learning mechanism in Dynare

[jinke1311]

Hi,

Could someone give me some hints about writing adaptive learning mechanism, such as constant gain learning, in Dynare?

Thank you very much
Jinke

[trungbui]

I'm looking for some hints too. There is a Learning Toolbox written for Matlab. Has Dynare 4 incorporated these features yet?

[spike]

Hi,
I try to estimate a dsge model with adaptive learning expectation using dynare 4, the problem is to write a time-varying low of motion into the kalman filter,
someone could help me please.
thanks.

[MichelJuillard]

There is no feature in Dynare for modeling learning. Learning, in most cases, is characterized by changing values of the coefficients. The only way to do it is to write a Matlab loop around stoch_simul() that takes care of revising the value of the parameters. You need to know some Dynare internals in order to do so.

Best

Michel