Hello everyone,
I am a bit puzzled by the function set_dynare_seed. In particular, it seems that if I have a model with more than one shock (say 2 shocks), the simulated shocks (in this case say with std=1) from dynare with set_dynare_seed('default') are different from the shocks generated by the lines:
rng('default')
randn(SimLength,M_.exo_nbr)
where the simulation lenght is the same.
When I have only one shock in the model, I don't find this difference.
Attached the sample code I'm using. Thanks a lot in advance for any comment
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set_dynare_seed
by frolik » Tue Apr 11, 2017 5:03 pm
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RBC_steadystate.m- (1.83 KiB) Downloaded 47 times
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- RBC.mod
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- Main.m
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Re: set_dynare_seed
by jpfeifer » Tue Apr 11, 2017 5:41 pm
That has most probably to do with Dynare using
If you just have a vector, column and row order for filling the random number matrix are the same. With a matrix, it matters whether you fill it along rows or columns.
- Code: Select all
randn(nxs,DynareOptions.periods)'
If you just have a vector, column and row order for filling the random number matrix are the same. With a matrix, it matters whether you fill it along rows or columns.
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