Page 1 of 1

Random walk process

PostPosted: Sun Mar 15, 2009 10:51 pm
by luckygift2002
Hi there,

Can Dynare deal with a random walk process?

Many thanks.

Jing

Re: Random walk process

PostPosted: Mon Mar 16, 2009 8:38 pm
by StephaneAdjemian
Hi Jing, you will find a detailed example in the Dynare user guide (chapter six).

Best, Stéphane.