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Non-normal Shocks
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Non-normal Shocks
by JerseyBoy1989 » Thu Apr 02, 2015 2:45 pm
Hello All, I am trying to implement non-normal shocks for a model, where I have the closed form expression for the PDF / CDF over a limited, compact support (say from [-c, c] ). Any suggestions on how to do this in Dynare. Thanks!
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Re: Non-normal Shocks
by jpfeifer » Thu Apr 02, 2015 6:00 pm
If you want to draw exogenous shocks from a non-normal distribution, see here: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2356
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