Hello everyone,
I am a bit puzzled by the function set_dynare_seed. In particular, it seems that if I have a model with more than one shock (say 2 shocks), the simulated shocks (in this case say with std=1) from dynare with set_dynare_seed('default') are different from the shocks generated by the lines:
rng('default')
randn(SimLength,M_.exo_nbr)
where the simulation lenght is the same.
When I have only one shock in the model, I don't find this difference.
Attached the sample code I'm using. Thanks a lot in advance for any comment
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
set_dynare_seed
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
set_dynare_seed
by frolik » Tue Apr 11, 2017 5:03 pm
- Attachments
-
RBC_steadystate.m- (1.83 KiB) Downloaded 46 times
-
- RBC.mod
- (1.77 KiB) Downloaded 58 times
-
- Main.m
- (448 Bytes) Downloaded 46 times
- frolik
- Posts: 1
- Joined: Tue Apr 11, 2017 2:40 pm
Re: set_dynare_seed
by jpfeifer » Tue Apr 11, 2017 5:41 pm
That has most probably to do with Dynare using
If you just have a vector, column and row order for filling the random number matrix are the same. With a matrix, it matters whether you fill it along rows or columns.
- Code: Select all
randn(nxs,DynareOptions.periods)'
If you just have a vector, column and row order for filling the random number matrix are the same. With a matrix, it matters whether you fill it along rows or columns.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 6 guests