I am trying to run simulations using both stochastic and deterministic shocks. I started with the deterministic model (case of temporal shock) as in “Dynare User Guide” by Grifolli (Januare 2013; page 32). I found that k (capital stock) increases from 8 to 8.7 then converges back to 8. Then I added an exogenous shock (deterministic shock is included then using VAREXO_DET command; instead of SIMUL(PERIODS=2100); used STOCH_SIMUL(PERIODS=2100, IRF=0); FORECAST;) and found that deterministic shock has no impact on simulated time series (I changed the magnitude of the deterministic shock (from 0.1 to 0.0001) but results were the same). Further, k has never reached 8.7 value or even close (max value was 8.18). My best understanding was that in case of mixed shocks, the values of k would deviate along the values achieved using only deterministic shock. But it did not happen.
I was wondering whether DYNARE is not able to simulate models with mixed shocks or whether I failed to find where DYNARE store the simulated time series (I used oo_.endo_simul), or whether I did something wrong.
P.S. I am using Dynare 4.4.3 on Matlab R2015a.