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Partial Information Simulations

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Partial Information Simulations

Postby dynaritaly » Tue Mar 17, 2015 5:29 pm

Hi all,

can someone explain what are the variables included in the oo_.dr.PI_ghx and oo_.dr.PI_ghu matrices that come with the partial_information option? I am trying to simulate a partial information model, feeding it with a simulated sequence for exogenous shocks, but I am not able to to identify the ordering of variables in the above mentioned matrices. More precisely, what I get is that the matrices contain more rows than the endogenous variables in the model.

thanks in advance
dynaritaly
 
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Re: Partial Information Simulations

Postby StephaneAdjemian » Wed Mar 18, 2015 9:02 pm

Hi,

Did you read this pdf Partial information implementation in Dynare?

Best,
Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
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Re: Partial Information Simulations

Postby dynaritaly » Thu Mar 19, 2015 11:39 am

I will. Thanks a lot!
dynaritaly
 
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