Starting preprocessing of the model file ...
Found 10 equation(s).
Evaluating expressions...done
Computing static model derivatives (order 1).
Computing dynamic model derivatives (order 1).
Processing outputs ...
done
Preprocessing completed.
[警告: Some of the parameters have no value (sigmaa, sigmap) when using steady. If these parameters are not initialized in a
steadystate file or a steady_state_model-block, Dynare may not be able to solve the model...]
STEADY-STATE RESULTS:
c 0.67466
p -1.60944
A 0
k 2.07031
n 0.149509
b -1.40001e-05
R 0.156459
y 1.01385
w 0.266507
i -0.23214
[警告: Some of the parameters have no value (sigmaa, sigmap) when using stoch_simul. If these parameters are not initialized in
a steadystate file or a steady_state_model-block, Dynare may not be able to solve the model...]
MODEL SUMMARY
Number of variables: 10
Number of stochastic shocks: 2
Number of state variables: 3
Number of jumpers: 5
Number of static variables: 4
MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS
Variables ea ep
ea NaN 0.000000
ep 0.000000 NaN
POLICY AND TRANSITION FUNCTIONS
c p A k n b R y w i
Constant 0.674660 -1.609438 0 2.070305 0.149509 -0.000014 0.156459 1.013853 0.266507 -0.232140
k(-1) 0.658742 0 0 0.846579 -0.244291 0 -0.107074 0.315640 0.559931 -0.534013
p(-1) 0.001321 0.700000 0 -0.001239 -0.004698 -0.000010 -0.000406 -0.002593 0.002104 -0.012287
A(-1) 0.356910 0 0.700000 0.323526 0.881391 0 0.185367 1.184765 0.303374 3.234853
ea 0.509872 0 1.000000 0.462180 1.259130 0 0.264811 1.692522 0.433391 4.621218
ep 0.001887 1.000000 0 -0.001769 -0.006711 -0.000014 -0.000580 -0.003705 0.003006 -0.017552
{错误使用 chol
矩阵必须为正定矩阵。
出错 th_autocovariances (line 191)
cs = chol(SS)';
出错 disp_th_moments (line 40)
[oo_.gamma_y,stationary_vars] = th_autocovariances(dr, ivar, M_, options_, nodecomposition);
出错 stoch_simul (line 194)
oo_=disp_th_moments(oo_.dr,var_list,M_,options_,oo_);
出错 model2.driver (line 302)
[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);
出错 dynare (line 293)
evalin('base',[fname '.driver']) ;
}