I run a code from matlab to run dynare with some parameters. If I run this code with initial parameters, it runs fine but once I change these parameters I get error ‘Index matrix exceed dimension’ with a report on the psi matrix I formed
A=oo_.dr.ghx;
E=oo_.dr.ghu;
nvar=size(oo_.dr.order_var);
D=[zeros(nvar,oo_.dr.nstatic) A(:,1:oo_.dr.npred) zeros(nvar,oo_.dr.nfwrd)];
The D matrix being the error. These matrix is extracted from the oo_ output created by dynare first order condition.
It seems you are trying to loop over Dynare without catching errors. If your parameter draw is invalid, the respective fields of oo_ will not be set. Try using a try-catch statement or get the return code of stoch_simul. See also [Loop over parameters)
I was able to follow the link’s step you gave but all methods proved abortive. What I understand is that the ghx returns empty after some iterations and that is when I get the error.
You are trying to run
stoch_simul (noprint,nofunctions,nomoments,nocorr,irf=0);
A=oo_.dr.ghx;
E=oo_.dr.ghu;
nvar=size(oo_.dr.order_var);
D=[zeros(nvar,oo_.dr.nstatic) A(:,1:oo_.dr.npred) zeros(nvar,oo_.dr.nfwrd)];
This results in
info = stoch_simul(var_list_);
A=oo_.dr.ghx;
E=oo_.dr.ghu;
nvar=size(oo_.dr.order_var);
D=[zeros(nvar,oo_.dr.nstatic) A(:,1:oo_.dr.npred) zeros(nvar,oo_.dr.nfwrd)];
in the m-file. What you want to do is check whether info==0, which is the code for the model solving correctly. If info~=0, the respective fields will not be set.
For your purpose, I recommend using a combination of set_param_value and stoch_simul as at the mentioned link. You are already trying to directly work on the m-files and by executing the whole m-file instead of just the parts you need you are slowing the code down. Note that at the beginning of the linked page you can also see a construction that checks for the indicator info.
how do I check info==0 or info~=0? from dynare output I see info=0 and it is same as you posted in the m-file. As regarding the set_param_value, I keep getting error because the pname I enter doesn’t exist. My parameters are in one folder so I try entering the folder’s name, or do I have to write for each? Lastly, I’m a bit confused in the set-up as well, do I set_param_value using rho or the parameters (as in my case that is what I am looking to change)? Thank you in advance
[for i = 1:1000
set_param_value(‘coef’,coef(i))
[dr,~,M,~,oo] = resol(0,M_,options_,oo_);
y_ = simult_(oo_.steady_state,dr,oo_.exo_simul,1);
storey(i) = y_;
end
shock_mat=randn(D,1000);]
Please see how I set it up. coef is my parameter file. The shock_mat was able to run but the loop was not. Thanks
Checking for info can be done by using
if info==0;
A=oo_.dr.ghx;
E=oo_.dr.ghu;
nvar=size(oo_.dr.order_var);
D=[zeros(nvar,oo_.dr.nstatic) A(:,1:oo_.dr.npred) zeros(nvar,oo_.dr.nfwrd)];
else
whatever you want to filter out this case
end;
Note that info is the second output argument of resol, which you are currently suppressing.
The set_param_value command takes as inputs first the Dynare name of the parameter and then the value:
set_param_value('coef',coef(i))
thus sets the parameter named coef to the value stored in coef(i). If you want to set more parameters in a loop, you can use a cell array with the parameter names and the eval-command, see [DSGE multiple shocks, subfig for each shock/variable?!)
Finally, note that the oo_.exo_simul used in the simult_-command was wrong as detailed in the original post.
I tried that but matlab tells me coef is not a parameter, I just can’t figure out how the link is related to what i’m doing. Anyway, I have come to understand the problem is from dynare 4.3.3. so I reverted to to dynare 3.6.4. all is good now. I will post you a link of my codes soon. Thank you.
by the way, I regret to say but, I tried all avenues but nothing seems to work. I guess I will give up on the questions I have. I will try other avenues for solution.