Page 1 of 1

The same shock for two different models

PostPosted: Mon Feb 28, 2011 12:23 pm
by rumecos
Can I use the same shock for two different stochastic models in dynare?
I was trying to find a way to save shocks in one model and then load it to the second one but could not figure it out.

Thanks in advance.

Re: The same shock for two different models

PostPosted: Wed Mar 02, 2011 8:10 am
by StephaneAdjemian
Hi,

If you do not change the ordering of the shock declarations across models, Dynare version 4.2.0 will consider the same sequence of structural innovations. Starting with version 4.2.0, Dynare sets a default seed to the random number generators. If you want to change the default seed or the default random number generator, you can use the matlab function set_dynare_seed.m in your mod file.

Best,
Stéphane.

Re: The same shock for two different models

PostPosted: Wed Mar 02, 2011 3:57 pm
by rumecos
Thank you Stéphane!