Erreur de compilation

Bonsoir
J’ai besoin d’aide concernant mon programme qui compile pas
voici le message que ça me montre et j’aimerai appliquer la technique Bayésienne (Possibilité d’aide).

dynare fa.mod
Starting Dynare (version 5.3).
Calling Dynare with arguments: none
Starting preprocessing of the model file …
ERROR: fa.mod: line 85, cols 11-20: syntax error, unexpected NAME

Error using dynare
Dynare: preprocessing failed

Ci-joint le fichier
fa.mod (5.1 KB)

You are not properly using comments or name-tags to label your equations.

veuillez trouver l’extension du fichier.mod
salimwork.mod (6.7 KB)

j’avais corrigé les petits problèmes actuellement voici le message que je reçois:
There are 12 eigenvalue(s) larger than 1 in modulus
for 11 forward-looking variable(s)

The rank condition ISN’T verified!

Error using print_info
Blanchard & Kahn conditions are not satisfied: no stable equilibrium.

Error in stoch_simul (line 120)
print_info(info, options_.noprint, options_);

Error in salimwork.driver (line 597)
[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);

Error in dynare (line 281)
evalin(‘base’,[fname ‘.driver’]);

j’aimerai savoir comment faire pour appliquer la technique bayésienne pour pouvoir faire les différents test de robustesse (MCMC) algorithme de Hastings et les conditions de Blanchard-Khan ainsi que la décomposition de la variance historique et la décomposition de la variance des erreurs?

I don’t speak French. But check your timing. For example,

PI(+1) = P(+1) - P;

looks strange.

okay, thank you very much

I would like to know how to apply the Bayesian technique to be able to do the different robustness tests (MCMC) Hastings algorithm and Blanchard-Khan conditions as well as the decomposition of the historical variance and the decomposition of the error variance?

The first step is to make the model run in its calibrated version. Then you need to prepare the data and add observation equations.

everything is ok the caliber model is passed it gave me a lot of results like :
MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS
POLICY AND TRANSITION FUNCTIONS
etc…
VARIANCE DECOMPOSITION SIMULATING ONE SHOCK AT A TIME (in percent)

But then where is your problem?

hello Mr. Johannes Pfeifer, I hope you are doing well?
your help was very important to me, because the calibrated DSGE model is good (it could run). I thank you very much for your different tips.

Currently I have built my database, firstly, I would like to do a Bayesian estimation for robustness tests (MCMC)
of Brooks and Gelman (1998); and a Metropolis Hastings chain with the two acceptance ratios
The two acceptance ratios of the two chains are 25.32 and 24.14% respectively,
the analysis must be performed with 10000 simulations.
secondly, I want to have the impulse response functions and historical decomposition of the aggregates
and the variance of the forecast errors.

let’s come to the main topic: I won’t know how to write them as a script!
once again, your help will be welcome;

thank you very much.

What do you mean with

? It sounds like you already ran estimation on two chains.

I wanted to say script, sorry

I haven’t made an estimate yet I don’t even know how to introduce Bayesian