Set_dynare_seed

Dynare help (legacy posts)
#1

Hello everyone,

I am a bit puzzled by the function set_dynare_seed. In particular, it seems that if I have a model with more than one shock (say 2 shocks), the simulated shocks (in this case say with std=1) from dynare with set_dynare_seed(‘default’) are different from the shocks generated by the lines:
rng(‘default’)
randn(SimLength,M_.exo_nbr)

where the simulation lenght is the same.

When I have only one shock in the model, I don’t find this difference.

Attached the sample code I’m using. Thanks a lot in advance for any comment
RBC_steadystate.m (1.83 KB)
RBC.mod (1.77 KB)
Main.m (448 Bytes)

#2

That has most probably to do with Dynare using

If you just have a vector, column and row order for filling the random number matrix are the same. With a matrix, it matters whether you fill it along rows or columns.