Deterministic simulation

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Deterministic simulation

Postby JuRa » Fri Apr 12, 2013 10:02 am

Hi,

I currently switched to 4.3.0 from some earlier version 4. At the same time I missed the possibility to make permanent deterministic shocks.

varexo_det
ASGDPV

[model]

initval;
ASGDPV = 1.1
end;
steady;

endval;
ASGDPV = 1.05;
end;
steady;

stoch_simul(irf=0, order=1, nograph, noprint);

forecast(periods=200);

oo_.forecast.Mean used to contain the transition bath form initial ss to new ss. With 4.3.0 there is only new ss figures.

What has changed and do I need to modify the model to be able to make persmament shocks.

Sincerely,

Jukka
JuRa
 
Posts: 6
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Re: Deterministic simulation

Postby SébastienVillemot » Wed Apr 17, 2013 3:02 pm

Can you please post the MOD file, in order to determine if this may a bug in Dynare?
Sébastien Villemot
Economist at OFCE – Sciences Po
SébastienVillemot
 
Posts: 706
Joined: Fri Dec 07, 2007 2:29 pm
Location: Paris, France

Re: Deterministic simulation

Postby JuRa » Fri Apr 19, 2013 12:14 pm

Here is the file I'm usinf for deterministic simulations. With version 4.2.0 i can simulate the transition path from one ss to an other, but with 4.3.0 not.

Jukka
Attachments
Aino_TAXK_clean.mod
(22.47 KiB) Downloaded 218 times
JuRa
 
Posts: 6
Joined: Tue May 06, 2008 7:43 am

Re: Deterministic simulation

Postby SébastienVillemot » Mon May 27, 2013 3:21 pm

With Dynare 4.3.3, I am able to run the MOD file without any error.
Sébastien Villemot
Economist at OFCE – Sciences Po
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Posts: 706
Joined: Fri Dec 07, 2007 2:29 pm
Location: Paris, France


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