contains initial and terminal conditions, so it has more columns than the value of periods option.