I am wondering if it is possible to use values loaded from an external file (i.e. a .mat file) as starting points for a deterministic simulation in the initval; block.
My code involves estimating sequences of shocks using the Kalman Filter, and then using the smoothed variables in the last period of the estimation as the starting points for a deterministic simulation. I understand that I can write initivals by hand, but this is not convenient and is error-prone as I the model is very large.
In case this is possible, I’d like to know how to do it, or if anyone could point me to any example files, etc
Also, is it possible to load a vector of shocks in a deterministic simulation? I know how to load a single value for a shock (you just define that value as a parameter, which can be loaded from an external file), but I haven’t been able to load a vector of shocks (i.e. different values at different periods). Thank you.