Fixing randon seed
- It is desirable that the default behavior of Dynare be fully deterministic: two runs of the same *.mod file on the same installation should provide the same results.
- The seed of both uniform and normal random generator is to be fixed in global_initialization.m
- Each Dynare command that uses a random generator must have an option letting the user use a different fixed seed or a variable seed based on time for example.
List of commands or functions that use a random generator
- stoch_simul (csolve simult_ + currently call to dynare_simul_ uses a fixed seed)
- mode optimization
- Metropolis iterations
- subsampling for posterior statistics
- osr optimization
- steady (csolve)
- ramsey_policy (csolve + simult_)
- Markov switching
- Global Sensitivity Analysis