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shocks; |
Command |
SHOCK STATEMENT [SHOCK STATEMENT] ... end; In deterministic context: PERIOD STATEMENT: NUMBER[:NUMBER] or LIST OF NUMBERS The VALUE STATEMENT must be a valid expression returning a scalar value or a vector when the shock applies to a range of periods and takes a different values in each of these periods. For deterministic simulations, the Example
shocks; var e; periods 1; values 0.5; var u; periods 4:5; values 0; end; In stochastic context, syntax 1: For stochastic simulations (available only in the MATLAB or SCILAB versions), the Example
shocks; var e = 0.000081; var e,u = phi*0.009*0.009; var u = 0.000081; end; In stochastic context, syntax 2: Alternatively, when the shocks are uncorrelated, it is possible to specify only the standard errors with a slightly different syntax (for consistency with previous versions). Example
shocks; var e; stderr 0.009; var u; stderr 0.009; end; |