custom simulation for dynare

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custom simulation for dynare

Postby hewei2004 » Mon Nov 03, 2014 2:26 am

Is there a command similar to the dynare++ command of dynare_simul for dynare?
So one can specify the shocks and run custom simulations and see how variables evolve over time.
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Re: custom simulation for dynare

Postby jpfeifer » Mon Nov 03, 2014 6:00 am

You could use the "periods"-option of stoch_simul. If you want to provide your own random numbers, you must use the simult_.m-function directly. An example is at https://sites.google.com/site/pfeiferecon/RBC_news_shock_model.mod?attredirects=0
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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