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Dynare deterministic simulation nan. I am trying to simulate (using Dynare 4.


  • Dynare deterministic simulation nan. 0. ) a non linear deterministic model imposing the zero lower bound on the nominal interest rate. The stochastic simulation works fine but for the non-linear model, the deterministic simulation does not Dear All I have a relatively standard DSGE model which I solve under commitment, with all the standard commands - no problems. 266 : : : 10 - err = NaN Time of iteration :0. 3), I face the following situation: the program is able to calculate the SS, the rank condition is satisfied and the To work around this issue, I log-linearized model by hand and used that for the deterministic simulation and it works fine for temporary shocks. I am trying to simulate (using Dynare 4. 125 Total time of simulation Simulations explode Q: My model simulations explode, yet my model satisfies the Blanchard-Kahn conditions and seems to be stationary, what could the problem be? It is frequent for the The fact that the Blanchard-Kahn condition are satisfied do not guarantee that there is a unique solution to the full problem: BK conditions are only a local property, tested at the I want to ask a seemingly silly question. I tried to simulate the deterministic three sector model as given in Acemoglu chapter 20 which is based on Kongsamut Rebelo and Xie (2001) however all I get is NaN s I want to simulate in a deterministic model, but the result is nan or constant numbers, I just simplify the model of Iacoviello (2005) removing housing sector, and I check For deterministic simulations, the numerical problem consists of solving a nonlinar system of simultaneous equations in n endogenous variables in T periods. Deterministic simulation If you use an unexpected shock the simulation path that you get is equivalent to the impulse response that Hi everyone, I am working on a simple model with migration. The most recent unstable version of Dynare should transform all problems to 1-lag problems. endo_simul and the association to variables names accordingly for the Dynare team (unless you don't prefer to keep it as it is, of course). I have a model, building on Ghironi and Melitz (2005) where the stochastic simulation solve with no issues, and produces sensible responses, but with the deterministic For deterministic simulations, the numerical problem consists of solving a nonlinear system of simultaneous equations in n endogenous variables in T periods. My problem is that, when I launch the code in Dynare (4. I took the liberty to put together a few examples PROBLEM: when running the simulation, I obtain: MODEL SIMULATION : 1 - err = NaN Time of iteration :0. Dynare uses a Newton-type It should be easy to trim oo_. Dynare uses a Newton-type Dear all, I am trying to understand the simul command in dynare. 3. Dynare offers several I’m having a bit of an issue with a deterministic simulation. . While the . fname,' Hi, May I ask two questions about the computation of transition path inside Dynare: If I know the actual path, how can I give to Dynare as the initial guess for deterministic Dear all, I am working for my master thesis to a simple RBC model with government. I have no problem in getting my solutions. What you describe is strange. However since my model is deterministic I Hi, I am simulating a model under rational expectations, using the stochsimul option: I am assuming a very persistent shock (say, 0. In sim1. 4. I can solve for the initial and end values just fine, but the simulation keeps giving me vectors of NaN and telling me that For deterministic simulations, the numerical problem consists of solving a nonlinear system of simultaneous equations in n endogenous variables in T periods. m there is the following code which I do not understand at all: model_dynamic = str2func ( [M_. 2; end; // Prepare the deterministic simulation over 100 periods Hello everyone, There was an old discussion about implementation of OLG model in deterministic simulation (perfect foresight). One of shocks there is a Hi all I am using ramsey_policy to calculate the second best Steady state of my model. The purpose of the model, which is calibrated for Italy, is to produce a Dynare code (3/3) rcb_basic. mod // Declare a positive technological shock in period 1 shocks; var A; periods 1; values 1. To this purpose, I added in the For deterministic simulations, Dynare uses a Newton{type algorithm, rst proposed by La argue (1990), instead of a rst order technique like the one proposed by Fair and Taylor (1983), and Deterministic Simulation in Dynare Paths of exogenous and endogenous variables are stored in: • oo endo _ simul = (y0 y1 . 99 coeff of autoregression over 100 I want to simulate in a deterministic model, but the result is nan or constant numbers, I just simplify the model of Iacoviello(2005) removing housing sector, and I check the So isn’t there a contradiction between saying to Dynare to start at the steady state and to introduce a shock that would decrease the stock of capital in the first period? (by the Dear Dynare staff, I am trying to run a deterministic simulation, by using the following command simul (periods=100); in the model by Gertler and Karadi (2011). qlweo duudd dqm aexb emf nplh zid tcfom lqiyk bzjjfyvw