I am computing optimal simple rules using OSR routine.
To check the working of the routine, I tried different sized shocks, e.g., multiplying standard deviations of all! shocks by, e.g., 100.
This seems to not change results in some cases, but in some other cases I obtain different coefficients for the optimal rule.
Q: Is increasing standard deviations of shocks a good way to increasing the precision of the optimizer underlying OSR?
Many thanks for your support!