Some clarifications

  1. What do you mean with scope? I don’t understand your question. Maybe it would help if you could tell me what you are actually trying to achieve.

  2. I have to clarify this in my guide. You have to get the timing correct. The monthly unemployment rate and the weekly variables need to be consistent. The answer to your question is in the definition of the unemployment rate. In the US, it comes from the CPS survey. From

Thus, the unemployment rate observed is the one in one particular week. The values for all other weeks are missing. For other countries, the definition might be different.

I am trying to model a DMP model with endogenous search effort and unemployment benefits. I want the job destruction rate to increase from .0081 to .02 in the 12th period. Where the job destruction rate in an exogenous shock. Since it is a perfect foresight model in the deterministic setup the agents know about all future shocks and might adjust their behaviour in the first 11 periods as they know that the shock will arrive in 12th period.

Is there any way such that this anticipatory behaviour in the first 11 periods be avoided ?

In this case, you need to set up the model as a stochastic one. Why in period 11? Is there meaningful transition going on before that requires you to study the transition behavior after an increase in the job destruction rate only after an initial period?
If so, you could use a perturbation-solved stochastic model together with your own simulation using the simult_-command.

Or are you trying to impose an unanticipated parameter switch during estimation?

I want to have no anticipatory behaviour of the agents before the 12th period deterministic shock.

Thanks a lot.