Problem with external shocks: shocks(shocks_file=datafile)

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Problem with external shocks: shocks(shocks_file=datafile)

Postby logsu » Mon Oct 31, 2011 1:00 pm

Dear experts,

When I want to include a formerly estimated TFP shock series into a simple deterministic model, using the command 'shocks(shocks_file=datafile.mat)',

Matlab reports: (for the 'shocks' line)
ERROR: syntax error, unexpected '(', expecting ';'

Could you tell me what is the problem with this command? I guess a possible reason is that the shocks_file command is not used in Dynare4 anymore. I do find it in old version Dynare 3.065, but when I run the model in Dynare3, it sitll reports sytax error.

If can not not use the shocks_file option, is there any other method to bring into the model such a external TFP shock serie?


In the newest Dynare User Guide:

4.1.4 Referring to external files
------But you may also be interested in the second possibility described above,
namely of specifying shocks in an external file, to simulate a model based on
shocks from a prior estimation, for instance. ....Finally, you could simulate a deterministic model with the shocks saved from
the estimation by specifying the source file for the shocks, using the
shocks(shocks file = datafile.mat) command.


Some one has asked this question before, but seems no answers..
the similar question's link:
http://www.dynare.org/phpBB3/viewtopic.php?f=3&t=1899

This is another quesion and answer, but it can not help with my Error report when running, by the way, its attached file is not downloadbale?
viewtopic.php?f=1&t=38

Thank you so much!
Logsu
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Re: Problem with external shocks: shocks(shocks_file=datafi

Postby SébastienVillemot » Fri Nov 18, 2011 9:48 am

Looks like you forgot a semicolon after the command.

However I cannot open your MOD file: you should probably post them directly, not in a RAR (or alternatively use a more standard format like ZIP).

Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
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Location: Paris, France


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