[stoch_simul] Repetitive Simulation Question

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.

[stoch_simul] Repetitive Simulation Question

Postby regulairty » Sat Nov 23, 2013 11:31 pm

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
regulairty
 
Posts: 2
Joined: Mon Nov 18, 2013 10:37 pm

Re: [stoch_simul] Repetitive Simulation Question

Postby jpfeifer » Thu Nov 28, 2013 10:33 am

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
------------
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


Return to Dynare help

Who is online

Users browsing this forum: Google [Bot] and 5 guests