IRF_no_shock_mat with Nan

Stochastic simulations
1

Hello, Prof. Pfeifer
I want to simulate shocks in dsge model, but the IRF_no_shock_mat shows NaN, resulting in no simulated values.

IRF_no_shock_mat = simult_(M_,options_,oo_.dr.ys,oo_.dr,shock_mat_with_zeros,options_.order)'; %simulate series

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2

That looks like a case with too big shocks, where the simulations explode. Have you tried pruning?

3

Thanks for your reply, Prof. Pfeifer. With pruning, the code can run.