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Hi,

I am trying to simulate data from a DSGE model, which is instantenousely hitted by several shocks. Indeed, shocks arrive form period 1 to n. When giving an integer number to n (n=500), my program runs well. However, the program shows error when n is an expression:


periods 1:expression ;

instead of

periods 1:n ;

My question: Is there a way to introduce expression into n instead of an integer number?

To see more my problem, you find attached my codes.

Use the macro-processor:

Code: Select all

@#define n=500
test1=normrnd(0,0.0001,@{n},1);
test2=normrnd(0,0.0001,@{n},1);
test3=normrnd(0,0.0001,@{n},1);
test4=normrnd(0,0.0001,@{n},1);
test5=normrnd(0,0.0001,@{n},1);
test6=normrnd(0,0.0001,@{n},1);


shocks;
var a_shk ;
periods 1:@{n};
values (test1);

var x_shk ;
periods 1:@{n};
values (test2);

var up_shk ;
periods 1:@{n};
values (test3);

var uw_shk ;
periods 1:@{n};
values (test4);

var r_shk ;
periods 1:@{n};
values (test5);

var g_shk ;
periods 1:@{n};
values (test6);

end;


Thanks a lot for your help.

A second question:

Can we use usual functions like sqrt or floor within macro-expression?

For example:

@# define k=1/2
@# define m=39
@# define n=floor(k*m)

To see my exact problem, you find attached the following files: Go to line 388 in model file.

Thanks a lot.