.mod not running in Julia

Santiago_D · April 30, 2024, 11:18pm

Good morning,

Using Dynare in Julia I tried to run a .mod file:


var C Y K I Z;
varexo e;

parameters alpha delta s rho beta Kss Yss Css Iss; 

alpha = 0.35;  % Parameter values
delta = 0.025;
rho = 0.75; 
beta = 0.99;
Kss=(alpha/((1/beta)+delta-1))^(1/(1-alpha));
Yss=Kss^(alpha);
Iss=delta*Kss;
Css=Yss-Iss;

model(linear);
  (1/beta)*(C(+1)-C)=(alpha*(Kss)^(alpha-1))*(Z(+1)+(alpha-1)*K);
  Yss*Y=Css*C+Iss*I;
  Y=Z+K(-1)*alpha;
  K= (1 - delta)*K(-1) + delta*I;
  Z = rho*Z(-1)+e;
end;

shocks;
  var e; stderr 1;
end;

steady;


stoch_simul(order=1);

I am getting the following error:

2024-04-30T18:58:04.458: End of preprocessing

2024-04-30T18:58:04.462: Start parse_statements!

Steady state

───┬─────

C │ 0.0

Y │ 0.0

K │ 0.0

I │ 0.0

Z │ 0.0

───┴─────

ErrorException(“cfunction: closures are not supported on this platform”)

2024-04-30T18:58:04.479: End parser

Does anyone know what may be happening? May be this is due to the last version of Julia that was just released,I would really appreciate any indication.

Thank you very much.

MichelJuillard · May 1, 2024, 9:18am

Hello Santiago,

thanks for reporting the issue. I can’t reproduce the problem on my x86_64 Linux computer, but the error message mentions that the problem is platform specific.

Which version of Dynare.jl are you running?
What is the output of versioninfo()
please run context = @dynare <MODFILE> "stoponerror"; and send me the entire output

Best

Michel

Santiago_D · May 1, 2024, 4:08pm

Thank you for your timely reply:

I am using a Mac with M1 chip, with macOS Sonoma 14.4.1, the version of Julia is 1.10.3 and of Dynare is 0.9.11.
julia> versioninfo()

Julia Version 1.10.3

Commit 0b4590a5507 (2024-04-30 10:59 UTC)

Build Info:

Official https://julialang.org/ release

Platform Info:

OS: macOS (arm64-apple-darwin22.4.0)

CPU: 8 × Apple M1

WORD_SIZE: 64

LIBM: libopenlibm

LLVM: libLLVM-15.0.7 (ORCJIT, apple-m1)

Threads: 1 default, 0 interactive, 1 GC (on 4 virtual cores)

ERROR: LoadError: cfunction: closures are not supported on this platform

Stacktrace:

[1] gges!(ws::FastLapackInterface.GeneralizedSchurWs{…}, jobvsl::Char, jobvsr::Char, A::Matrix{…}, B::Matrix{…}; select::PolynomialMatrixEquations.var"#1#2"{…}, resize::Bool)

@ FastLapackInterface ~/.julia/packages/FastLapackInterface/twXNG/src/schur.jl:334

[2] gges!

@ ~/.julia/packages/FastLapackInterface/twXNG/src/schur.jl:309 [inlined]

[3] gs_solver!(ws::PolynomialMatrixEquations.GsSolverWs, d::Matrix{…}, e::Matrix{…}, n1::Int64, qz_criterium::Float64)

@ PolynomialMatrixEquations ~/.julia/packages/PolynomialMatrixEquations/5luE3/src/GeneralizedSchurDecompositionSolver.jl:38

[4] solve!

@ ~/.julia/packages/LinearRationalExpectations/08GHW/src/linear_rational_expectations.jl:148 [inlined]

[5]

@ LinearRationalExpectations ~/.julia/packages/LinearRationalExpectations/08GHW/src/linear_rational_expectations.jl:157

[6] first_order_solver!(results::LinearRationalExpectations.LinearRationalExpectationsResults, jacobian::Matrix{…}, options::LinearRationalExpectations.LinearRationalExpectationsOptions, ws::LinearRationalExpectations.LinearRationalExpectationsWs)

@ LinearRationalExpectations ~/.julia/packages/LinearRationalExpectations/08GHW/src/linear_rational_expectations.jl:478

[7] compute_first_order_solution!(context::Context, endogenous::Vector{…}, exogenous::Vector{…}, steadystate::Vector{…}, params::Vector{…}, model::Model, ws::Dynare.DynamicWs, css_ws::Dynare.ComputeStochSimulWs, options::Dynare.StochSimulOptions; variance_decomposition::Bool)

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/perturbations.jl:652

[8] compute_first_order_solution!

@ ~/.julia/packages/Dynare/ZWnXf/src/perturbations.jl:626 [inlined]

[9] compute_stoch_simul!(context::Context, ws::Dynare.DynamicWs, css_ws::Dynare.ComputeStochSimulWs, params::Vector{…}, options::Dynare.StochSimulOptions; kwargs::@Kwargs{…})

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/perturbations.jl:540

[10] compute_stoch_simul!

@ ~/.julia/packages/Dynare/ZWnXf/src/perturbations.jl:522 [inlined]

[11] stoch_simul_core!(context::Context, ws::Dynare.DynamicWs, options::Dynare.StochSimulOptions)

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/perturbations.jl:454

[12] stoch_simul!(context::Context, field::Dict{String, Any})

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/perturbations.jl:390

[13] parse_statements!(context::Context, statements::Vector{Any})

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/DynareParser.jl:328

[14] parser(modfilename::String, commandlineoptions::Dynare.CommandLineOptions)

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/DynareParser.jl:224

[15] dynare(modfile_arg::String, args::String)

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/Dynare.jl:104

[16] var"@dynare"(source::LineNumberNode, module::Module, modfile_arg::String, args::Vararg{Any})

@ Dynare ~/.julia/packages/Dynare/ZWnXf/src/Dynare.jl:67

in expression starting at REPL[4]:1

Some type information was truncated. Use show(err) to see complete types.

The error seems to be related with the stoch_simul function as the steady state is computed.

MichelJuillard · May 1, 2024, 5:18pm

Thanks Santiago. Very useful. I will see how to fix gees!

Best

Michel

MichelJuillard · May 1, 2024, 8:49pm

I have updated FastLapackInterface. Santiago, could you please test it?

using Pkg
Pkg.activate(; temp=true)
Pkg.add(name="FastLapackInterface", rev="noclosure")
Pkg.test("FastLapackInterface")

If it works on your M1 machine I will publish the new version and it will work with Dynare.jl

Santiago_D · May 1, 2024, 10:31pm

Professor Juillard, I ran the code:

using Pkg
Pkg.activate(; temp=true)
Pkg.add(name="FastLapackInterface", rev="noclosure")
Pkg.test("FastLapackInterface")

The FastLapackInterface tests were passed, but I am getting the same error after running the .mod file: