Page 1 of 1

Can dynare take Gamma shocks ?

PostPosted: Mon Sep 27, 2010 2:12 pm
by waterunc
Hi,

Does anybody know whether Dynare can take gamma shocks for the simulation?

If so, how to do it?

Many thanks!

Re: Can dynare take Gamma shocks ?

PostPosted: Mon Oct 11, 2010 9:43 am
by SébastienVillemot
This is not implemented by default.

However you can easily do it using the “simult_.m” function for the simulation, and drawing the gamma shocks yourself.