Output gap estimation


#1

Hi,

I am trying to estimate output gap with a very simple model, but i meet the following error:

[quote]Error using +
Matrix dimensions must agree.

Error in prior_posterior_statistics_core (line 274)
stock_filter_step_ahead(ii,IdObs,:,irun(4)) =
squeeze(stock_filter_step_ahead(ii,IdObs,:,irun(4)))…

Error in prior_posterior_statistics (line 241)
[fout] = prior_posterior_statistics_core(localVars,1,B,0);

Error in dynare_estimation_1 (line 520)
prior_posterior_statistics(‘posterior’,dataset_,dataset_info);

Error in dynare_estimation (line 105)
dynare_estimation_1(var_list,dname);

Error in t (line 145)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin(‘base’,fname) ;[/quote]

Could anyone help me with this? Tanks a lot!

Best,
Elizaveta
t.mod (677 Bytes)
data_i.m (1.68 KB)


#2

Dear Elizaveta,

This is most likely a bug when we add back the trend in the filtered variables. Could you please try by replacing the file prior_posterior_statistics_core.m in the Matlab subfolder by the one attached to this post. Also I rewrote (and renamed) the mod file. Please confirm if these files fix the issue (we will then release the patch in 4.5.1).

Best,
Stéphane.
prior_posterior_statistics_core.m (21.4 KB)
example.mod (683 Bytes)


#3

Dear Stéphane,

Running your example.mod file repeats the same error. New file solves the problem! Thanks a lot.

Best,
Elizaveta


#4

Thanks Elizaveta. I need to check that the patch does not cause problems elsewhere… If not, it will be in 4.5.1 bug fix release (to be published next week).

Best,
Stéphane.