Hi, I am wondering if there exist any potential difference between the following two setups:

Setup A:

Y = \exp(X + 0.01\epsilon) where \epsilon \in N(0,1)

Setup B:

Y = \exp(X + \epsilon) where \epsilon \in N(0,0.0001)

Theoretically they should be the same. But I wonder if the approximation inside dynare would generate different results, given that the size of the shock might affect the perturbation method.

Any insights on this? Thanks!