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determinacy/indeterminacy/non-existence regions

PostPosted: Wed Jun 10, 2009 4:02 pm
by dome
Hi,

I was wondering whether it is possible to plot a 2D graph showing determinacy/indeterminacy/non-existence regions (as a function of, say, two policy parameters) with Dynare. Is there any code I can refer to?

Thanks a lot for your help!

dome

Re: determinacy/indeterminacy/non-existence regions

PostPosted: Mon Jun 15, 2009 12:51 pm
by StephaneAdjemian
Hi dome, there is no functions in Dynare to do what you want. You have
to code it yourself, writing a loop in the mod file where you change the values of some deep parameters. I never used this toolbox, but you may find what you want in Marco Ratto's sensitivity analysis toolbox for dynare.

Best, Stéphane.

Re: determinacy/indeterminacy/non-existence regions

PostPosted: Tue Jun 16, 2009 4:38 pm
by dome
thanks stephane, I'll have a look at that!

dome

Re: determinacy/indeterminacy/non-existence regions

PostPosted: Wed Oct 28, 2009 2:31 pm
by gman
StephaneAdjemian wrote:Hi dome, there is no functions in Dynare to do what you want. You have
to code it yourself, writing a loop in the mod file where you change the values of some deep parameters. I never used this toolbox, but you may find what you want in Marco Ratto's sensitivity analysis toolbox for dynare.

Best, Stéphane.


Hi Stéphane, I have a question on a related topic.
I want to create a loop on 2 parameters in the .mod file in order to plot the 2d determinacy region of my model. My question is: where does dynare save the eigenvalues? I need to recall them in order to check for the B-K conditions and then plot my results. Am I right? Is there maybe a shorter way to do the same thing?

I thank you in advance for your reply

Best regards

Gman