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Stochastic (risky) steady state in Dynare?
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Stochastic (risky) steady state in Dynare?
by fpalomi2 » Wed Sep 19, 2012 6:04 pm
Some asset pricing models are very sensitive to the approximation point, and it is desirable to approximate the first-order conditions around the stochastic (risky) steady state. Is it possible to allow stoch_simul to solve the model around an arbitrary approximation point?
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Re: Stochastic (risky) steady state in Dynare?
by SébastienVillemot » Thu Oct 04, 2012 1:23 pm
Dynare does not currently do that.
Dynare++ however does. You may want to have a look at it.
Dynare++ however does. You may want to have a look at it.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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