Dear all,

In the OSR code we have the optim_weights set like this :

optim_weights;

inf 1;

y 1;

end.

As I understand, this means the same weight “0.5” for each variable.

But if I have my quadratic loss function as this one :

(1-lambda)*inflation^2 + lambda*x^2

According to optim_weights, how can I set the weight 0.70 (=1-lambda) for inflation and 0.30 (=lambda) for x?

Indeed, which discount value (beta) is used in the quadratic OSR code, as I can set the dicount value as in ramsey code.

thanks for yor help !