How to use mixture normal for shocks in Dynare

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How to use mixture normal for shocks in Dynare

Postby Jesse » Thu Oct 27, 2016 9:10 am

Hi All,
I am wondering that if i want one of my shock to follow a mixture normal distribution, how to do this in Dynare? or I need to write separate m file to allow for mixture normal distribution for shocks?
Thank you.
Jesse
Jesse
 
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Re: How to use mixture normal for shocks in Dynare

Postby jpfeifer » Thu Oct 27, 2016 9:16 am

Please read http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4788 and the link therein. Maybe that answers your question.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: How to use mixture normal for shocks in Dynare

Postby Jesse » Thu Oct 27, 2016 9:18 am

Thank you!
Jesse
 
Posts: 44
Joined: Sat Feb 13, 2016 3:34 pm
Location: Sydney, Australia


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