I’m trying to loop a mod file over a lot of parameter sets and see which set can be solved and which cannot.
The problem is when one of them is not solvable (e.g, since BK condition violated), it stops the entire loop.
From the thread below, I found the “noprint” option can partially solve my problem:
[Output of ghx and ghu)
I also found those problematic cases doesn’t have any IRFs or ghx, ghu etc.
My question is, when I find such cases (no IRF, ghx, ghu,…), can I just think that the problem is from violating BK condition? I tried some of them without “noprint” option, and they were actually violating BK condition. If not, is there any option for saving the error messages somewhere and continue the loop?
Thank you again for your kind and quick answer. It is helping me a lot.
I encountered another problem when trying loop over parameters using info = stoch_simul(var_list_);
The following is how I conducted my dynare looping over parameters. When I run the following code, I got some error messages saying “Maxit has been reached” for some of parameter sets.
eval('S02_parameter_set');
save param_set.mat param_set;
for cases=1:144
load('param_set.mat');
if cases==1
param_for_dynare = param_set(cases,:)';
save param_mat.mat param_for_dynare;
dynare simul_final -DIRF=1 noclearall
else
param_for_dynare = param_set(cases,:)';
set_param_value('DZBar',param_for_dynare(1));
set_param_value('eta',param_for_dynare(2));
set_param_value('theta',param_for_dynare(3));
set_param_value('xi',param_for_dynare(4));
set_param_value('IES',param_for_dynare(5));
set_param_value('betatilde',param_for_dynare(6));
set_param_value('delta',param_for_dynare(7));
set_param_value('LMax',param_for_dynare(8));
set_param_value('Frisch',param_for_dynare(9));
set_param_value('CRRA',param_for_dynare(10));
set_param_value('taylrho',param_for_dynare(11));
set_param_value('taylpi',param_for_dynare(12));
set_param_value('tayly',param_for_dynare(13));
set_param_value('piBar',param_for_dynare(14));
set_param_value('rhoa',param_for_dynare(15));
set_param_value('rhog',param_for_dynare(16));
set_param_value('rhoinflavg',param_for_dynare(17));
set_param_value('rhoz',param_for_dynare(18));
set_param_value('rhopistar',param_for_dynare(19));
set_param_value('sigmaa',param_for_dynare(20));
set_param_value('sigmag',param_for_dynare(21));
set_param_value('sigmai',param_for_dynare(22));
set_param_value('sigmaz',param_for_dynare(23));
set_param_value('sigmapistar',param_for_dynare(24));
set_param_value('gssload',param_for_dynare(25));
set_param_value('zeta',param_for_dynare(26));
set_param_value('omegaG',param_for_dynare(27));
set_param_value('DoYss',param_for_dynare(28));
set_param_value('Gamma1',param_for_dynare(29));
set_param_value('Gamma2',param_for_dynare(30));
info = stoch_simul(var_list_);
if info;
str = 'Computation fails for Case ' num2str(cases)];
disp(str);
end;
end
end
What I cannot understand is, however, when I run dynare in each loop rather than just using
info = stoch_simul(var_list_); command from the 2nd iteration and on, It doesn’t give me any error message.
For example, case#144 gives “Maxit has been reached” from the code above. But, when I run
param_for_dynare = param_set(144,:)';
save param_mat.mat param_for_dynare;
dynare simul_final -DIRF=1 noclearall
It doesn’t give me any error message.
Could you help me how should I understand this problem?
Attached are my mod file (which is replicating and sort of modifying Rudebusch and Swanson 2012), and sets of parameters (m.file)
Even though I changed my mod file such that all the dependent parameters become model-local variables, the problem still exist.
When I run the following code,
eval('S02_parameter_set');
save param_set.mat param_set;
for cases=1:144
load('param_set.mat');
if cases==1
param_for_dynare = param_set(cases,:)';
save param_mat.mat param_for_dynare;
dynare simul_test_steady -DIRF=1 noclearall
else
param_for_dynare = param_set(cases,:)';
set_param_value('DZBar',param_for_dynare(1));
set_param_value('eta',param_for_dynare(2));
set_param_value('theta',param_for_dynare(3));
set_param_value('xi',param_for_dynare(4));
set_param_value('IES',param_for_dynare(5));
set_param_value('betatilde',param_for_dynare(6));
set_param_value('delta',param_for_dynare(7));
set_param_value('LMax',param_for_dynare(8));
set_param_value('Frisch',param_for_dynare(9));
set_param_value('CRRA',param_for_dynare(10));
set_param_value('taylrho',param_for_dynare(11));
set_param_value('taylpi',param_for_dynare(12));
set_param_value('tayly',param_for_dynare(13));
set_param_value('piBar',param_for_dynare(14));
set_param_value('rhoa',param_for_dynare(15));
set_param_value('rhog',param_for_dynare(16));
set_param_value('rhoinflavg',param_for_dynare(17));
set_param_value('rhoz',param_for_dynare(18));
set_param_value('rhopistar',param_for_dynare(19));
set_param_value('sigmaa',param_for_dynare(20));
set_param_value('sigmag',param_for_dynare(21));
set_param_value('sigmai',param_for_dynare(22));
set_param_value('sigmaz',param_for_dynare(23));
set_param_value('sigmapistar',param_for_dynare(24));
set_param_value('gssload',param_for_dynare(25));
set_param_value('zeta',param_for_dynare(26));
set_param_value('omegaG',param_for_dynare(27));
set_param_value('DoYss',param_for_dynare(28));
set_param_value('Gamma1',param_for_dynare(29));
set_param_value('Gamma2',param_for_dynare(30));
info = stoch_simul(var_list_);
if info;
str = 'Computation fails for Case ' num2str(cases)];
disp(str);
end;
end
end
case 1,2,3,4 were OK, but case 5 gives an error message.
Then I changed the parameters of my mode file same as case 5 and manually ran the mod file, and it didn’t give any error message. After that, info = stoch_simul(var_list_) also gives no error message.
Given that all the “dependent parameters” are moved to the model part (as #variables), I think the problem should be disappear.
Could you give me some advice?
The problem is that you are not using a steady_state-file, but rather an initval block with starting values that differ for different parameter sets. You need to reset these initial values as well. I did that by copy and pasting the respective lines from the m-file created by Dynare.