Dears,
I am examining the active passive fiscal monetary policy coordination using TANK model (to estimate using real economic data)
However, i can’t generate results. I attach my data and mod file. Any guidance is helpful.
I try to listen and understand the youtube lecture of @jpfeifer (Full information estimation of linear DSGE models, by Johannes Pfeifer) and take few codes from there but failed to generate IRFs.
data_S.mat (10.8 KB)
rsa24.mod (9.1 KB)
You did not provide the parameter file you are using.
Dear @jpfeifer, enclosed is the parameters file.
Best
Gabriel
declare_parameters.m (6.7 KB)
Dear @jpfeifer
I guess the parameters file is enclosed. Can I get IRFs now? Thanks @jpfeifer
set_parameters.m (273 Bytes)
I still cannot run your files. What do I need to do?
Dear @jpfeifer,
I am trying to replicate it from Leeper et al (2017) and incorporate additional codes from other sources to work with real economic data (not simulation) but failed to generate results. could you please suggest where the problem is. I am sorry for taking up ur time
Best
The parameter files you posted do not match the model files. You should first make sure a model where you pick the parameters runs. Moreover, you have commands in the model that do not match the variable names.