Dear All,
does anybody have any idea of how to simulate a model feeding in a sequence for the exogenous shock(s). Are you aware of any useful reference to learn how to do it?
I'll have the sequence of structural shocks and I will need to simulate the model with that sequence...
thanks a lot
best
alessandro
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Simulating a model feeding in a sequence for the shock
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Simulating a model feeding in a sequence for the shock
by BARATTIE » Wed Jul 23, 2008 7:57 pm
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by bigbigben » Thu Jul 24, 2008 4:27 pm
I know you can do that via simul, but not stoch_simul, since it is a option that you can choose the period when the shock hit the economy in simul.
I haven't done that by myself, but my hunch is to devide the time interval into several sub-intervals and feed the shocks in a sequence.
I haven't done that by myself, but my hunch is to devide the time interval into several sub-intervals and feed the shocks in a sequence.
- bigbigben
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- Joined: Sun May 28, 2006 1:19 am
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