Rabanal and Rubio-Ramirez

Dynare help (legacy posts)
1

Hello all,

I have seen multiple references to a dynare example file on Rabanal and Rubio-Ramirez (2001, 2003, 2005). However, I have found that this example file no longer comes with dynare. Could anyone post the old (even if deprecated) code for it? I am trying to replicate the model and keep having problems (even using the same data as the authors).

Thanks in advance

2

By the way, my code and data follow. I keep getting the “POSTERIOR KERNEL OPTIMIZATION PROBLEM!” right before getting totally non-sensical estimates. Then DYNARE just crashes with
??? Error using ==> chol
Matrix must be positive definite.
bsp.mod (1.78 KB)

3

(seems I cannot upload the data as a .mat file)

4

Could anyone at least supply me with the old example files?

5
6

I am only aware of references to the paper. Where did you find the reference to their mod-file?