Looping over exogenous variables instead of over parameters

[Hugo]

Dear moderators,

I find several topics on the forum where looping over parameters is discussed, using the set_param_value command in a Matlab file.

However, I see no topic where looping over the value of EXOGENOUS VARIABLES is discussed.

Any idea on how that can be done with Dynare?

Let us assume a very simple Dynare code with the following structure (only one exogenous variable called exo_var over which we want to loop):

var x y
varexo exo_var
parameters a b

model;
equations...
end;

initval;
a = ...
b = ...
exo_var = 3
end;

steady;
check;

endval;
a = ...
b = ...
exo_var = VALUES THAT WE WANT TO LOOP OVER, BETWEEN 0 and 2.5
end;

steady;
check;

simul;

Thanks a lot,

All the best to the Dynare community,

Hugo

[jpfeifer]

I would need to see the full mod-file.