Hi to everybody.
I'm currently working with a DSGE model that incorporates natural resources exports. What I wanted to know was if there is a way in which I can forecast the values of the variables when specific shocks occur. For example, in the model I'm working with I would like to obtain a forecast for the GDP when only a natural resources price shock occurs.
Any kind of help will be highly appreciated.
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Forecast with specific shocks
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Forecast with specific shocks
by htoma » Tue Feb 11, 2014 5:56 am
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Re: Forecast with specific shocks
by jpfeifer » Tue Feb 11, 2014 9:30 am
You need to be more precise. It sounds as if you are talking about impulse response functions and not forecasts.
In any case, you can generate what you want using the simult_-command See e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3603
In any case, you can generate what you want using the simult_-command See e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3603
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