Static Portfolio Choice

Thank you for the reply and link. I will have a look.

if you remember I also had a post ([Idiosyncratic and Aggregate shock)) about a model with idiosyncratic and aggregate shocks that looked like volatility shock. In my model, the existance of this idiosyncratic shock, is what makes the portfolio not to be indetermined. My only concern then, is whether dynare can handle this type of steady state. To make it more specific, in the steady state, there is still an expectations operator involved (due to the idiosyncratic shock) even if when I shut down the aggregate shock. In this case I guess, dynare cannot handle this I am correct ?

So let’s assume then, that i find my steady state value myself. Can somehow dynare ``call" those values and so compute the transitionary dynmics and do the rest that it does?

thanks