Partial Information Simulations
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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
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