Dynare forums

Hi there,

I would like to simulate multiple times of different series for different draws of idiosyncratic shocks each time to approximate a cross-sectional evolution. However, I would also want to fix one single exogenous series (aggregate shock). I thought the set_seed syntax might help but is it possible to fix seed for a particular series innovation draws while looping over seeds for different draws of other series? Please advise. Thank you very much!

Best

The easiest way is to directly simulate using the simult_ command. There, you can provide the shock series yourself and make sure that some shocks are the same. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4471