Mixing determininistic and stochastic shocks

[AnitaYang]

Hi,

I try to mix determininistic and stochastic shocks when my equations depend on some exogenous variable (say, world interest rate.)

I declare

Code: Select all

varexo_det lcstar lpistar lrstar;
varexo nua nug;

and have the block of shock as follows

Code: Select all

shocks;   
var nua; stderr 0.01;
var nug; stderr 0.01;
var lcstar;
periods 1:9;
values -0.15;
var lpistar;
periods 1:9;
values 0.01;
var lrstar;
periods 1:9;
values 0.02;
end;

It seems to me that there are five exogenous variables defined in the .mod file. However, I got the following error message:
-----
??? Attempted to access x(3); index out of bounds
because numel(x)=2.
-----
It seems that Dynare only recoganize two exogenous variables which are contained in "x" vector. Does anyone know what is wrong in my codes? Thank you.

[SébastienVillemot]

Hi,

For Dynare there are indeed two exogenous: deterministic exogenous are treated separately.

Please post your MOD file, so that we can determine if your problem is a bug in Dynare or an error from your side.

Best,