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evalin('base',fname) ;

PostPosted: Thu May 25, 2017 6:47 am
by abhishek
Hi,

I am getting this error in Dynare 3 "Error in ==> dynare at 26
evalin('base',fname) ;

I have checked my mod file and I think it's correct. What am I missing?

Re: evalin('base',fname) ;

PostPosted: Thu May 25, 2017 5:12 pm
by jpfeifer
Please provide the file

Re: evalin('base',fname) ;

PostPosted: Fri May 26, 2017 7:20 am
by abhishek
jpfeifer wrote:Please provide the file


Please find attached file. Thanks for your kind response.

Re: evalin('base',fname) ;

PostPosted: Fri May 26, 2017 7:54 am
by jpfeifer
When you run ML, you need to make sure that all parameters are properly initialized. Also, your model has a unit root and thus requires the diffuse_filter.
In the unstable version, you can use
Code: Select all
estimated_params_init(use_calibration);
end;

estimation(datafile=data_nk,first_obs=1,mode_compute=5,diffuse_filter);

Re: evalin('base',fname) ;

PostPosted: Sat May 27, 2017 7:11 am
by abhishek
jpfeifer wrote:When you run ML, you need to make sure that all parameters are properly initialized. Also, your model has a unit root and thus requires the diffuse_filter.
In the unstable version, you can use
Code: Select all
estimated_params_init(use_calibration);
end;

estimation(datafile=data_nk,first_obs=1,mode_compute=5,diffuse_filter);



Thanks for Your kind response. This worked in the recent version of Dynare and I am happy about that but it still doesn't work in Dynare 3. Both of these gives synatx error in Dynare 3. Since, I am dealing with some matrices I have to use Dynare 3. Kindly help me with Dynare 3.

Re: evalin('base',fname) ;

PostPosted: Sat May 27, 2017 4:33 pm
by jpfeifer
In that case, you need to provide the initial parameter values explicitly and use
Code: Select all
lik_init=2

Re: evalin('base',fname) ;

PostPosted: Sat May 27, 2017 9:18 pm
by abhishek
jpfeifer wrote:In that case, you need to provide the initial parameter values explicitly and use
Code: Select all
lik_init=2


Thanks for your kind response. I tried with what you suggested but, I am getting same error. I have attached the mod file. I added estimated_params_init and estimated_params_bounds block separately to check whether that makes it work. But it is still not working.

Re: evalin('base',fname) ;

PostPosted: Sun May 28, 2017 7:21 am
by jpfeifer
I was able to run the attached files in Dynare 3.6.4

Re: evalin('base',fname) ;

PostPosted: Tue May 30, 2017 7:50 am
by abhishek
jpfeifer wrote:I was able to run the attached files in Dynare 3.6.4


Thanks for your kind response. It worked for me as well. I am facing the same problem with the attached mod file also. It would be great if you can tell me the probable reasons for this error so that I can try to figure out on my own. I would be obliged if you can help me with the attached mod file. I am estimating the model using same data.

Re: evalin('base',fname) ;

PostPosted: Sun Jun 04, 2017 3:18 pm
by jpfeifer
Please always provide the error message you are facing. In this case, the problem comes from Dynare 3 not knowing block comments with /*. You must use
Code: Select all
//
//This file estimates the New Keynesian model As in Abhishek Kumar (2017):
// This implementation was written by Abhishek Kumar.
//@ Abhishek Kumar
//

Re: evalin('base',fname) ;

PostPosted: Mon Jun 12, 2017 2:35 pm
by abhishek
I will keep that in mind. Thanks for your kind response. It worked.

Re: evalin('base',fname) ;

PostPosted: Fri Jun 16, 2017 12:37 pm
by abhishek
Hi,

I am facing an error with Identification command in dynare. I check the Blanchard Kahn condition before estimation and it says rank condition satisfied. But when I go for Identification it says "Parameter error:
The model does not solve for ML_Starting_value with error code info = 3

info==3 %! Blanchard & Kahn conditions are not satisfied: no stable equilibrium."

Can you please let me know the probable reason for this and how to approach this problem.

Re: evalin('base',fname) ;

PostPosted: Fri Jun 16, 2017 12:40 pm
by jpfeifer
In Dynare 4.5, you need to add
Code: Select all
diffuse_filter

to the identification command

Re: evalin('base',fname) ;

PostPosted: Sat Jun 17, 2017 4:29 am
by abhishek
jpfeifer wrote:In Dynare 4.5, you need to add
Code: Select all
diffuse_filter

to the identification command

Thanks for your kind response. It worked.