Error messages when using dsge_prior_weight

Hi,

I have a program to estimate a small open economy model. Everything works fine, but then I also want to estimate it using the BVAR-DSGE procedure. All I do is add two lines to my program:

parameters dsge_prior_weight ;
dsge_prior_weight = 3 ;

This gives me error messages which I’ve copied below. I just wondered whether there might be a problem with the DsgeVarLikelihood file? Or is it more likely to be a problem with my model.

Any help would be greatly appreciated.
Thanks,
Robyn

Error in ==> DsgeVarLikelihood at 24
global bayestopt_ estim_params_ M_ options_

??? Output argument “info” (and maybe others) not assigned during call to
“C:\dynare_v4\matlab\DsgeVarLikelihood.m (DsgeVarLikelihood)”.

Error in ==> initial_estimation_checks at 43
[fval,cost_flag,info] = DsgeVarLikelihood(xparam1,gend);

Error in ==> dynare_estimation at 248
initial_estimation_checks(xparam1,gend,data);

Error in ==> SimAnn at 429
dynare_estimation(var_list_);

Error in ==> dynare at 79
evalin(‘base’,fname) ;

Hi Robin,

Could you post your mod file and dataset ?

Best, Stéphane.

[quote=“Robyn”]Hi,

I have a program to estimate a small open economy model. Everything works fine, but then I also want to estimate it using the BVAR-DSGE procedure. All I do is add two lines to my program:

parameters dsge_prior_weight ;
dsge_prior_weight = 3 ;

This gives me error messages which I’ve copied below. I just wondered whether there might be a problem with the DsgeVarLikelihood file? Or is it more likely to be a problem with my model.

Any help would be greatly appreciated.
Thanks,
Robyn

Error in ==> DsgeVarLikelihood at 24
global bayestopt_ estim_params_ M_ options_

??? Output argument “info” (and maybe others) not assigned during call to
“C:\dynare_v4\matlab\DsgeVarLikelihood.m (DsgeVarLikelihood)”.

Error in ==> initial_estimation_checks at 43
[fval,cost_flag,info] = DsgeVarLikelihood(xparam1,gend);

Error in ==> dynare_estimation at 248
initial_estimation_checks(xparam1,gend,data);

Error in ==> SimAnn at 429
dynare_estimation(var_list_);

Error in ==> dynare at 79
evalin(‘base’,fname) ;

[/quote]

Hi Stephane,

Here is the mod file and data. Thanks so much for your help.

Cheers,
Robyn
TransformedData.m (6.93 KB)
NimarkEstimation.mod (10.4 KB)