Identification message warning

Identification/Sensitivity
1

When I run the identification command
I get this warning message :
Attempted to access x(0,14); index must be a positive integer or logical.

Error in dsge_mada_debt1_dynamic (line 155)
rhs =params(37)*y(10)+params(38)*x(it_-1, 14)+params(39)*x(it_-2,
14)+params(40)*x(it_-3, 14);

Error in identification_analysis (line 80)
[residual, g1 ] = feval([M_.fname,’_dynamic’],yy0, …

Error in dynare_identification (line 307)
[idehess_point, idemoments_point, idemodel_point, idelre_point,
derivatives_info_point, info, options_ident] = …

Error in dsge_mada_debt1 (line 763)
dynare_identification(options_ident);

Error in dynare (line 235)
evalin(‘base’,fname) ;

What does it mean

Thanks Prof @jpfeifer

2

Which version of Dynare are you using? If the problem persists with 4.5.6 please provide the file.

3

I’m using 4.5.6 dynare version and the problem pesrist.

Thanks Prof @jpfeifer
dsge_mada_debt1.mod (26.8 KB)

4

This is a bug related to the fact that you are using a moving average process where the exogenous variable etalibor shows up with a lag etalibor(-3). @rattoma Could you please have a look?

5

thank you Prof @jpfeifer. What do you think Prof @rattoma ?

6

yes, I think it is the lagged exogenous. until I will try to fix the bug, I would suggest you to define an endogenous variable:

vetalibor = etalibor;

and use the new vetalibor with the lags definitions. This should allow you to run the identification tests.

1 Like
7

Thank you @rattoma Now it’s working

best regards