simulate_2nd_order: Simulate Using Second-Order Approximation (Pruned)
In dsge: Dynamic Stochastic General Equilibrium Models
simulate_2nd_order R Documentation
Simulate Using Second-Order Approximation (Pruned)
Description
Simulates sample paths using the pruned second-order approximation
following Kim, Kim, Schaumburg, and Sims (2008).
Usage
simulate_2nd_order(sol, n = 200L, n_burn = 100L, seed = NULL)
Arguments
sol
A dsge_solution object with order = 2.
n
Integer. Number of periods to simulate.
n_burn
Integer. Burn-in periods to discard. Default 100.
seed
Random seed.
Value
A list with states, controls, state_levels,
control_levels matrices (n x n_vars).
dsge documentation built on Sept. 25, 2026, 5:08 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| simulate_2nd_order | R Documentation |
Simulate Using Second-Order Approximation (Pruned)
Description
Simulates sample paths using the pruned second-order approximation following Kim, Kim, Schaumburg, and Sims (2008).
Usage
simulate_2nd_order(sol, n = 200L, n_burn = 100L, seed = NULL)
Arguments
sol |
A |
n |
Integer. Number of periods to simulate. |
n_burn |
Integer. Burn-in periods to discard. Default 100. |
seed |
Random seed. |
Value
A list with states, controls, state_levels,
control_levels matrices (n x n_vars).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.