Dynare computes the excess kurtosis.

See https://forum.dynare.org/t/simulated-kurtosis-reported-incorrectly/12534

Dynare computes the excess kurtosis.
See https://forum.dynare.org/t/simulated-kurtosis-reported-incorrectly/12534
6a847931 · Stéphane Adjemian (Charybdis) · 03bd2b73 · 6a847931
Verified Commit 6a847931 authored Oct 03, 2018 by Stéphane Adjemian (Charybdis)
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -4585,7 +4585,7 @@ The variables are arranged in declaration order.
 @end defvr
  
 @defvr {MATLAB/Octave variable} oo_.kurtosis
-After a run of @code{stoch_simul} contains the kurtosis (standardized fourth moment)
+After a run of @code{stoch_simul} contains the excess kurtosis (standardized fourth moment)
 of the simulated variables if the @code{periods} option is present. 
 The variables are arranged in declaration order.
 @end defvr