Mixing determininistic and stochastic shocks


I try to mix determininistic and stochastic shocks when my equations depend on some exogenous variable (say, world interest rate.)

I declare

varexo_det lcstar lpistar lrstar; varexo nua nug;

and have the block of shock as follows

shocks; var nua; stderr 0.01; var nug; stderr 0.01; var lcstar; periods 1:9; values -0.15; var lpistar; periods 1:9; values 0.01; var lrstar; periods 1:9; values 0.02; end;

It seems to me that there are five exogenous variables defined in the .mod file. However, I got the following error message:

??? Attempted to access x(3); index out of bounds
because numel(x)=2.

It seems that Dynare only recoganize two exogenous variables which are contained in “x” vector. Does anyone know what is wrong in my codes? Thank you.


For Dynare there are indeed two exogenous: deterministic exogenous are treated separately.

Please post your MOD file, so that we can determine if your problem is a bug in Dynare or an error from your side.