Ask for help in Bayesian estimation

I estimated standard New Keyesian Model with quarterly data,when the programme finished the Metro-Hasting,it show the following information,it seems to be struck in infinite loop!
Warning: Log of zero.
> In marginal_density at 84
In dynare_estimation_1 at 1072
In dynare_estimation at 62
In DSGE at 262
In dynare at 132
Could someone help me?


Does the mode seem good? Do you have a warning above the mode results? Please post your mod-file.


I use it in Dynare 4.1.2,but alway show the is the mod file

Well, I ran your mod-file and wasn’t able to replicate the error message (Warning: Log of zero…). It works perfectly well on my machine (note that I also use the latest Dynare release). I’m attaching the .log showing the results of the mode and MH (with 2000 replications…). Maybe you can check the path of your dynare repertory, see if this a recent version,…?


NB: i changed the extension for .txt since .log files are not allowed here, but that doesnt matter I guess
DSGE.txt (7.04 KB)

AssiaEzzeroug,Thank you very much!
just as you say,it is dynare installation problem!
I change the path,set according to the dynare document,It work perfect well!