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Partial Information Simulations

PostPosted: Tue Mar 17, 2015 5:29 pm
by dynaritaly
Hi all,

can someone explain what are the variables included in the oo_.dr.PI_ghx and oo_.dr.PI_ghu matrices that come with the partial_information option? I am trying to simulate a partial information model, feeding it with a simulated sequence for exogenous shocks, but I am not able to to identify the ordering of variables in the above mentioned matrices. More precisely, what I get is that the matrices contain more rows than the endogenous variables in the model.

thanks in advance

Re: Partial Information Simulations

PostPosted: Wed Mar 18, 2015 9:02 pm
by StephaneAdjemian
Hi,

Did you read this pdf Partial information implementation in Dynare?

Best,
Stéphane.

Re: Partial Information Simulations

PostPosted: Thu Mar 19, 2015 11:39 am
by dynaritaly
I will. Thanks a lot!