I would like to declare an exogenous deterministic variable in a stochastic model using varexo_det. But when I run this simulation, I do not get back oo_.irfs as I do in the case where I only use varexo to declare exogenous variables. Are the IRFs stored elsewhere?
As documented in the manual, you need to use the forecast
-command.
Hm, thanks, this does return the IRFs, but they are all NaN! Any idea why?
Not without seeing the code.
Here is the .mod file I am working in. e_u2 is the variable I am trying to make deterministic.
example.mod (9.2 KB)
You did not provide the parameter file.