Dear Forum and Pfeifer,
I’m replicating the results in AER2016 “Sticky Leverage.” The codes are attached.
I want to replicate Table 2, When I run the “SLMRdynareGEE_AER.m”, as indicated by the author. I encountered below errors.
> Index exceeds matrix dimensions.
>
> Error in SLMRdynareGEE_AER (line 323)
> disp([M_.endo_names(4,:) num2str(sdout(4),3) ' ' num2str(oo_.gamma_y{1,2}(4,2),2) ])
I need to fix it in order to replicate further results. Pls help!
Many Thanks in advance!
Amydataset_StickyLeverage.zip (402.0 KB)
I can run the code. Did you put Dynare 4.4.3 in c:\dynare\4.4.3\matlab
?
Dear Jpfeifer,
My dynare is installed at another dictory(F), but I actually had change the code:
addpath F:\dynare\4.5.1\matlab.
Still, the error occurred. Would it be sth wrong about my matlab or ?
I will appreciate any of your futher help.
Amy
Dear Jpfeifer,
I just read the code and see the result file carefully.
I figure out that there must be sth different between the results that I run out using Dynare 4.5.1 and your result. In my case, the result in oo_.gamma_y
is a 2*1 array, so the code num2str(oo_.gamma_y**{1,2}**(4,2),2) ]
wont run nomally. If i change it into num2str(oo_.gamma_y**{1,1}**(4,2),2) ]
, it runs normally.
Why would this happen? How can I fully replicate their results by using my current dynare?
I attached the result file I generated here.SLMR_results.mat (44.5 KB)
In Dynare 4.5, oo_.gamma_y
became a column vector instead of a row vector. Simply use linear indexing, i.e. delete the first redundant dimension. So when it says
oo_.gamma_y{1,2}
use
oo_.gamma_y{2}