simulate the persisten deterministic shock
Posted: Sun Apr 07, 2013 2:25 am
For deterministic model, how to simulate the external persistent Deterministic impact,Such as the Exogenous variables from 1-- 100 periods, The initial value is 1,the growth rate is 0.001,or the exogenous variables is Autoregressive process ,Simulation the variation of the endogenous variable 。