19 Jul
2012
19 Jul
'12
4:57 p.m.
I was asked why, while setting the seed, the shocks were not the same in a simulation based on 1st order or on 3rd order. It took me a while to realize that condest() that is used in dyn_first_order_solver.m is calling rand() I think that we need to change the way we control the random generator. I suggest that set_dynare_seed only set the value of options_.dynare_seed and that before each function where users can expect to control a random sequence we use options_.dynare_seed to reseed the random generator. We could use keyword 'time' for dynare_seed so that we reseed with system time What do you think? Best Michel