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Dear prof. Pfeifer,

I'm trying to loop a mod file over a lot of parameter sets and see which set can be solved and which cannot.

The problem is when one of them is not solvable (e.g, since BK condition violated), it stops the entire loop.

From the thread below, I found the "noprint" option can partially solve my problem:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5771

I also found those problematic cases doesn't have any IRFs or ghx, ghu etc.

My question is, when I find such cases (no IRF, ghx, ghu,..), can I just think that the problem is from violating BK condition? I tried some of them without "noprint" option, and they were actually violating BK condition. If not, is there any option for saving the error messages somewhere and continue the loop?

Best,
Leo

Please see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4891. If you call

Code: Select all

info = stoch_simul(var_list_);

the value in

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info

is the error code.

jpfeifer wrote:Please see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4891. If you call

Code: Select all

info = stoch_simul(var_list_);

the value in

Code: Select all

info

is the error code.

jpfeifer wrote:Please see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4891. If you call

Code: Select all

info = stoch_simul(var_list_);

the value in

Code: Select all

info

is the error code.

Dear Professor Pfeifer,

Thank you again for your kind and quick answer. It is helping me a lot.
I encountered another problem when trying loop over parameters using

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info = stoch_simul(var_list_);

The following is how I conducted my dynare looping over parameters. When I run the following code, I got some error messages saying "Maxit has been reached" for some of parameter sets.

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eval('S02_parameter_set');
save param_set.mat param_set;

for cases=1:144
    load('param_set.mat');
    if cases==1
        param_for_dynare = param_set(cases,:)';
        save param_mat.mat param_for_dynare;
        dynare simul_final -DIRF=1 noclearall
    else
        param_for_dynare = param_set(cases,:)';
            set_param_value('DZBar',param_for_dynare(1));
            set_param_value('eta',param_for_dynare(2));
            set_param_value('theta',param_for_dynare(3));
            set_param_value('xi',param_for_dynare(4));       
            set_param_value('IES',param_for_dynare(5));      
            set_param_value('betatilde',param_for_dynare(6));
            set_param_value('delta',param_for_dynare(7));
            set_param_value('LMax',param_for_dynare(8));
            set_param_value('Frisch',param_for_dynare(9));      
            set_param_value('CRRA',param_for_dynare(10));      
            set_param_value('taylrho',param_for_dynare(11));   
            set_param_value('taylpi',param_for_dynare(12));
            set_param_value('tayly',param_for_dynare(13));
            set_param_value('piBar',param_for_dynare(14));      
            set_param_value('rhoa',param_for_dynare(15));
            set_param_value('rhog',param_for_dynare(16));
            set_param_value('rhoinflavg',param_for_dynare(17));
            set_param_value('rhoz',param_for_dynare(18));
            set_param_value('rhopistar',param_for_dynare(19));
            set_param_value('sigmaa',param_for_dynare(20));   
            set_param_value('sigmag',param_for_dynare(21));   
            set_param_value('sigmai',param_for_dynare(22));
            set_param_value('sigmaz',param_for_dynare(23));   
            set_param_value('sigmapistar',param_for_dynare(24));
            set_param_value('gssload',param_for_dynare(25));   
            set_param_value('zeta',param_for_dynare(26));   
            set_param_value('omegaG',param_for_dynare(27));   
            set_param_value('DoYss',param_for_dynare(28));   
            set_param_value('Gamma1',param_for_dynare(29));   
            set_param_value('Gamma2',param_for_dynare(30));   
            info = stoch_simul(var_list_);
            if info;
                str = ['Computation fails for Case ' num2str(cases)];
               disp(str);
            end;
    end
end

What I cannot understand is, however, when I run dynare in each loop rather than just using

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info = stoch_simul(var_list_);

command from the 2nd iteration and on, It doesn't give me any error message.

For example, case#144 gives "Maxit has been reached" from the code above. But, when I run

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param_for_dynare = param_set(144,:)';
save param_mat.mat param_for_dynare;
dynare simul_final -DIRF=1 noclearall


It doesn't give me any error message.

Could you help me how should I understand this problem?

Attached are my mod file (which is replicating and sort of modifying Rudebusch and Swanson 2012), and sets of parameters (m.file)

Best,
Leo

That happens, because you are not correctly handling parameter dependence. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6727

jpfeifer wrote:That happens, because you are not correctly handling parameter dependence. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6727

Thank you very much. Now I understand!

jpfeifer wrote:That happens, because you are not correctly handling parameter dependence. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6727

Dear Prof. Pfeifer,

Even though I changed my mod file such that all the dependent parameters become model-local variables, the problem still exist.
When I run the following code,

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eval('S02_parameter_set');
save param_set.mat param_set;

for cases=1:144
    load('param_set.mat');
    if cases==1
        param_for_dynare = param_set(cases,:)';
        save param_mat.mat param_for_dynare;
        dynare simul_test_steady -DIRF=1 noclearall
    else
        param_for_dynare = param_set(cases,:)';
            set_param_value('DZBar',param_for_dynare(1));
            set_param_value('eta',param_for_dynare(2));
            set_param_value('theta',param_for_dynare(3));
            set_param_value('xi',param_for_dynare(4));       
            set_param_value('IES',param_for_dynare(5));     
            set_param_value('betatilde',param_for_dynare(6));
            set_param_value('delta',param_for_dynare(7));
            set_param_value('LMax',param_for_dynare(8));
            set_param_value('Frisch',param_for_dynare(9));     
            set_param_value('CRRA',param_for_dynare(10));     
            set_param_value('taylrho',param_for_dynare(11));   
            set_param_value('taylpi',param_for_dynare(12));
            set_param_value('tayly',param_for_dynare(13));
            set_param_value('piBar',param_for_dynare(14));     
            set_param_value('rhoa',param_for_dynare(15));
            set_param_value('rhog',param_for_dynare(16));
            set_param_value('rhoinflavg',param_for_dynare(17));
            set_param_value('rhoz',param_for_dynare(18));
            set_param_value('rhopistar',param_for_dynare(19));
            set_param_value('sigmaa',param_for_dynare(20));   
            set_param_value('sigmag',param_for_dynare(21));   
            set_param_value('sigmai',param_for_dynare(22));
            set_param_value('sigmaz',param_for_dynare(23));   
            set_param_value('sigmapistar',param_for_dynare(24));
            set_param_value('gssload',param_for_dynare(25));   
            set_param_value('zeta',param_for_dynare(26));   
            set_param_value('omegaG',param_for_dynare(27));   
            set_param_value('DoYss',param_for_dynare(28));   
            set_param_value('Gamma1',param_for_dynare(29));   
            set_param_value('Gamma2',param_for_dynare(30));   
            info = stoch_simul(var_list_);
            if info;
                str = ['Computation fails for Case ' num2str(cases)];
               disp(str);
            end;
    end
end

case 1,2,3,4 were OK, but case 5 gives an error message.

Then I changed the parameters of my mode file same as case 5 and manually ran the mod file, and it didn't give any error message. After that,

Code: Select all

info = stoch_simul(var_list_)

also gives no error message.

Given that all the "dependent parameters" are moved to the model part (as #variables), I think the problem should be disappear.
Could you give me some advice?

Best,
Leo

The problem is that you are not using a steady_state-file, but rather an initval block with starting values that differ for different parameter sets. You need to reset these initial values as well. I did that by copy and pasting the respective lines from the m-file created by Dynare.

Code: Select all

eval('S02_parameter_set');
save param_set.mat param_set;

for cases=1:144
    load('param_set.mat');
    if cases==1
        param_for_dynare = param_set(cases,:)';
        save param_mat.mat param_for_dynare;
        dynare simul_test_steady -DIRF=1 noclearall
    else
        param_for_dynare = param_set(cases,:)';
        set_param_value('DZBar',param_for_dynare(1));
        set_param_value('eta',param_for_dynare(2));
        set_param_value('theta',param_for_dynare(3));
        set_param_value('xi',param_for_dynare(4));
        set_param_value('IES',param_for_dynare(5));
        set_param_value('betatilde',param_for_dynare(6));
        set_param_value('delta',param_for_dynare(7));
        set_param_value('LMax',param_for_dynare(8));
        set_param_value('Frisch',param_for_dynare(9));
        set_param_value('CRRA',param_for_dynare(10));
        set_param_value('taylrho',param_for_dynare(11));
        set_param_value('taylpi',param_for_dynare(12));
        set_param_value('tayly',param_for_dynare(13));
        set_param_value('piBar',param_for_dynare(14));
        set_param_value('rhoa',param_for_dynare(15));
        set_param_value('rhog',param_for_dynare(16));
        set_param_value('rhoinflavg',param_for_dynare(17));
        set_param_value('rhoz',param_for_dynare(18));
        set_param_value('rhopistar',param_for_dynare(19));
        set_param_value('sigmaa',param_for_dynare(20));
        set_param_value('sigmag',param_for_dynare(21));
        set_param_value('sigmai',param_for_dynare(22));
        set_param_value('sigmaz',param_for_dynare(23));
        set_param_value('sigmapistar',param_for_dynare(24));
        set_param_value('gssload',param_for_dynare(25));
        set_param_value('zeta',param_for_dynare(26));
        set_param_value('omegaG',param_for_dynare(27));
        set_param_value('DoYss',param_for_dynare(28));
        set_param_value('Gamma1',param_for_dynare(29));
        set_param_value('Gamma2',param_for_dynare(30));
        oo_.steady_state( 1 ) = M_.params(7);
        oo_.steady_state( 2 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3-10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17-(M_.params(2)+M_.params(9)-1)*10*10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3;
        oo_.steady_state( 3 ) = 1;
        oo_.steady_state( 4 ) = M_.params(9);
        oo_.steady_state( 5 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17;
        oo_.steady_state( 6 ) = log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25)))));
        oo_.steady_state( 7 ) = log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25)))));
        oo_.steady_state( 8 ) = M_.params(3)/3;
        oo_.steady_state( 9 ) = 1/(1+M_.params(4));
        oo_.steady_state( 10 ) = 1;
        oo_.steady_state( 11 ) = 1;
        oo_.steady_state( 12 ) = 1;
        oo_.steady_state( 14 ) = 1/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(18));
        oo_.steady_state( 15 ) = 1/(1-M_.params(18)*exp((-log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25))))))));
        oo_.steady_state( 17 ) = ((10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3-10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17-(M_.params(2)+M_.params(9)-1)*10*10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3)^(1-1/M_.params(25))/(1-1/M_.params(25))+10^((1-M_.params(6))/M_.params(6))*M_.params(6)*1/(1+M_.params(4))*(10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3-10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17-(M_.params(2)+M_.params(9)-1)*10*10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3)^((-1)/M_.params(25))*(M_.params(3)-M_.params(3)/3)^((M_.params(3)-M_.params(3)/3)/M_.params(26))*(M_.params(3)-M_.params(3)/3)^(1-(M_.params(3)-M_.params(3)/3)/M_.params(26))/(1-(M_.params(3)-M_.params(3)/3)/M_.params(26)))/(1-M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(9)^(1-1/M_.params(25)));
        oo_.steady_state( 18 ) = 1;
        oo_.steady_state( 19 ) = M_.params(9)^(1-1/M_.params(25))*((10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3-10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17-(M_.params(2)+M_.params(9)-1)*10*10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3)^(1-1/M_.params(25))/(1-1/M_.params(25))+10^((1-M_.params(6))/M_.params(6))*M_.params(6)*1/(1+M_.params(4))*(10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3-10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17-(M_.params(2)+M_.params(9)-1)*10*10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3)^((-1)/M_.params(25))*(M_.params(3)-M_.params(3)/3)^((M_.params(3)-M_.params(3)/3)/M_.params(26))*(M_.params(3)-M_.params(3)/3)^(1-(M_.params(3)-M_.params(3)/3)/M_.params(26))/(1-(M_.params(3)-M_.params(3)/3)/M_.params(26)))/(1-M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(9)^(1-1/M_.params(25)));
        oo_.steady_state( 20 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(6)*1/(1+M_.params(4));
        oo_.steady_state( 21 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3;
        oo_.steady_state( 22 ) = log(M_.params(18)*1/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(18))/(1/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(18))-1))*400;
        oo_.steady_state( 23 ) = 400*log(M_.params(18)*1/(1-M_.params(18)*exp((-log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25))))))))/(1/(1-M_.params(18)*exp((-log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25))))))))-1));
        oo_.steady_state( 24 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(5));
        oo_.steady_state( 25 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(5));
        oo_.steady_state( 16 ) = 100*(log(M_.params(18)*1/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(18))/(1/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(18))-1))*400-400*log(M_.params(18)*1/(1-M_.params(18)*exp((-log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25))))))))/(1/(1-M_.params(18)*exp((-log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25))))))))-1)));
        oo_.steady_state( 27 ) = log(M_.params(18)*1/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(18))/(1/(1-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(18))-1))*400-log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25)))))*400;
        oo_.steady_state( 28 ) = M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)));
        oo_.steady_state( 29 ) = M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)));
        oo_.steady_state( 30 ) = M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(9)^((-1)/M_.params(25));
        oo_.steady_state( 31 ) = M_.params(9)^(1-1/M_.params(25))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))/M_.params(28);
        oo_.steady_state( 32 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*M_.params(30)*(M_.params(9)^(-1)+M_.params(28)*M_.params(29)/M_.params(9)/(1-M_.params(29)))^(-1);
        oo_.steady_state( 33 ) = M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*M_.params(29)/(1-M_.params(29))/(M_.params(9)^(1-1/M_.params(25))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))/M_.params(28));
        oo_.steady_state( 34 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17+10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*M_.params(30)-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*M_.params(30)*(M_.params(9)^(-1)+M_.params(28)*M_.params(29)/M_.params(9)/(1-M_.params(29)))^(-1)*(1-M_.params(29))^(-1);
        oo_.steady_state( 39 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*M_.params(30);
        oo_.steady_state( 36 ) = M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25))));
        oo_.steady_state( 35 ) = M_.params(28)*M_.params(9)^(1/M_.params(25))*(M_.params(1)/M_.params(9)^(-(1/M_.params(25))))^(-1);
        oo_.steady_state( 37 ) = M_.params(28)*M_.params(9)^(1/M_.params(25))*(M_.params(1)/M_.params(9)^(-(1/M_.params(25))))^(-1)-1-log(M_.params(9)^(1/M_.params(25))/(M_.params(1)/M_.params(9)^(-(1/M_.params(25)))));
        oo_.steady_state( 38 ) = 0;
        oo_.steady_state( 40 ) = (10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17+10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*M_.params(30)-M_.params(9)^(-(1/M_.params(25)))*M_.params(1)/M_.params(9)^(-(1/M_.params(25)))*10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*M_.params(30)*(M_.params(9)^(-1)+M_.params(28)*M_.params(29)/M_.params(9)/(1-M_.params(29)))^(-1)*(1-M_.params(29))^(-1)-10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*0.17)/oo_.steady_state(21);
        oo_.steady_state( 41 ) = 10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3*M_.params(30)/(10^((1-M_.params(6))/M_.params(6))*M_.params(3)/3);
        info = stoch_simul(var_list_);
        if info;
            str = ['Computation fails for Case ' num2str(cases)];
            disp(str);
        end;
    end
end