Setting different simulation seed in Dynare OBC

Dynare contributions and examples
1

@ cfp

Dear. Dr Tom Holden

I have a quick question regarding stochastic simulations in the Dynare OBC environment.

I’m currently using Dynare version 4.5.7. When I attempt to simulate the model with different random seeds—either by using the set_dynare_seed command within the .mod file or by setting rng(some_number) outside of it—the simulation still produces identical variable paths each time.

Is there a way to modify the random seed for simulations in the Dynare OBC framework?

As always, I greatly appreciate your kind help and guidance.

Best regards,

2

@cfp was not properly tagged. By default, Dynare will set a seed. That means setting a seed outside of the mod-file will not work. If you put set_dynare_seed into the mod-file, it should be before the command you are using. But I cannot speak to the details of Dynare OBC.

3

Line 597 of dynareOBCCore.m is rng( ‘default’ );

So that is determining things. You could either comment out that line, or (better) rather than doing several small simulations, do one long simulation.

4

Understood!

I appreciate your kind and prompt reply!