Dear all,
I have simulated a stochastic model using the second order approximation of the model and now want to see how the model reacts to a determinstic shock. I have used the forecast function for that following the manuals instructions. I receive the response below from Matlab (the steady state values are fine). I have attached the file in case you have the time to take a look. The derministic shock is introduced in line 3 (called tau) and the shocks are calibrated in line 91 to 97. Your help would be much appreciated!
Best,
Ansgar
>> dynare stoch1.mod
STEADY-STATE RESULTS:
F 0.214641
D 0.173379
R 0.0412614
pi 0
i 0.0201118
g 0.00991068
Q 1.04083
r 0.0521916
H 0.169218
n 0.96
c 0.736842
C 0
nn 0.96
nF 0.214641
nH 0.169218
gp 0
ndev 0
dH 0
df 0.980285
pia 0
u 0
??? Attempted to access x(2,3); index out of bounds because size(x)=[3,2].
Error in ==> stoch1_dynamic at 110
rhs =x(it_, 1)+x(it_, 3);
Error in ==> dr1 at 177
[junk,jacobia_] = feval([M_.fname '_dynamic'],z,tempex);
Error in ==> resol at 64
[dr,info] = dr1(dr,check_flag);
Error in ==> check at 23
[dr, info] = resol(oo_.steady_state,1);
Error in ==> stoch1 at 240
check;
Error in ==> dynare at 49
evalin('base',fname) ;