Switching exogenous <-> endogenous

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Switching exogenous <-> endogenous

Postby jlbrillet » Tue Apr 14, 2009 7:28 am


In case somebody is interested, I have written a subprogram which allows to switch two sets of variables (of equal size) between endogenous and exogenous, over any period of time. It is based on Newton's method.

You just have to define the two lists of names, and give the values for the new exogenous, in specific locations in the program.

You do not have to modify (or even recompile) the model.

It works "most of the time" if the change is not too big.

I can send you the .prg and the paper.

Best regards.

Jean Louis Brillet.

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