[stoch_simul] Repetitive Simulation Question

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[stoch_simul] Repetitive Simulation Question

Postby regulairty » Sat Nov 23, 2013 11:31 pm

Hi there,

I would like to simulate multiple times of different series for different draws of idiosyncratic shocks each time to approximate a cross-sectional evolution. However, I would also want to fix one single exogenous series (aggregate shock). I thought the set_seed syntax might help but is it possible to fix seed for a particular series innovation draws while looping over seeds for different draws of other series? Please advise. Thank you very much!

Best
regulairty
 
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Re: [stoch_simul] Repetitive Simulation Question

Postby jpfeifer » Thu Nov 28, 2013 10:33 am

The easiest way is to directly simulate using the simult_ command. There, you can provide the shock series yourself and make sure that some shocks are the same. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4471
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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