Does identification work in 4.2?

Dynare help (legacy posts)
1

When I attempt to run Dynare and use the identification command, Matlab completely crashes: it disappears without any trace from my screen. Is this routine not yet operational. Is there anyway to use it?

Thank you for any help and advice you can provide.

Rob Luginbuhl

2

Please post your .mod file.

3

I actually first noticed this problem using a larger model. But I just checked, and I get the same thing using the RBC model. Here are the files for the RBC model.
RBC_ID_steadystate.m (1.89 KB)
RBC_ID.mod (1.41 KB)

4

Hi,

there were a number of problems in your mod file

  1. you observe a non-stationary variable: identification uses theoretical moments of observed variables, and variance is infinite for non-stationary ones;
  2. Y_obs was defined in such a way that it does not have a static solution (dA is not 1 in steady state)
  3. observation trend for Y_obs is not log-linear

I attach a new project where you observe dY_obs. Then, the whole list of parameters is not identified, and I have re-set the list of params to an identifiable one.
If the project does not work with the official 4.2.0, there are debugs in the 4.2 branch on the official dynare repository.

best
Marco
RBC_ID_steadystate.m (1.9 KB)
RBC_ID.mod (1.49 KB)

5

Marco,

Thank you very much for your help. Your comments are concise, clear, and helpful.

Your corrections and improvements unfortunately do not result in an mod-file that will run in Dynare 4.2. Your mod-file does run in 4.1.3 if I use the Matlab routine ‘myboxplot.m’ from either 4.2 or 4.1.2 and add the Matlab routine myprctilecol.m (found on the Dynare website and cut and paste into an m-file).

In 4.2 the identification command causes Matlab to crash. This is due to a problem with the Dynare file Dynare\mex\matlab\win64-7.5-7.7\mjdgges.mexw64. Does anyone know if this is a problem with Dynare 4.2? Or is it something to do with my Dynare installation or version of Matlab (7.7.0.471 R2008b)?

Thank you for the help.

Sincerely,
Rob Luginbuhl

6

Hi,

I think you have either to use 4.1.3 or build the debugged pre-processor for 4.2 dowloading the source codes from the dynare repository (it will be released as dynare 4.2.1).

best
Marco

7

Marco,
Thank you. I really appreciate this information.
-Rob