Dynare forums

Forums for asking questions, posting comments and uploading examples related to Dynare

Skip to content

Markov shocks

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.
Topic locked

Markov shocks

Postby YHS » Wed Jun 20, 2012 2:42 am

Hi,

I'm just wondering, whether the new version of Dynare 4.3.0 can simulate a model with Markov shocks?

Many thanks!
YHS
 
Posts: 8
Joined: Fri May 11, 2012 11:41 pm
Top

Re: Markov shocks

Postby jpfeifer » Thu Jun 21, 2012 7:11 am

Could you elaborate what you mean?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany
Top

Re: Markov shocks

Postby YHS » Tue Jul 03, 2012 4:17 pm

I'm trying to simulate a New Keynesian model (log-linearized) with one of the parameters, alpha, following a two-state Markov progress. In each period, alpha has a constant probability x taking the value of 1, and the complementary probablility (1-x) taking the value of 0.8. Can I model this with Dynare? Do I need to write an external file in Matlab to do this?

Thanks again!
YHS
 
Posts: 8
Joined: Fri May 11, 2012 11:41 pm
Top
Topic locked

Return to Dynare help

Who is online

Users browsing this forum: No registered users and 5 guests

Powered by phpBB® Forum Software © phpBB Group
cron