Hello
I have tried to estimate a NK-DSGE model with stock and bond markets, however I got results without an error but the both markets showed 100% co-relation and same response to shock. I wonder what is wrong, the steady state is accepted by the model is also same and highly negative, there is something wrong, if you please have look at help me.
Regards
Ali
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Something wrong NK-DSGE Model with Stock n Bond
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
Something wrong NK-DSGE Model with Stock n Bond
by Muhammad Ali Nasir » Tue Sep 18, 2012 5:15 pm
- Attachments
-
BondsandStock.xls- modelfile
- (39.5 KiB) Downloaded 47 times
-
- BandS.mod
- dataset G=fiscal policy, Rex= Monetary policy B = bond S= stock
- (8.2 KiB) Downloaded 59 times
- Muhammad Ali Nasir
- Posts: 22
- Joined: Wed Jan 12, 2011 9:30 am
- Location: Leeds England
Re: Something wrong NK-DSGE Model with Stock n Bond
by Muhammad Ali Nasir » Tue Sep 18, 2012 10:22 pm
JUST to say that Estimation may take longer so if you please just simulate and see the results, because it is the same problem even in simulation. regards
- Muhammad Ali Nasir
- Posts: 22
- Joined: Wed Jan 12, 2011 9:30 am
- Location: Leeds England
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 6 guests