Load varexo or set_varexo_value

Stochastic simulations
1

Hello,

In dynare we can save parameters as a .mat file, and use the following commands in .mod file.

load param;
set_param_value(‘alpha’,alpha);

Is there any equivalent for varexo? I want to change shocks (varexo) in loops from .m file.

2

In which context? Perfect foresight or stoch_simul?

3

Thanks for your reply, in

stoch_simul

context

4

Then it’s easiest to represent the process as

std_dev_a*epsilon_a;

with

shocks;
var epsilon_a=1;
end;

and set the standard deviation with

set_param_value('std_dev_a',0.5);
5

thank you, it works!