Hello
I am sorry I bring again the topic. Following this topic: Drawing from non-normal distributions in model simulation
I understood that if I want to introduce non-normal shocks to the simulation of my model I should modify the matrix in
oo_.exo_simul(:,i_exo_var) = randn(M_.maximum_lag+M_.maximum_lead+options_.periods,nxs)*chol_S;
My first question is that I cannot find the simult.m file. In the topic it says it is in the matlab directory, can anyone be more specific.
My second question is which order should I follow when constructing the oo_.exo_simul(:,i_exo_var) matrix, should I follow the order I declare the variables with the comand “varexo”
Thanks in advance, any commentary will be more thatn appreciated