I have a model with an initial and a final steady states, initialized with initval and endval. I use a separated file to calculate the steady states. From an initial given money supply, the model has shocks to money supply. Money supply grows over time.
I would like to collect the shocks to money supply to obtain the final money supply. Given the final money supply, I can then calculate the price level and other variables.
I can do this with perfect foresight, as I know the values of the money supply shocks over time. How can I do this with a stochastic simulation? In the mod file, I tried to access the relevant variables in oo_.exo_simul to use them as input in the endval declaration, but oo_.exo_simul was empty, as it seems that oo_ is only created after the simulation is made. How can I collect the simulated shocks and use them as input to the endval block?
My idea was to have access to the shocks simulated with a stochastic simulation and use them as input to a second steady state defined by endval. However, the stochastic simulation is made around the first steady state. So, apparently, I cannot use use endval with a stochastic simulation. Can I use endval with a stochastic simulation to change a variable defined with varexo_det?
Correct. The endval is to be used to change an exogenous variable present in the model. However, I want to include stochastic shocks to the model. Is it possible to have endval in a model solved with stochastic simulation?
Note: I thought about the problem and found another solution that does not require this change in an exogenous variable. I will focus on the second steady state. In any case, I would like to know about the possibility of using endval in this context.