I’m new to Dynare, so forgive me if someone has asked this questions before.
I couldn’t find any documentation about the structure oo_.dr.ghud, within the structure oo_.dr, that is generated in the process of computing the rational expectations solution of a model that mixes stochastic and deterministic shocks. Is anyone aware of a concrete reference or example that shows exactly this structure is used to simulate the trajectories of the endogenous variables? It appears that oo_.dr.ghud plays the same role as oo_.dr.ghx and oo_.dr.ghu. The difference seems to be the each element in the structure oo_.dr.ghud contains the decision rules coefficients that apply to the exogenously given state variables dated t+1 and later, which appear in the process of adding future information to the state space (say, prefectly anticipated tax rate hikes), whereas oo_.dr.ghx and oo_.dr.ghu contain the coefficients of the decision rules that apply to stochastic predetermined state variables (like the beginning-of-period capital stock).
If this interpretation is correct, then I should be able to replicate the same values of the endogenous variables as those produced by the variable “forecast”, right?
Thanks in advance for any information you can provide on this subject,