[stoch_simul] Repetitive Simulation Question

Dynare help (legacy posts)
1

Hi there,

I would like to simulate multiple times of different series for different draws of idiosyncratic shocks each time to approximate a cross-sectional evolution. However, I would also want to fix one single exogenous series (aggregate shock). I thought the set_seed syntax might help but is it possible to fix seed for a particular series innovation draws while looping over seeds for different draws of other series? Please advise. Thank you very much!

Best

2

The easiest way is to directly simulate using the simult_ command. There, you can provide the shock series yourself and make sure that some shocks are the same. See [Simulate a model using smoothed shocks)