Imperfect Info Software

[JoePearlman]

I am in the process of modifying the current software on Imperfect Information so as to allow models that include current expectations of current variables i.e. E(t)y(t).

Is there a simple way of modifying Dynare that allows for this?

[jpfeifer]

Hi Joe,
what exactly do you have in mind? You mean you need a syntax to be able to enter E_t(y_t)?

[JoePearlman]

Yes, that's right. some kind of syntax. In other words if information is imperfect then then the value of y(t) is not the same as E(t)y(t).

[jpfeifer]

That is currently not feasible. But you can open a new issue at https://github.com/DynareTeam/dynare/issues outlining the syntax you envision and the way to handle this internally, i.e. how to translate the syntax into the information you are going to need in your Matlab code.