% % Status : main Dynare file % % Warning : this file is generated automatically by Dynare % from model file (.mod) clear all tic; global M_ oo_ options_ ys0_ ex0_ estimation_info options_ = []; M_.fname = 'EstimationTest2'; % % Some global variables initialization % global_initialization; diary off; diary('EstimationTest2.log'); M_.exo_names = 'epsilon_istar'; M_.exo_names_tex = 'epsilon\_istar'; M_.exo_names_long = 'epsilon_istar'; M_.exo_names = char(M_.exo_names, 'epsilon_O'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_O'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_O'); M_.exo_names = char(M_.exo_names, 'epsilon_S'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_S'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_S'); M_.exo_names = char(M_.exo_names, 'epsilon_zetta'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_zetta'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_zetta'); M_.exo_names = char(M_.exo_names, 'epsilon_alphha'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_alphha'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_alphha'); M_.exo_names = char(M_.exo_names, 'epsilon_ppistar'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_ppistar'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_ppistar'); M_.exo_names = char(M_.exo_names, 'epsilon_psi'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_psi'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_psi'); M_.exo_names = char(M_.exo_names, 'epsilon_cstar'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_cstar'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_cstar'); M_.exo_names = char(M_.exo_names, 'epsilon_vv'); M_.exo_names_tex = char(M_.exo_names_tex, 'epsilon\_vv'); M_.exo_names_long = char(M_.exo_names_long, 'epsilon_vv'); M_.endo_names = 'c_H'; M_.endo_names_tex = 'c\_H'; M_.endo_names_long = 'c_H'; M_.endo_names = char(M_.endo_names, 'c_F'); M_.endo_names_tex = char(M_.endo_names_tex, 'c\_F'); M_.endo_names_long = char(M_.endo_names_long, 'c_F'); M_.endo_names = char(M_.endo_names, 'cC'); M_.endo_names_tex = char(M_.endo_names_tex, 'cC'); M_.endo_names_long = char(M_.endo_names_long, 'cC'); M_.endo_names = char(M_.endo_names, 'o_C'); M_.endo_names_tex = char(M_.endo_names_tex, 'o\_C'); M_.endo_names_long = char(M_.endo_names_long, 'o_C'); M_.endo_names = char(M_.endo_names, 'ii'); M_.endo_names_tex = char(M_.endo_names_tex, 'ii'); M_.endo_names_long = char(M_.endo_names_long, 'ii'); M_.endo_names = char(M_.endo_names, 'ppi_H'); M_.endo_names_tex = char(M_.endo_names_tex, 'ppi\_H'); M_.endo_names_long = char(M_.endo_names_long, 'ppi_H'); M_.endo_names = char(M_.endo_names, 'wr'); M_.endo_names_tex = char(M_.endo_names_tex, 'wr'); M_.endo_names_long = char(M_.endo_names_long, 'wr'); M_.endo_names = char(M_.endo_names, 'o_H'); M_.endo_names_tex = char(M_.endo_names_tex, 'o\_H'); M_.endo_names_long = char(M_.endo_names_long, 'o_H'); M_.endo_names = char(M_.endo_names, 'y_H'); M_.endo_names_tex = char(M_.endo_names_tex, 'y\_H'); M_.endo_names_long = char(M_.endo_names_long, 'y_H'); M_.endo_names = char(M_.endo_names, 'mrs'); M_.endo_names_tex = char(M_.endo_names_tex, 'mrs'); M_.endo_names_long = char(M_.endo_names_long, 'mrs'); M_.endo_names = char(M_.endo_names, 'pr_H'); M_.endo_names_tex = char(M_.endo_names_tex, 'pr\_H'); M_.endo_names_long = char(M_.endo_names_long, 'pr_H'); M_.endo_names = char(M_.endo_names, 'pr_O'); M_.endo_names_tex = char(M_.endo_names_tex, 'pr\_O'); M_.endo_names_long = char(M_.endo_names_long, 'pr_O'); M_.endo_names = char(M_.endo_names, 'rer'); M_.endo_names_tex = char(M_.endo_names_tex, 'rer'); M_.endo_names_long = char(M_.endo_names_long, 'rer'); M_.endo_names = char(M_.endo_names, 'l'); M_.endo_names_tex = char(M_.endo_names_tex, 'l'); M_.endo_names_long = char(M_.endo_names_long, 'l'); M_.endo_names = char(M_.endo_names, 'y_GDP'); M_.endo_names_tex = char(M_.endo_names_tex, 'y\_GDP'); M_.endo_names_long = char(M_.endo_names_long, 'y_GDP'); M_.endo_names = char(M_.endo_names, 'X'); M_.endo_names_tex = char(M_.endo_names_tex, 'X'); M_.endo_names_long = char(M_.endo_names_long, 'X'); M_.endo_names = char(M_.endo_names, 'M'); M_.endo_names_tex = char(M_.endo_names_tex, 'M'); M_.endo_names_long = char(M_.endo_names_long, 'M'); M_.endo_names = char(M_.endo_names, 'y_S'); M_.endo_names_tex = char(M_.endo_names_tex, 'y\_S'); M_.endo_names_long = char(M_.endo_names_long, 'y_S'); M_.endo_names = char(M_.endo_names, 'O'); M_.endo_names_tex = char(M_.endo_names_tex, 'O'); M_.endo_names_long = char(M_.endo_names_long, 'O'); M_.endo_names = char(M_.endo_names, 'pr_M'); M_.endo_names_tex = char(M_.endo_names_tex, 'pr\_M'); M_.endo_names_long = char(M_.endo_names_long, 'pr_M'); M_.endo_names = char(M_.endo_names, 'bstar'); M_.endo_names_tex = char(M_.endo_names_tex, 'bstar'); M_.endo_names_long = char(M_.endo_names_long, 'bstar'); M_.endo_names = char(M_.endo_names, 'rr'); M_.endo_names_tex = char(M_.endo_names_tex, 'rr'); M_.endo_names_long = char(M_.endo_names_long, 'rr'); M_.endo_names = char(M_.endo_names, 'ppi'); M_.endo_names_tex = char(M_.endo_names_tex, 'ppi'); M_.endo_names_long = char(M_.endo_names_long, 'ppi'); M_.endo_names = char(M_.endo_names, 'istar'); M_.endo_names_tex = char(M_.endo_names_tex, 'istar'); M_.endo_names_long = char(M_.endo_names_long, 'istar'); M_.endo_names = char(M_.endo_names, 'delttae'); M_.endo_names_tex = char(M_.endo_names_tex, 'delttae'); M_.endo_names_long = char(M_.endo_names_long, 'delttae'); M_.endo_names = char(M_.endo_names, 'alphha_H'); M_.endo_names_tex = char(M_.endo_names_tex, 'alphha\_H'); M_.endo_names_long = char(M_.endo_names_long, 'alphha_H'); M_.endo_names = char(M_.endo_names, 'psi'); M_.endo_names_tex = char(M_.endo_names_tex, 'psi'); M_.endo_names_long = char(M_.endo_names_long, 'psi'); M_.endo_names = char(M_.endo_names, 'ppistar'); M_.endo_names_tex = char(M_.endo_names_tex, 'ppistar'); M_.endo_names_long = char(M_.endo_names_long, 'ppistar'); M_.endo_names = char(M_.endo_names, 'prstar_O'); M_.endo_names_tex = char(M_.endo_names_tex, 'prstar\_O'); M_.endo_names_long = char(M_.endo_names_long, 'prstar_O'); M_.endo_names = char(M_.endo_names, 'cstar'); M_.endo_names_tex = char(M_.endo_names_tex, 'cstar'); M_.endo_names_long = char(M_.endo_names_long, 'cstar'); M_.endo_names = char(M_.endo_names, 'vv'); M_.endo_names_tex = char(M_.endo_names_tex, 'vv'); M_.endo_names_long = char(M_.endo_names_long, 'vv'); M_.endo_names = char(M_.endo_names, 'zetta'); M_.endo_names_tex = char(M_.endo_names_tex, 'zetta'); M_.endo_names_long = char(M_.endo_names_long, 'zetta'); M_.endo_names = char(M_.endo_names, 'AUX_EXPECT_LAG_1_75'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_EXPECT\_LAG\_1\_75'); M_.endo_names_long = char(M_.endo_names_long, 'AUX_EXPECT_LAG_1_75'); M_.endo_names = char(M_.endo_names, 'AUX_EXPECT_LEAD_0_141'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_EXPECT\_LEAD\_0\_141'); M_.endo_names_long = char(M_.endo_names_long, 'AUX_EXPECT_LEAD_0_141'); M_.endo_names = char(M_.endo_names, 'AUX_EXPECT_LEAD_0_69'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_EXPECT\_LEAD\_0\_69'); M_.endo_names_long = char(M_.endo_names_long, 'AUX_EXPECT_LEAD_0_69'); M_.param_names = 'gammma'; M_.param_names_tex = 'gammma'; M_.param_names_long = 'gammma'; M_.param_names = char(M_.param_names, 'thetta'); M_.param_names_tex = char(M_.param_names_tex, 'thetta'); M_.param_names_long = char(M_.param_names_long, 'thetta'); M_.param_names = char(M_.param_names, 'etta'); M_.param_names_tex = char(M_.param_names_tex, 'etta'); M_.param_names_long = char(M_.param_names_long, 'etta'); M_.param_names = char(M_.param_names, 'hh'); M_.param_names_tex = char(M_.param_names_tex, 'hh'); M_.param_names_long = char(M_.param_names_long, 'hh'); M_.param_names = char(M_.param_names, 'caprhho'); M_.param_names_tex = char(M_.param_names_tex, 'caprhho'); M_.param_names_long = char(M_.param_names_long, 'caprhho'); M_.param_names = char(M_.param_names, 'phhi_H'); M_.param_names_tex = char(M_.param_names_tex, 'phhi\_H'); M_.param_names_long = char(M_.param_names_long, 'phhi_H'); M_.param_names = char(M_.param_names, 'betta'); M_.param_names_tex = char(M_.param_names_tex, 'betta'); M_.param_names_long = char(M_.param_names_long, 'betta'); M_.param_names = char(M_.param_names, 'xi_H'); M_.param_names_tex = char(M_.param_names_tex, 'xi\_H'); M_.param_names_long = char(M_.param_names_long, 'xi_H'); M_.param_names = char(M_.param_names, 'alphha'); M_.param_names_tex = char(M_.param_names_tex, 'alphha'); M_.param_names_long = char(M_.param_names_long, 'alphha'); M_.param_names = char(M_.param_names, 'phhi_L'); M_.param_names_tex = char(M_.param_names_tex, 'phhi\_L'); M_.param_names_long = char(M_.param_names_long, 'phhi_L'); M_.param_names = char(M_.param_names, 'eps_L'); M_.param_names_tex = char(M_.param_names_tex, 'eps\_L'); M_.param_names_long = char(M_.param_names_long, 'eps_L'); M_.param_names = char(M_.param_names, 'eps_H'); M_.param_names_tex = char(M_.param_names_tex, 'eps\_H'); M_.param_names_long = char(M_.param_names_long, 'eps_H'); M_.param_names = char(M_.param_names, 'xi_L'); M_.param_names_tex = char(M_.param_names_tex, 'xi\_L'); M_.param_names_long = char(M_.param_names_long, 'xi_L'); M_.param_names = char(M_.param_names, 'omegga'); M_.param_names_tex = char(M_.param_names_tex, 'omegga'); M_.param_names_long = char(M_.param_names_long, 'omegga'); M_.param_names = char(M_.param_names, 'sigmma_L'); M_.param_names_tex = char(M_.param_names_tex, 'sigmma\_L'); M_.param_names_long = char(M_.param_names_long, 'sigmma_L'); M_.param_names = char(M_.param_names, 'deltta'); M_.param_names_tex = char(M_.param_names_tex, 'deltta'); M_.param_names_long = char(M_.param_names_long, 'deltta'); M_.param_names = char(M_.param_names, 'c_Hy_Hsteady'); M_.param_names_tex = char(M_.param_names_tex, 'c\_Hy\_Hsteady'); M_.param_names_long = char(M_.param_names_long, 'c_Hy_Hsteady'); M_.param_names = char(M_.param_names, 'cstar_Hy_Hsteady'); M_.param_names_tex = char(M_.param_names_tex, 'cstar\_Hy\_Hsteady'); M_.param_names_long = char(M_.param_names_long, 'cstar_Hy_Hsteady'); M_.param_names = char(M_.param_names, 'ettastar'); M_.param_names_tex = char(M_.param_names_tex, 'ettastar'); M_.param_names_long = char(M_.param_names_long, 'ettastar'); M_.param_names = char(M_.param_names, 'cy_steady'); M_.param_names_tex = char(M_.param_names_tex, 'cy\_steady'); M_.param_names_long = char(M_.param_names_long, 'cy_steady'); M_.param_names = char(M_.param_names, 'NXY_steady'); M_.param_names_tex = char(M_.param_names_tex, 'NXY\_steady'); M_.param_names_long = char(M_.param_names_long, 'NXY_steady'); M_.param_names = char(M_.param_names, 'cstar_Hx_steady'); M_.param_names_tex = char(M_.param_names_tex, 'cstar\_Hx\_steady'); M_.param_names_long = char(M_.param_names_long, 'cstar_Hx_steady'); M_.param_names = char(M_.param_names, 'mX_steady'); M_.param_names_tex = char(M_.param_names_tex, 'mX\_steady'); M_.param_names_long = char(M_.param_names_long, 'mX_steady'); M_.param_names = char(M_.param_names, 'oX_steady'); M_.param_names_tex = char(M_.param_names_tex, 'oX\_steady'); M_.param_names_long = char(M_.param_names_long, 'oX_steady'); M_.param_names = char(M_.param_names, 'c_Fx_steady'); M_.param_names_tex = char(M_.param_names_tex, 'c\_Fx\_steady'); M_.param_names_long = char(M_.param_names_long, 'c_Fx_steady'); M_.param_names = char(M_.param_names, 'y_Sx_steady'); M_.param_names_tex = char(M_.param_names_tex, 'y\_Sx\_steady'); M_.param_names_long = char(M_.param_names_long, 'y_Sx_steady'); M_.param_names = char(M_.param_names, 'c_Fm_steady'); M_.param_names_tex = char(M_.param_names_tex, 'c\_Fm\_steady'); M_.param_names_long = char(M_.param_names_long, 'c_Fm_steady'); M_.param_names = char(M_.param_names, 'OM_steady'); M_.param_names_tex = char(M_.param_names_tex, 'OM\_steady'); M_.param_names_long = char(M_.param_names_long, 'OM_steady'); M_.param_names = char(M_.param_names, 'o_CO_steady'); M_.param_names_tex = char(M_.param_names_tex, 'o\_CO\_steady'); M_.param_names_long = char(M_.param_names_long, 'o_CO_steady'); M_.param_names = char(M_.param_names, 'o_HO_steady'); M_.param_names_tex = char(M_.param_names_tex, 'o\_HO\_steady'); M_.param_names_long = char(M_.param_names_long, 'o_HO_steady'); M_.param_names = char(M_.param_names, 'g_Y'); M_.param_names_tex = char(M_.param_names_tex, 'g\_Y'); M_.param_names_long = char(M_.param_names_long, 'g_Y'); M_.param_names = char(M_.param_names, 'p_XxeB'); M_.param_names_tex = char(M_.param_names_tex, 'p\_XxeB'); M_.param_names_long = char(M_.param_names_long, 'p_XxeB'); M_.param_names = char(M_.param_names, 'rhho_i'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_i'); M_.param_names_long = char(M_.param_names_long, 'rhho_i'); M_.param_names = char(M_.param_names, 'rhho_istar'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_istar'); M_.param_names_long = char(M_.param_names_long, 'rhho_istar'); M_.param_names = char(M_.param_names, 'rhho_ppistar'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_ppistar'); M_.param_names_long = char(M_.param_names_long, 'rhho_ppistar'); M_.param_names = char(M_.param_names, 'omegga_ppi'); M_.param_names_tex = char(M_.param_names_tex, 'omegga\_ppi'); M_.param_names_long = char(M_.param_names_long, 'omegga_ppi'); M_.param_names = char(M_.param_names, 'omegga_y'); M_.param_names_tex = char(M_.param_names_tex, 'omegga\_y'); M_.param_names_long = char(M_.param_names_long, 'omegga_y'); M_.param_names = char(M_.param_names, 'omegga_delttae'); M_.param_names_tex = char(M_.param_names_tex, 'omegga\_delttae'); M_.param_names_long = char(M_.param_names_long, 'omegga_delttae'); M_.param_names = char(M_.param_names, 'rhho_v'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_v'); M_.param_names_long = char(M_.param_names_long, 'rhho_v'); M_.param_names = char(M_.param_names, 'rhho_O'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_O'); M_.param_names_long = char(M_.param_names_long, 'rhho_O'); M_.param_names = char(M_.param_names, 'rhho_S'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_S'); M_.param_names_long = char(M_.param_names_long, 'rhho_S'); M_.param_names = char(M_.param_names, 'rhho_alphha'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_alphha'); M_.param_names_long = char(M_.param_names_long, 'rhho_alphha'); M_.param_names = char(M_.param_names, 'rhho_zetta'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_zetta'); M_.param_names_long = char(M_.param_names_long, 'rhho_zetta'); M_.param_names = char(M_.param_names, 'rhho_psi'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_psi'); M_.param_names_long = char(M_.param_names_long, 'rhho_psi'); M_.param_names = char(M_.param_names, 'rhho_ppi'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_ppi'); M_.param_names_long = char(M_.param_names_long, 'rhho_ppi'); M_.param_names = char(M_.param_names, 'rhho_cstar'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_cstar'); M_.param_names_long = char(M_.param_names_long, 'rhho_cstar'); M_.param_names = char(M_.param_names, 'rhho_vv'); M_.param_names_tex = char(M_.param_names_tex, 'rhho\_vv'); M_.param_names_long = char(M_.param_names_long, 'rhho_vv'); M_.exo_det_nbr = 0; M_.exo_nbr = 9; M_.endo_nbr = 35; M_.param_nbr = 47; M_.orig_endo_nbr = 32; M_.aux_vars(1).endo_index = 33; M_.aux_vars(1).type = 4; M_.aux_vars(2).endo_index = 34; M_.aux_vars(2).type = 4; M_.aux_vars(3).endo_index = 35; M_.aux_vars(3).type = 4; options_.varobs = []; options_.varobs = 'y_GDP'; options_.varobs = char(options_.varobs, 'ppi_H'); options_.varobs = char(options_.varobs, 'rer'); options_.varobs_id = [ 15 6 13 ]; M_.Sigma_e = zeros(9, 9); M_.Correlation_matrix = eye(9, 9); M_.H = 0; M_.Correlation_matrix_ME = 1; M_.sigma_e_is_diagonal = 1; options_.block=0; options_.bytecode=0; options_.use_dll=0; erase_compiled_function('EstimationTest2_static'); erase_compiled_function('EstimationTest2_dynamic'); M_.lead_lag_incidence = [ 0 20 0; 0 21 0; 1 22 55; 0 23 0; 0 24 0; 2 25 56; 3 26 57; 0 27 0; 0 28 0; 0 29 0; 4 30 0; 0 31 0; 5 32 0; 0 33 0; 0 34 0; 6 35 0; 0 36 0; 7 37 0; 0 38 0; 0 39 0; 8 40 0; 9 41 0; 10 42 58; 11 43 0; 0 44 59; 12 45 0; 13 46 0; 14 47 0; 15 48 0; 16 49 0; 17 50 0; 18 51 0; 19 52 0; 0 53 0; 0 54 0;]'; M_.nstatic = 15; M_.nfwrd = 1; M_.npred = 15; M_.nboth = 4; M_.nsfwrd = 5; M_.nspred = 19; M_.ndynamic = 20; M_.equations_tags = { }; M_.static_and_dynamic_models_differ = 0; M_.exo_names_orig_ord = [1:9]; M_.maximum_lag = 1; M_.maximum_lead = 1; M_.maximum_endo_lag = 1; M_.maximum_endo_lead = 1; oo_.steady_state = zeros(35, 1); M_.maximum_exo_lag = 0; M_.maximum_exo_lead = 0; oo_.exo_steady_state = zeros(9, 1); M_.params = NaN(47, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 141; M_.NNZDerivatives(2) = 15; M_.NNZDerivatives(3) = -1; M_.params( 1 ) = .4; gammma = M_.params( 1 ); M_.params( 2 ) = 1; thetta = M_.params( 2 ); M_.params( 3 ) = .15; etta = M_.params( 3 ); M_.params( 4 ) = .5; hh = M_.params( 4 ); M_.params( 5 ) = .001; caprhho = M_.params( 5 ); M_.params( 6 ) = .75; phhi_H = M_.params( 6 ); M_.params( 7 ) = .99; betta = M_.params( 7 ); M_.params( 8 ) = .5; xi_H = M_.params( 8 ); M_.params( 9 ) = .4; alphha = M_.params( 9 ); M_.params( 10 ) = .75; phhi_L = M_.params( 10 ); M_.params( 11 ) = 9; eps_L = M_.params( 11 ); M_.params( 12 ) = 11; eps_H = M_.params( 12 ); M_.params( 13 ) = .5; xi_L = M_.params( 13 ); M_.params( 14 ) = .1; omegga = M_.params( 14 ); M_.params( 15 ) = 1; sigmma_L = M_.params( 15 ); M_.params( 16 ) = .1; deltta = M_.params( 16 ); M_.params( 17 ) = .54; c_Hy_Hsteady = M_.params( 17 ); M_.params( 18 ) = .36; cstar_Hy_Hsteady = M_.params( 18 ); M_.params( 19 ) = .1; ettastar = M_.params( 19 ); M_.params( 20 ) = 1.2; cy_steady = M_.params( 20 ); M_.params( 21 ) = (-.25); NXY_steady = M_.params( 21 ); M_.params( 22 ) = .7; cstar_Hx_steady = M_.params( 22 ); M_.params( 26 ) = .3; y_Sx_steady = M_.params( 26 ); M_.params( 27 ) = .75; c_Fm_steady = M_.params( 27 ); M_.params( 28 ) = .25; OM_steady = M_.params( 28 ); M_.params( 29 ) = .66; o_CO_steady = M_.params( 29 ); M_.params( 30 ) = .34; o_HO_steady = M_.params( 30 ); M_.params( 23 ) = 1.74; mX_steady = M_.params( 23 ); M_.params( 24 ) = .44; oX_steady = M_.params( 24 ); M_.params( 25 ) = 1.29; c_Fx_steady = M_.params( 25 ); M_.params( 31 ) = 3.5; g_Y = M_.params( 31 ); M_.params( 32 ) = 1; p_XxeB = M_.params( 32 ); M_.params( 33 ) = .75; rhho_i = M_.params( 33 ); M_.params( 36 ) = .75; omegga_ppi = M_.params( 36 ); M_.params( 37 ) = .7; omegga_y = M_.params( 37 ); M_.params( 38 ) = .70; omegga_delttae = M_.params( 38 ); M_.params( 39 ) = .7; rhho_v = M_.params( 39 ); M_.params( 40 ) = .7; rhho_O = M_.params( 40 ); M_.params( 41 ) = .7; rhho_S = M_.params( 41 ); M_.params( 42 ) = .7; rhho_alphha = M_.params( 42 ); M_.params( 43 ) = .7; rhho_zetta = M_.params( 43 ); M_.params( 44 ) = .7; rhho_psi = M_.params( 44 ); M_.params( 45 ) = .7; rhho_ppi = M_.params( 45 ); M_.params( 46 ) = .7; rhho_cstar = M_.params( 46 ); M_.params( 47 ) = .7; rhho_vv = M_.params( 47 ); M_.params( 34 ) = .7; rhho_istar = M_.params( 34 ); M_.params( 35 ) = .7; rhho_ppistar = M_.params( 35 ); global estim_params_ estim_params_.var_exo = []; estim_params_.var_endo = []; estim_params_.corrx = []; estim_params_.corrn = []; estim_params_.param_vals = []; estim_params_.param_vals = [estim_params_.param_vals; 4, NaN, (-Inf), Inf, 3, .5, .25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 2, NaN, (-Inf), Inf, 4, 1, .3, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 3, NaN, (-Inf), Inf, 4, .15, .05, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 19, NaN, (-Inf), Inf, 3, .1, .01, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 16, NaN, (-Inf), Inf, 2, .1, .01, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 15, NaN, (-Inf), Inf, 3, 1, .3, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 5, NaN, (-Inf), Inf, 4, .75, .2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 14, NaN, (-Inf), Inf, 4, .1, .5, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 9, NaN, (-Inf), Inf, 2, .3, .1, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 6, NaN, (-Inf), Inf, 2, .75, .05, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 10, NaN, (-Inf), Inf, 2, .75, .05, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 8, NaN, (-Inf), Inf, 2, .1, .01, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 13, NaN, (-Inf), Inf, 2, .1, .01, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 33, NaN, (-Inf), Inf, 2, .75, .2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 36, NaN, (-Inf), Inf, 3, .75, .15, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 37, NaN, (-Inf), Inf, 3, .75, .15, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 38, NaN, (-Inf), Inf, 4, .5, .15, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 42, NaN, (-Inf), Inf, 2, .75, .25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 41, NaN, (-Inf), Inf, 2, .75, .25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 46, NaN, (-Inf), Inf, 2, .75, .25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 34, NaN, (-Inf), Inf, 2, .75, .25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 35, NaN, (-Inf), Inf, 2, .75, .25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 43, NaN, (-Inf), Inf, 2, .75, .25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 44, NaN, (-Inf), Inf, 2, .75, .25, NaN, NaN, NaN ]; % % INITVAL instructions % options_.initval_file = 0; oo_.steady_state( 1 ) = 0; oo_.steady_state( 2 ) = 0; oo_.steady_state( 3 ) = 0; oo_.steady_state( 4 ) = 0; oo_.steady_state( 5 ) = 0; oo_.steady_state( 6 ) = 0; oo_.steady_state( 7 ) = 0; oo_.steady_state( 8 ) = 0; oo_.steady_state( 9 ) = 0; oo_.steady_state( 10 ) = 0; oo_.steady_state( 13 ) = 0; oo_.steady_state( 11 ) = 0; oo_.steady_state( 12 ) = 0; oo_.steady_state( 14 ) = 0; oo_.steady_state( 15 ) = 0; oo_.steady_state( 16 ) = 0; oo_.steady_state( 17 ) = 0; oo_.steady_state( 18 ) = 0; oo_.steady_state( 19 ) = 0; oo_.steady_state( 20 ) = 0; oo_.steady_state( 21 ) = 0; oo_.steady_state( 22 ) = 0; oo_.steady_state( 23 ) = 0; oo_.steady_state( 24 ) = 0; oo_.steady_state( 25 ) = 0; oo_.steady_state( 26 ) = 0; oo_.steady_state( 28 ) = 0; oo_.steady_state( 27 ) = 0; oo_.steady_state( 29 ) = 0; oo_.steady_state( 30 ) = 0; oo_.steady_state( 31 ) = 0; oo_.steady_state(33)=oo_.steady_state(25); oo_.steady_state(34)=oo_.steady_state(7); oo_.steady_state(35)=oo_.steady_state(23); if M_.exo_nbr > 0; oo_.exo_simul = [ones(M_.maximum_lag,1)*oo_.exo_steady_state']; end; if M_.exo_det_nbr > 0; oo_.exo_det_simul = [ones(M_.maximum_lag,1)*oo_.exo_det_steady_state']; end; maxit_=100; steady; oo_.dr.eigval = check(M_,options_,oo_); model_diagnostics(M_,options_,oo_); model_info(); % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(1, 1) = 1; M_.Sigma_e(3, 3) = 1; M_.Sigma_e(4, 4) = 1; M_.Sigma_e(5, 5) = 1; M_.Sigma_e(6, 6) = 1; M_.Sigma_e(7, 7) = 1; M_.Sigma_e(8, 8) = 1; options_.ar = 30; options_.bayesian_irf = 1; options_.conf_sig = 90; options_.forecast = 20; options_.mh_drop = .75; options_.mh_init_scale = .05; options_.mh_jscale = .02; options_.mh_nblck = 1; options_.mh_replic = 300000; options_.mode_check.status = 1; options_.mode_compute = 6; options_.moments_varendo = 1; options_.datafile = 'varobs3'; options_.nobs = 52; options_.order = 1; var_list_=[]; dynare_estimation(var_list_); options_ident = struct(); dynare_identification(options_ident); options_gsa = struct(); options_gsa.ar = 30; options_gsa.identification = 1; options_gsa.morris = 2; dynare_sensitivity(options_gsa); save('EstimationTest2_results.mat', 'oo_', 'M_', 'options_'); if exist('estim_params_', 'var') == 1 save('EstimationTest2_results.mat', 'estim_params_', '-append'); end if exist('bayestopt_', 'var') == 1 save('EstimationTest2_results.mat', 'bayestopt_', '-append'); end if exist('dataset_', 'var') == 1 save('EstimationTest2_results.mat', 'dataset_', '-append'); end if exist('estimation_info', 'var') == 1 save('EstimationTest2_results.mat', 'estimation_info', '-append'); end disp(['Total computing time : ' dynsec2hms(toc) ]); if ~isempty(lastwarn) disp('Note: warning(s) encountered in MATLAB/Octave code') end diary off