oo_.dr.g_0

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oo_.dr.g_0

Postby Dusseldorff » Sat Oct 29, 2011 8:14 pm

Hi, I'm wondering why oo_.dr.g_0 isn't always just equal to zero if we linearize around the steady state?
Dusseldorff
 
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Re: oo_.dr.g_0

Postby amg » Sat Oct 29, 2011 9:21 pm

oo_.dr.g_o is created in a third-order approximation (see p. 41 of the Reference Manual, version 4.2.2) and contains uncertainty corrections to the constant terms.

For a linear approximation, make sure to set the option order=1, for example:
stoch_simul(order=1,...)
amg
 
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