The same shock for two different models

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The same shock for two different models

Postby rumecos » Mon Feb 28, 2011 12:23 pm

Can I use the same shock for two different stochastic models in dynare?
I was trying to find a way to save shocks in one model and then load it to the second one but could not figure it out.

Thanks in advance.
rumecos
 
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Re: The same shock for two different models

Postby StephaneAdjemian » Wed Mar 02, 2011 8:10 am

Hi,

If you do not change the ordering of the shock declarations across models, Dynare version 4.2.0 will consider the same sequence of structural innovations. Starting with version 4.2.0, Dynare sets a default seed to the random number generators. If you want to change the default seed or the default random number generator, you can use the matlab function set_dynare_seed.m in your mod file.

Best,
Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
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Location: Paris, France.

Re: The same shock for two different models

Postby rumecos » Wed Mar 02, 2011 3:57 pm

Thank you Stéphane!
rumecos
 
Posts: 8
Joined: Thu Feb 17, 2011 3:36 pm


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