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simulate the persisten deterministic shock
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simulate the persisten deterministic shock
by xdzhangtao » Sun Apr 07, 2013 2:25 am
For deterministic model, how to simulate the external persistent Deterministic impact,Such as the Exogenous variables from 1-- 100 periods, The initial value is 1，the growth rate is 0.001,or the exogenous variables is Autoregressive process ，Simulation the variation of the endogenous variable 。
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Re: simulate the persisten deterministic shock
by SébastienVillemot » Wed Apr 17, 2013 2:54 pm
Please improve the wording of your question. I don't understand what you are asking.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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