Dear all,
I built a two sector model and try to simulate the model under the deterministic case. The model run well under the stochastic case. However, perfect_foresight_solver always fail under various parameter specifications. The results show that,
"
There are 15 eigenvalue(s) larger than 1 in modulus
for 15 forward-looking variable(s)
The rank condition is verified.
MODEL_DIAGNOSTICS: No obvious problems with this mod-file were detected.
Perfect foresight solution found.
Total computing time : 0h00m00s
Largest absolute residual at iteration 1: 0.016
Largest absolute residual at iteration 2: 0.001
Largest absolute residual at iteration 3: 0.000
Largest absolute residual at iteration 4: 0.000
Largest absolute residual at iteration 1: 0.055
Largest absolute residual at iteration 2: 0.395
Largest absolute residual at iteration 3: 0.193
Largest absolute residual at iteration 4: 0.100
Largest absolute residual at iteration 5: 0.215
Largest absolute residual at iteration 6: 0.157
Largest absolute residual at iteration 7: 0.087
Largest absolute residual at iteration 8: 0.032
Largest absolute residual at iteration 9: 0.044
Largest absolute residual at iteration 10: 0.530
Largest absolute residual at iteration 11: 0.246
Largest absolute residual at iteration 12: 0.120
Largest absolute residual at iteration 13: 0.083
Largest absolute residual at iteration 14: 0.021
Largest absolute residual at iteration 15: 0.042
Largest absolute residual at iteration 16: 0.019
Largest absolute residual at iteration 17: 0.059
Largest absolute residual at iteration 18: 0.080
Largest absolute residual at iteration 19: 0.023
Largest absolute residual at iteration 20: 1.222
Largest absolute residual at iteration 21: 0.545
Largest absolute residual at iteration 22: 0.256
Largest absolute residual at iteration 23: 0.134
Largest absolute residual at iteration 24: 0.038
Largest absolute residual at iteration 25: 2602.732
Largest absolute residual at iteration 26: 957.669
Largest absolute residual at iteration 27: 352.398
Largest absolute residual at iteration 28: 129.719
Largest absolute residual at iteration 29: 47.795
Largest absolute residual at iteration 30: 17.656
Largest absolute residual at iteration 31: 6.564
Largest absolute residual at iteration 32: 2.478
Largest absolute residual at iteration 33: 0.972
Largest absolute residual at iteration 34: 0.419
Largest absolute residual at iteration 35: 0.206
Largest absolute residual at iteration 36: 0.082
Largest absolute residual at iteration 37: 1.080
Largest absolute residual at iteration 38: 0.454
Largest absolute residual at iteration 39: 0.200
Largest absolute residual at iteration 40: 0.103
Largest absolute residual at iteration 41: 437073816890984.750
Warning: Matrix is close to singular values or poorly scaled. Results may be inaccurate.
RCOND = 2.545565e-20。
位置:sim1>lin_solve (第 236 行)
位置: sim1 (第 165 行)
位置: my_extended_path (第 15 行)
位置: sim_two_sim (第 32 行)
位置: sim_figs2_3 (第 9 行)"
I am using Dynare 4.4.3. and the main program is sim_two_sim.
NL_Rotem_sim_steadystate.m (7.9 KB)
sim_two_sim.m (1.6 KB)
sim1.m (10.6 KB)
NL_Rotem_sim.mod (17.3 KB)
my_extended_path.m (1.2 KB)