Dear moderators,

I find several topics on the forum where looping over parameters is discussed, using the set_param_value command in a Matlab file.

However, I see no topic where looping over the value of EXOGENOUS VARIABLES is discussed.

Any idea on how that can be done with Dynare?

Let us assume a very simple Dynare code with the following structure (only one exogenous variable called exo_var over which we want to loop):

var x y

varexo exo_var

parameters a b

model;

equations…

end;

initval;

a = …

b = …

exo_var = 3

end;

steady;

check;

endval;

a = …

b = …

exo_var = VALUES THAT WE WANT TO LOOP OVER, BETWEEN 0 and 2.5

end;

steady;

check;

simul;

Thanks a lot,

All the best to the Dynare community,

Hugo