Dear Johannes,
I have a few questions for you:
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Related to the problem in the previous post on July 21 (A question on mode_file option in Dynare), have the two files (dynare_estimation_1.m and dynare_estimation_init.m) been updated in version 4.4.3 or the latest unstable version of Dynare? I am asking because everytime I update Dynare, I have to copy the files you sent me on July 21 (which are attached) and then paste them in the installed folder to make sure the two files are good. This brought a lot of inconvenience.
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Also related to the first question. I installed Dynare unstable version 2014-08-15. Without replacing the two files (dynare_estimation_1.m and dynare_estimation_init.m), I found that I could do identification analysis without estimation before it. And everything was fine. When I replace dynare_estimation_init.m with the one you provided on Aug 14 in this post, I got the following error message:
Error using union>unionR2012a (line 320)
Inputs A and B must be matrices with the same number of columns in the ‘rows’ case.
Error in union (line 142)
[varargout{1:nlhs}] = unionR2012a(varargin{1:2},logical(flaginds(1:3)));
Error in dynare_estimation_init (line 347)
k2 = union(var_obs_index,[M_.nstatic+1:M_.nstatic+M_.nspred]’, ‘rows’);
Error in dynare_estimation_1 (line 81)
[dataset_,dataset_info, xparam1, hh, M_, options_, oo_, estim_params_, bayestopt_] = …
Error in dynare_estimation (line 89)
dynare_estimation_1(var_list,dname);
Error in Experiment (line 544)
dynare_estimation(var_list_);
Error in dynare (line 185)
evalin(‘base’,fname) ;
I am just wondering what is happening. Does it mean there is still some bugs in dynare_estimation_init.m you sent me on Aug 14 and the bugs have been corrected so dynare_estimation_init.m in the latest version is good? Also, do I still need to replace dynare_estimation_1.m and dynare_estimation_init.m in unstable version 2014-08-15 with the files you sent me on July 21?
- When I do identification analysis directly (without estimation), I got the following message at the beginning:
The steadystate file changed the values for the following parameters:
tau
kappa
r_Q
PI_Q
gamma_Q
rho_d
rho_g
rho_z
sigma_d
sigma_g
sigma_z
sigma_R
rho_R
psi_R_PI
psi_R_y
betta
gamma_ss
r_ss
PI_ss
R_ss
omega_ss
The derivatives of jacobian and steady-state will be computed numerically
What does this message mean? Does this affect my result? I guess this might not hurt. Please give me some clarification.
Thank you very much!
dynare_estimation_init.m (22.7 KB)
dynare_estimation_1.m (49 KB)