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Markov shocks

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Markov shocks

Postby YHS » Wed Jun 20, 2012 2:42 am

Hi,

I'm just wondering, whether the new version of Dynare 4.3.0 can simulate a model with Markov shocks?

Many thanks!
YHS
 
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Re: Markov shocks

Postby jpfeifer » Thu Jun 21, 2012 7:11 am

Could you elaborate what you mean?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: Markov shocks

Postby YHS » Tue Jul 03, 2012 4:17 pm

I'm trying to simulate a New Keynesian model (log-linearized) with one of the parameters, alpha, following a two-state Markov progress. In each period, alpha has a constant probability x taking the value of 1, and the complementary probablility (1-x) taking the value of 0.8. Can I model this with Dynare? Do I need to write an external file in Matlab to do this?

Thanks again!
YHS
 
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Joined: Fri May 11, 2012 11:41 pm
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