matlab function to determine varexo_det values

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
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.

matlab function to determine varexo_det values

Postby Mykhaylo » Tue Jun 22, 2010 12:18 am

Hello. I am trying to simulate a simple deterministic model in Dynare, and I have a Matlab function that takes an integer for a current period and returns a value of an exogenous variable for this period. Is it possible for Dynare to call this function to determine the value of the exogenous variable in the model?
Thank you
Mykhaylo
 
Posts: 1
Joined: Tue Jun 22, 2010 12:07 am

Re: matlab function to determine varexo_det values

Postby SébastienVillemot » Tue Jun 22, 2010 10:46 am

First, note that exogenous variables in deterministic models should be declared with “varexo”, not “varexo_det” (which is only used for stochastic models).

It is possible to do what you want by filling the “oo_.exo_simul” vector with the values of the exogenous at every period. This structure has as many colums as there are exogenous, and max_lag+T+max_lead rows corresponding to periods (where T is the number of simulation periods, and the extra rows are for initial and terminal conditions).
Sébastien Villemot
Economist at OFCE – Sciences Po
SébastienVillemot
 
Posts: 706
Joined: Fri Dec 07, 2007 2:29 pm
Location: Paris, France


Return to Dynare help

Who is online

Users browsing this forum: No registered users and 9 guests