Unanticipated shocks


I would like to specify a pre-determined path of unanticipated shocks to my model - in other words, I know the shocks with certainty, but the agents do not.

Using shocks/end in a deterministic context I can specify the period the shock hits, but the shock seems to be anticipated (at least my simulated variables start moving before the shock hits). Using shock/end in a stochastic context I have unanticipated shocks but cannot set the period.

Any ideas?



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As the shocks are unanticipated, private agents take their decisions as in the standard case computed by Dynare.
The issue of setting the shocks arise only in forecast/simulation.
There is currently no simple instruction to do that in Dynare, but you can use simult_.m, putting the predetermined shocks in ex_