Dynare forums

I have two types of shocks in my model: stochastic (AR(1) processes) and deterministic (an i.i.d. shock).

I was wondering whether there is a way to feed just the deterministic shock through a .mat file (shocks_file ??) *while* letting Dynare compute the stochastic shocks for me.

The reason why I don't want to feed all the shocks from an exogenous file is because I want to do stochastic simulations.

The deterministic shock (eN) is just an i.i.d. shock that is equal to 0.1086 in period 1 and zero from then onwards. I tried typing it in as:

Code: Select all

var // list of all the endogenous variables (irrelevant for my question)
varexo  eA eg ;
varexo_det eN;
parameters  ANOss gNOss ro_A ro_g sigma_A sigma_g //among others
. . .
model;
log(ANO) = (1-ro_A)*log(ANOss) + ro_A*log(ANO(-1)) + eA;
log(gNO) = (1-ro_g)*log(gNOss) + ro_g*log(gNO(-1)) + eg;
//among other equations
end;

. . .
shocks;
var eA = sigma_A^2;
var eg = sigma_g^2;
var eN;
periods 1;
values 0.1086;
end;

but I got the following error message:

??? Attempted to access k(0); index must be a positive integer or logical.

Any suggestions?

THANKS!

-AP

modify as follows:

periods 0:1;