DSGE smoother error

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DSGE smoother error

Postby htastan » Thu Aug 19, 2010 8:58 am

After Bayesian estimation I obtain the following error:

Code: Select all
ESTIMATION RESULTS
 
Log data density is 302.878392.
 
parameters
           prior mean post. mean   conf. interval  prior     pstdev

rho_a         0.495     0.7262     0.6299   0.8249  unif      0.2858
rho_g         0.495     0.8923     0.8514   0.9327  unif      0.2858
gbar          1.015     1.0114     1.0042   1.0231  unif      0.0087
sigma_a       0.101     0.1010     0.0198   0.1981  unif      0.0574
sigma_g       0.101     0.1008     0.0122   0.1887  unif      0.0574
phi           4.000     6.0166     3.7127   7.9993  unif      2.3094
psi           0.100     0.0612     0.0014   0.1402  unif      0.0577
sigma_gy      0.005     0.0053     0.0013   0.0100  unif      0.0029
sigma_gc      0.005     0.0052     0.0012   0.0099  unif      0.0029
??? Index exceeds matrix dimensions.

Error in ==> DsgeSmoother at 81
        constant = SteadyState(bayestopt_.mfys);

Error in ==> dynare_estimation_1 at 1083
    [atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,d,decomp] =
    DsgeSmoother(xparam1,gend,data,data_index,missing_value);

Error in ==> dynare_estimation at 62
    dynare_estimation_1(var_list,varargin{:});

Error in ==> argRBCest at 236
dynare_estimation(var_list_);

Error in ==> dynare at 132
evalin('base',fname) ;



Any ideas about what might be wrong?
htastan
 
Posts: 10
Joined: Wed Mar 31, 2010 12:10 pm

Re: DSGE smoother error

Postby jpfeifer » Sat Aug 21, 2010 7:10 am

Could you please post the model file? And which Dynare version are you using?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


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