Use_dll: k_order_perturbation Caught Kord exception

Stochastic simulations
1

Hi,

does anyone know what the error message

[quote]??? Error using ==> k_order_perturbation
Caught Kord exception: NaN or Inf asserted in first order derivatives in FirstOrder::solve

Error in ==> k_order_pert at 21
[g_0, g_1, g_2, g_3] = k_order_perturbation(dr,0,M,options, oo , ‘.’ …

Error in ==> dr1 at 56
[dr,info] = k_order_pert(dr,M_,options_,oo_);

Error in ==> resol at 128
[dr,info,M_,options_,oo_] = dr1(dr,check_flag,M_,options_,oo_);

Error in ==> stoch_simul at 42
[oo_.dr, info] = resol(oo_.steady_state,0);[/quote]

means. I am running a model on Dynare 4.1.2 using

and

The second order approximation runs without problems, so I am wondering where the problem with the first order derivatives derives from.

2

I would need to try this *.mod file on my own machine.

Best

Michel

3

Hi,

This bug has been fixed in the unstable version of Dynare.

The bugfix will also be included in the 4.1.3 release, which should arrive very soon.

Best

4

Hi,

I know this thread is a little old, but I’m currently encountering the very same problem running Dynare 4.4.2.
Second order is fine, but third order I get the error

[quote]dynare:k_order_perturbation: Caught Kord exception: NaN or Inf asserted in first order derivatives in FirstOrder::solve
Error using print_info (line 68)
k_order_pert was unable to compute the solution[/quote]

using

I do not really know what to make out of this. Any help would be appreciated.

Thanks,

Thomas

5

Without the *.mod file it is very difficult to say where the problem may come from

Best

Michel