Does anyone know how auxiliary variables such as k(-2) or I(-1) are put inside the DR order? For example do the original state variables still come first after the static variables (followed by the auxiliary variables)? I couldn’t find a clear explanation of this in the reference manual or wiki.
I want to be able to do my own arbitrary simulations using the dynare decision rules and recover the simulated time series of the original endogenous variables . I’ve successfuly coded and tested this with the example mod files without auxiliary variables for the first order approximation. One could of course just define the model in the model block using manual auxiliary variable definitions, but it would be nice to be able to do this with a mod file where you let dynare take care of auxiliary variables (especially for long leads or lags).
Also, suppose I have lags in an exogeneous shock (a moving average). How would this affect the DR order of the variables in dynare’s solution?
Thanks a lot for any insight.