Dynare forums

Hello,

Using dynare 4.4.3 and matlab 2016b, I'm trying to use the "UseParallel" feature of fmincon in order to estimate a SW-type of DSGE with mode_compute = 1. Unfortunately the estimation stops after 1 iteration (whatever the model/ the initial point).

I found on the internet that the issue might be linked to the use of global variables (post of Sep 3 2015 here https://github.com/DynareTeam/dynare/issues/1051). Did you manage to circumvent the issue? Did someone test the "UseParallel" feature of fmincon?

Thanks in advance,

Kind regards,

Thomas

Please try the unstable version of Dynare and report back.

Thanks for your quick reply.

Testing with the unstable version "master-2017-03-07-7341ca4", I encounter the following error (log file and mod file are in attachments) when using the 'UseParallel' feature of fmincon:

Error using dsge_likelihood (line 326)
Reference to non-existent field 'vobs'.

Without the parallel feature, the estimation works fine with the unstable version.

Regards,

Thomas

We are investigating the issue: https://github.com/DynareTeam/dynare/issues/1400