Time dependent shocks

General DSGE Modeling
1

Hi there.

I have a question about shocks in determinstic model. I am trying to impose a sequence of deterministic shocks that are function of time. Specifically, the shock looks like

s=(rho)^t

where t is time and rho is a constant less than 1. Given enough time, the shock s eventually will reach zero.

Could any one show me how to impose it in the shock block?

Thanks a lot in advance.

2

You can basically follow
gist.github.com/stepan-a/7690503#file-ramst-mod

3

Thank you very much!

5

For f=0.9^t and t=1:10, You need something like

(exp(log(0.9)*transpose(linspace(1,10,10))))