Optimal Simple Rule - optim_params

Optimal Policy
1

Dear all,

I am using dynare to find the optimal simple rule (osr); The code works properly and the optimal level of the rule’s parameters and the minimized level of the loss functions are displayed; the impulse responses are plotted.

However, I have a stupid problem with the output structure. Following the guide, in the structure oo_.osr. I should find:

  • minimized value of the objective function oo_.osr.objective_function
  • optimal value of the rule’s parameters oo_.osr.optim_params
  • and many others elements.

Unfortunately, I find in the structure ONLY the objective function. Why? Do I have to set some options in the function osr? I am using MATLAB R2015b (notebook mac) with Dynare 4.3.3 (any bugs in the program?).

Thank you very much!

Best,
MB

2

SOLVED! Apparently it was a problem related to Dynare 4.3.3. With Dynare 4.5.3. The problem does not persist!

3

That is not a problem with Dynare 4.3.3, but rather it was a feature that has only later been introduced.