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Random walk process

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Random walk process

Postby luckygift2002 » Sun Mar 15, 2009 10:51 pm

Hi there,

Can Dynare deal with a random walk process?

Many thanks.

Jing
luckygift2002
 
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Joined: Mon Dec 15, 2008 5:11 pm
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Re: Random walk process

Postby StephaneAdjemian » Mon Mar 16, 2009 8:38 pm

Hi Jing, you will find a detailed example in the Dynare user guide (chapter six).

Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
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