# Use initial value that is not steady state

**URL:** <https://forum.dynare.org/t/use-initial-value-that-is-not-steady-state/5969>\
**Category:** Dynare help (legacy posts)\
**Created:** [10 January 2017 11:57 UTC](https://forum.dynare.org/t/use-initial-value-that-is-not-steady-state/5969 "2017-01-10T11:57:33Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![naivej](https://forum.dynare.org/letter_avatar_proxy/v4/letter/n/bc8723/32.png) [@naivej](https://forum.dynare.org/u/naivej)\
**Post date:** [10 January 2017 11:57 UTC](https://forum.dynare.org/t/use-initial-value-that-is-not-steady-state/5969/1 "2017-01-10T11:57:33Z")

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Hi,

I am trying to solve a stochastic model from an initial point that is not steady state. So I specify the initial value of state variable in the initval block and do not use the steady command. Then I compare the IRs generated using two different initial value of state variable, they are exactly same.  
Did I do anything wrong? Can I find the initial value stored somewhere?

Thanks in advance.

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [10 January 2017 19:52 UTC](https://forum.dynare.org/t/use-initial-value-that-is-not-steady-state/5969/2 "2017-01-10T19:52:04Z")

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What are you trying to achieve? Are you using a nonlinear model (order\>1)? For a linear model, the IRFs will always be the same, regardless of where they start. Also, the decision rules will always be approximated around the steady state. If you are trying to compute the IRFs at a given point for a nonlinear model, you should be using the `simult_`  
function. An example is [sites.google.com/site/pfeiferecon/RBC\_state\_dependent\_GIRF.mod?attredirects=0](https://sites.google.com/site/pfeiferecon/RBC_state_dependent_GIRF.mod?attredirects=0)

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**Author:** ![naivej](https://forum.dynare.org/letter_avatar_proxy/v4/letter/n/bc8723/32.png) [@naivej](https://forum.dynare.org/u/naivej)\
**Post date:** [10 January 2017 20:43 UTC](https://forum.dynare.org/t/use-initial-value-that-is-not-steady-state/5969/3 "2017-01-10T20:43:34Z")

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Thanks for you reply.  
I solved the Ramsey problem of a given nonlinear model by hand, then I write the ramsey system to dynare. With commitment, the multipliers at t=0 should be zeros but their steady states are not zeros. Can I achieve this using only stoch\_simul? I solve the model under both first and second order. Either case, changing the initial value of multipliers give me same IRs.  
Could you please explain more about what you said " For a linear model, the IRFs will always be the same, regardless of where they start."?

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [17 January 2017 10:44 UTC](https://forum.dynare.org/t/use-initial-value-that-is-not-steady-state/5969/4 "2017-01-17T10:44:19Z")

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At first order in a stochastic model, you have certainty equivalence. Due to the linearity of the solution, there is not interaction between shocks and states (like the multiplier) as those would be second order terms.  
The response to a shock is therefore always the same, regardless of the point in the state-space. What you seem to have in mind in studying the transition behavior from a point away from the steady state (0 initial multipliers), which will only yield different responses at higher order.