% % 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 = 'octavo_log'; % % Some global variables initialization % global_initialization; diary off; diary('octavo_log.log'); M_.exo_names = 'aa'; M_.exo_names_tex = 'aa'; M_.exo_names_long = 'aa'; M_.exo_names = char(M_.exo_names, 'qq'); M_.exo_names_tex = char(M_.exo_names_tex, 'qq'); M_.exo_names_long = char(M_.exo_names_long, 'qq'); M_.exo_names = char(M_.exo_names, 'zz'); M_.exo_names_tex = char(M_.exo_names_tex, 'zz'); M_.exo_names_long = char(M_.exo_names_long, 'zz'); M_.endo_names = 'ly_n'; M_.endo_names_tex = 'ly\_n'; M_.endo_names_long = 'ly_n'; M_.endo_names = char(M_.endo_names, 'ly_x'); M_.endo_names_tex = char(M_.endo_names_tex, 'ly\_x'); M_.endo_names_long = char(M_.endo_names_long, 'ly_x'); M_.endo_names = char(M_.endo_names, 'lc'); M_.endo_names_tex = char(M_.endo_names_tex, 'lc'); M_.endo_names_long = char(M_.endo_names_long, 'lc'); M_.endo_names = char(M_.endo_names, 'l_n'); M_.endo_names_tex = char(M_.endo_names_tex, 'l\_n'); M_.endo_names_long = char(M_.endo_names_long, 'l_n'); M_.endo_names = char(M_.endo_names, 'li'); M_.endo_names_tex = char(M_.endo_names_tex, 'li'); M_.endo_names_long = char(M_.endo_names_long, 'li'); M_.endo_names = char(M_.endo_names, 'lk'); M_.endo_names_tex = char(M_.endo_names_tex, 'lk'); M_.endo_names_long = char(M_.endo_names_long, 'lk'); M_.endo_names = char(M_.endo_names, 'lk_x'); M_.endo_names_tex = char(M_.endo_names_tex, 'lk\_x'); M_.endo_names_long = char(M_.endo_names_long, 'lk_x'); M_.endo_names = char(M_.endo_names, 'lk_n'); M_.endo_names_tex = char(M_.endo_names_tex, 'lk\_n'); M_.endo_names_long = char(M_.endo_names_long, 'lk_n'); M_.endo_names = char(M_.endo_names, 'lR'); M_.endo_names_tex = char(M_.endo_names_tex, 'lR'); M_.endo_names_long = char(M_.endo_names_long, 'lR'); M_.endo_names = char(M_.endo_names, 'lq'); M_.endo_names_tex = char(M_.endo_names_tex, 'lq'); M_.endo_names_long = char(M_.endo_names_long, 'lq'); M_.endo_names = char(M_.endo_names, 'lA'); M_.endo_names_tex = char(M_.endo_names_tex, 'lA'); M_.endo_names_long = char(M_.endo_names_long, 'lA'); M_.endo_names = char(M_.endo_names, 'lImp'); M_.endo_names_tex = char(M_.endo_names_tex, 'lImp'); M_.endo_names_long = char(M_.endo_names_long, 'lImp'); M_.endo_names = char(M_.endo_names, 'lImpT'); M_.endo_names_tex = char(M_.endo_names_tex, 'lImpT'); M_.endo_names_long = char(M_.endo_names_long, 'lImpT'); M_.endo_names = char(M_.endo_names, 'lDEF'); M_.endo_names_tex = char(M_.endo_names_tex, 'lDEF'); M_.endo_names_long = char(M_.endo_names_long, 'lDEF'); M_.endo_names = char(M_.endo_names, 'lr'); M_.endo_names_tex = char(M_.endo_names_tex, 'lr'); M_.endo_names_long = char(M_.endo_names_long, 'lr'); M_.endo_names = char(M_.endo_names, 'lTRG'); M_.endo_names_tex = char(M_.endo_names_tex, 'lTRG'); M_.endo_names_long = char(M_.endo_names_long, 'lTRG'); M_.endo_names = char(M_.endo_names, 'lPIB'); M_.endo_names_tex = char(M_.endo_names_tex, 'lPIB'); M_.endo_names_long = char(M_.endo_names_long, 'lPIB'); M_.param_names = 'a'; M_.param_names_tex = 'a'; M_.param_names_long = 'a'; 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, '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, 'TAU'); M_.param_names_tex = char(M_.param_names_tex, 'TAU'); M_.param_names_long = char(M_.param_names_long, 'TAU'); 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, 'PSSI'); M_.param_names_tex = char(M_.param_names_tex, 'PSSI'); M_.param_names_long = char(M_.param_names_long, 'PSSI'); M_.param_names = char(M_.param_names, 'RHHO'); M_.param_names_tex = char(M_.param_names_tex, 'RHHO'); M_.param_names_long = char(M_.param_names_long, 'RHHO'); M_.param_names = char(M_.param_names, 'TAU_H'); M_.param_names_tex = char(M_.param_names_tex, 'TAU\_H'); M_.param_names_long = char(M_.param_names_long, 'TAU_H'); M_.param_names = char(M_.param_names, 'YPSILOON'); M_.param_names_tex = char(M_.param_names_tex, 'YPSILOON'); M_.param_names_long = char(M_.param_names_long, 'YPSILOON'); 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, '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'); M_.param_names_tex = char(M_.param_names_tex, 'SIGMMA'); M_.param_names_long = char(M_.param_names_long, 'SIGMMA'); M_.param_names = char(M_.param_names, 'MUU'); M_.param_names_tex = char(M_.param_names_tex, 'MUU'); M_.param_names_long = char(M_.param_names_long, 'MUU'); M_.exo_det_nbr = 0; M_.exo_nbr = 3; M_.endo_nbr = 17; M_.param_nbr = 13; M_.orig_endo_nbr = 17; M_.aux_vars = []; M_.Sigma_e = zeros(3, 3); M_.Correlation_matrix = eye(3, 3); 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('octavo_log_static'); erase_compiled_function('octavo_log_dynamic'); M_.lead_lag_incidence = [ 0 0 0; 0 6 0; 0 7 22; 0 8 0; 0 9 0; 1 10 0; 2 11 0; 3 12 0; 0 13 23; 4 14 24; 5 15 0; 0 16 0; 0 17 0; 0 18 0; 0 19 0; 0 20 0; 0 21 0;]'; M_.nstatic = 10; M_.nfwrd = 2; M_.npred = 4; M_.nboth = 1; M_.nsfwrd = 3; M_.nspred = 5; M_.ndynamic = 7; M_.equations_tags = { }; M_.static_and_dynamic_models_differ = 0; M_.exo_names_orig_ord = [1:3]; M_.maximum_lag = 1; M_.maximum_lead = 1; M_.maximum_endo_lag = 1; M_.maximum_endo_lead = 1; oo_.steady_state = zeros(17, 1); M_.maximum_exo_lag = 0; M_.maximum_exo_lead = 0; oo_.exo_steady_state = zeros(3, 1); M_.params = NaN(13, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 61; M_.NNZDerivatives(2) = 131; M_.NNZDerivatives(3) = -1; M_.params( 1 ) = 0.709308531540522; a = M_.params( 1 ); M_.params( 2 ) = 0.98; BETTA = M_.params( 2 ); M_.params( 3 ) = 0.028; DELTTA = M_.params( 3 ); M_.params( 5 ) = 0.70; ALPHHA = M_.params( 5 ); M_.params( 6 ) = 0.19; PSSI = M_.params( 6 ); M_.params( 4 ) = 0.25; TAU = M_.params( 4 ); M_.params( 8 ) = 0.76; TAU_H = M_.params( 8 ); M_.params( 7 ) = 0.51; RHHO = M_.params( 7 ); M_.params( 9 ) = 1.71; YPSILOON = M_.params( 9 ); M_.params( 10 ) = 0.32986477481168; THETTA = M_.params( 10 ); M_.params( 12 ) = 0.0131155962790807; SIGMMA = M_.params( 12 ); M_.params( 11 ) = 15; OMEGGA = M_.params( 11 ); M_.params( 13 ) = 0.989924; MUU = M_.params( 13 ); end; % % INITVAL instructions % options_.initval_file = 0; oo_.steady_state( 4 ) = 30.3812; oo_.steady_state( 5 ) = 10.0293; oo_.steady_state( 3 ) = 59.2803; oo_.steady_state( 4 ) = 0.3968; oo_.steady_state( 8 ) = 195.0152; oo_.steady_state( 6 ) = 250.7338; oo_.steady_state( 2 ) = 51.1596; oo_.steady_state( 7 ) = 55.7186; oo_.steady_state( 12 ) = 12.2311; oo_.steady_state( 13 ) = 45.0106; oo_.steady_state( 9 ) = 0.0972222222222; oo_.steady_state( 10 ) = 1; oo_.steady_state( 11 ) = 1; oo_.steady_state( 14 ) = 0; oo_.steady_state( 15 ) = 0.041666667; oo_.steady_state( 16 ) = 51.7526255069492; 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; options_.steady.maxit = 10000; steady; oo_.dr.eigval = check(M_,options_,oo_); % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(1, 1) = (0.01)^2; M_.Sigma_e(2, 2) = (0.01)^2; M_.Sigma_e(3, 3) = (0.01)^2; var_list_=[]; info = stoch_simul(var_list_); save('octavo_log_results.mat', 'oo_', 'M_', 'options_'); if exist('estim_params_', 'var') == 1 save('octavo_log_results.mat', 'estim_params_', '-append'); end if exist('bayestopt_', 'var') == 1 save('octavo_log_results.mat', 'bayestopt_', '-append'); end if exist('dataset_', 'var') == 1 save('octavo_log_results.mat', 'dataset_', '-append'); end if exist('estimation_info', 'var') == 1 save('octavo_log_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