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How to use mixture normal for shocks in Dynare

PostPosted: Thu Oct 27, 2016 9:10 am
by Jesse
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

Re: How to use mixture normal for shocks in Dynare

PostPosted: Thu Oct 27, 2016 9:16 am
by jpfeifer
Please read http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4788 and the link therein. Maybe that answers your question.

Re: How to use mixture normal for shocks in Dynare

PostPosted: Thu Oct 27, 2016 9:18 am
by Jesse
Thank you!