dynare_simul_() problem with initial vector
Posted: Fri Dec 09, 2016 8:53 pm
Hi
I am using simult_() function which uses dynare_simul_ routine from mex file.
I noticed that the initial vector I provide is not the same as the initial vector that dynare_simul_ (mex routine) returns.
As far as I understand, if maximum number of lagged variables in the system is 1, we will have simulated results with 1st observation being initial vector, and second with the shock.
Is there any way to somehow change it in the dynare_simul_.mex routine?
I am using dynare 4.4.3
I am using simult_() function which uses dynare_simul_ routine from mex file.
I noticed that the initial vector I provide is not the same as the initial vector that dynare_simul_ (mex routine) returns.
As far as I understand, if maximum number of lagged variables in the system is 1, we will have simulated results with 1st observation being initial vector, and second with the shock.
Is there any way to somehow change it in the dynare_simul_.mex routine?
I am using dynare 4.4.3