I am trying to run a counterfactual analysis in dynare. I use a log-linear calibrated model with the following data: output (y_obs), inflation (pi_c_obs), exports (ex_obs) and imports (im_obs). Their theoretical counterparts are: y_h, pi_c_h, ex_h and im_h. The model has two shocks: eps_d (terms of trade shocks) and eps_y (foreign output shocks).
I would like to compare the results between the actual scenario, where the terms of trade shocks (eps_d) are positive from period 0 to 142, then are set to 0 from time period 143 to 181 and then are positive again, and the counterfactual scenario where the terms of trade are positive from 0 to 142 and then set to 0 from period 143 to the last period (240). Is there a way to do that in dynare or should I use matlab to perform the analysis between the factual and counterfactual scenarios ? I checked in the forum but the questions and solutions aren’t similar to mine.
Hope you can help me !