How to get IRFs in Dynare when the model economy is subject to multiple /two/ correlated stochastic shocks at a time?
Is there any way in Dynare to find optimal simple rules, when the welfare function contains quadratic as well as linear terms?
How to get IRFs in Dynare when the model economy is subject to multiple /two/ correlated stochastic shocks at a time?
Is there any way in Dynare to find optimal simple rules, when the welfare function contains quadratic as well as linear terms?
See [Correlated shocks and impulse response functions).
For OSR, please post under a more specific heading for others to help you.