Hi,
Does anybody know whether Dynare can take gamma shocks for the simulation?
If so, how to do it?
Many thanks!
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Can dynare take Gamma shocks ?
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Can dynare take Gamma shocks ?
by waterunc » Mon Sep 27, 2010 2:12 pm
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Re: Can dynare take Gamma shocks ?
by SébastienVillemot » Mon Oct 11, 2010 9:43 am
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.
However you can easily do it using the “simult_.m” function for the simulation, and drawing the gamma shocks yourself.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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