Hi
I'm trying to simulate a permanent shock (a permanent change in one of the model parameters). How should I do that?
I tried to use "histval" however the results are highly depended on the number of periods I use. What does it mean?
Many thanks
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Permanent shock
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by jtrienekens » Mon Jul 21, 2008 10:16 pm
Hi there,
Correct me if I'm wrong, I am not really an expert.
In my model (no stochastics) I simply specified that the shock happens in period 1 and last until period 50 or something. Normally a model reaches the steady state after 10-20 periods. Copy the relevant outcomes (not all the way up to period 50 ofcourse) from Matlab to Excell or any other similar program.
//var s; periods 1:90; values 0.5952012;
Greetings,
Joost
Correct me if I'm wrong, I am not really an expert.
In my model (no stochastics) I simply specified that the shock happens in period 1 and last until period 50 or something. Normally a model reaches the steady state after 10-20 periods. Copy the relevant outcomes (not all the way up to period 50 ofcourse) from Matlab to Excell or any other similar program.
//var s; periods 1:90; values 0.5952012;
Greetings,
Joost
- jtrienekens
- Posts: 1
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- Location: Utrecht
2 posts
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