>> dynareOBC Simple1 You have the latest DynareOBC release. Cleaning up. Not using the mex version of spkron. Not using the mex version of ptest. Not using the mex version of AltPTest. Not using the mex version of QuickPCheck. Performing first dynare run to perform pre-processing. Configuring Dynare ... [mex] Generalized QZ. [mex] Sylvester equation solution. [mex] Kronecker products. [mex] Sparse kronecker products. [mex] Local state space iteration (second order). [mex] Bytecode evaluation. [mex] k-order perturbation solver. [mex] k-order solution simulation. [mex] Quasi Monte-Carlo sequence (Sobol). [mex] Markov Switching SBVAR. Using 64-bit preprocessor Starting Dynare (version 4.5.6). Starting preprocessing of the model file ... Preprocesser stopped after macroprocessing step because of 'onlymacro' option. Searching the pre-processed output for non-differentiable functions. Performing second dynare run to get the steady-state. Configuring Dynare ... [mex] Generalized QZ. [mex] Sylvester equation solution. [mex] Kronecker products. [mex] Sparse kronecker products. [mex] Local state space iteration (second order). [mex] Bytecode evaluation. [mex] k-order perturbation solver. [mex] k-order solution simulation. [mex] Quasi Monte-Carlo sequence (Sobol). [mex] Markov Switching SBVAR. Using 64-bit preprocessor Starting Dynare (version 4.5.6). Starting preprocessing of the model file ... WARNING: you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which is unsuitable for a stochastic context; see the reference manual, section about "Expressions", for more details. Found 3 equation(s). Evaluating expressions...done Computing static model derivatives: - order 1 Computing dynamic model derivatives: - order 1 Processing outputs ... done Preprocessing completed. Total computing time : 0h00m00s Note: 1 warning(s) encountered in the preprocessor Restoring paths and globals from: C:\dynareOBC/FastStart.mat Generating the final mod file. Making the final call to dynare, as a first step in solving the full model. Configuring Dynare ... [mex] Generalized QZ. [mex] Sylvester equation solution. [mex] Kronecker products. [mex] Sparse kronecker products. [mex] Local state space iteration (second order). [mex] Bytecode evaluation. [mex] k-order perturbation solver. [mex] k-order solution simulation. [mex] Quasi Monte-Carlo sequence (Sobol). [mex] Markov Switching SBVAR. Using 64-bit preprocessor Starting Dynare (version 4.5.6). Starting preprocessing of the model file ... Found 4 equation(s). Evaluating expressions...done Computing static model derivatives: - order 1 Computing dynamic model derivatives: - order 1 Processing outputs ... done Preprocessing completed. Total computing time : 0h00m00s Beginning to solve the model. Solving the model for specific parameters. Saving NLMA parameters. Retrieving IRFs to shadow shocks. Preparing normalized sub-matrices. Largest P-matrix found with a simple criterion included elements up to horizon 0 periods. The search for solutions will start from this point. Pre-calculating the augmented state transition matrices and possibly conditional covariances. Performing initial checks on the model. M is not an S matrix, so there are some q for which the LCP (q,M) has no solution. varsigma bounds (positive means M is an S matrix): 0 0 sum of y from the alternative problem (zero means M is an S matrix): 32 Skipping tests of feasibility with infinite T (TimeToEscapeBounds). To run them, set FeasibilityTestGridSize=INTEGER where INTEGER>0. Checking whether the contiguous principal sub-matrices of M have positive determinants, using the non-MEX version of QuickPCheck. To skip this, run DynareOBC with the SkipQuickPCheck command line option. The sub-matrix with indices 1:1 has determinant 0, so M is not a P-matrix when T (TimeToEscapeBounds) is at least 1. The M matrix with T (TimeToEscapeBounds) equal to 32 is not a P-matrix. There are multiple solutions to the model in at least some states of the world. The one returned will depend on the chosen value of omega. Discovering and testing the installed MILP solver. Found working solver: GUROBI Cleaning up.