Depends on whether your exercise is perfect foresight or not. In perfect foresight, see [Permanent Shock to a Parameter). For a stochastic environment, see the discussion in [Using dummy variables in dynare)
Depends on whether your exercise is perfect foresight or not. In perfect foresight, see [Permanent Shock to a Parameter). For a stochastic environment, see the discussion in [Using dummy variables in dynare)