output gap estimation

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output gap estimation

Postby Ecepilova » Thu Jul 20, 2017 8:47 am

Hi,

I am trying to estimate output gap with a very simple model, but i meet the following error:
Error using +
Matrix dimensions must agree.

Error in prior_posterior_statistics_core (line 274)
stock_filter_step_ahead(ii,IdObs,:,irun(4)) =
squeeze(stock_filter_step_ahead(ii,IdObs,:,irun(4)))...

Error in prior_posterior_statistics (line 241)
[fout] = prior_posterior_statistics_core(localVars,1,B,0);

Error in dynare_estimation_1 (line 520)
prior_posterior_statistics('posterior',dataset_,dataset_info);

Error in dynare_estimation (line 105)
dynare_estimation_1(var_list,dname);

Error in t (line 145)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)
evalin('base',fname) ;


Could anyone help me with this? Tanks a lot!

Best,
Elizaveta
Attachments
t.mod
(677 Bytes) Downloaded 91 times
data_i.m
(1.68 KiB) Downloaded 91 times
Ecepilova
 
Posts: 2
Joined: Thu Jul 20, 2017 8:42 am

Re: output gap estimation

Postby StephaneAdjemian » Thu Jul 20, 2017 9:59 am

Dear Elizaveta,

This is most likely a bug when we add back the trend in the filtered variables. Could you please try by replacing the file prior_posterior_statistics_core.m in the Matlab subfolder by the one attached to this post. Also I rewrote (and renamed) the mod file. Please confirm if these files fix the issue (we will then release the patch in 4.5.1).

Best,
Stéphane.
Attachments
prior_posterior_statistics_core.m
Patched version of prior_posterior_statistics_core routine
(21.35 KiB) Downloaded 80 times
example.mod
Updated version of the original mod file
(683 Bytes) Downloaded 85 times
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
Joined: Wed Jan 05, 2005 4:24 pm
Location: Paris, France.

Re: output gap estimation

Postby Ecepilova » Thu Jul 20, 2017 10:11 am

Dear Stéphane,

Running your example.mod file repeats the same error. New file solves the problem! Thanks a lot.

Best,
Elizaveta
Ecepilova
 
Posts: 2
Joined: Thu Jul 20, 2017 8:42 am

Re: output gap estimation

Postby StephaneAdjemian » Thu Jul 20, 2017 10:58 am

Thanks Elizaveta. I need to check that the patch does not cause problems elsewhere... If not, it will be in 4.5.1 bug fix release (to be published next week).

Best,
Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
Joined: Wed Jan 05, 2005 4:24 pm
Location: Paris, France.


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