Loop over parameters

[zhanshuo]

HI, everyone, I wonder if there is now a more convenient way to loop over parameters using dynare 4.5(unstable).
If there is , I am so honored if you let me know.
and I am learning about the code above, and have some questions?
first_time = 1;
for i=1:length(rhos)
if first_time
set_param_value('rho',rhos(i));
dynare your_mod_file_here noclearall;
first_time = 0;
else
set_param_value('rho',rhos(i));
info = stoch_simul(var_list_);
if info;
disp(['Computation fails for rho = ' num2str(rho)]);
end;
end
end

1, why should "info=1" be judged? so when info=1, the model is wrong?
2, " info = stoch_simul(var_list_);" Since the "var_list_" is sometime empty,how should I do?

[zhanshuo]

Another question is, how could I save results of every loop, using the above code?
Thanks a lot!

[jpfeifer]

1. Yes, that is still the proper way to do it.
2. info is the error code from stoch_simul. If info is not 0, the model could not be solved (for various possible reasons). It's not necessarily the case that the model is wrong, but rather that the particular parameter draw in the loop is problematic.
3.

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var_list_

will typically be created by Dynare in the first run and you do not need to set it in this case. If in your application you need to set it manually, you should be able to set it to an empty character array

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var_list_ = char();

4. That depends on what you want to save. To put the results from different runs into a cell array, you could add

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results_cell{i}=oo_;

within the loop.

[Zen]

Hi everyone

If I'm not mistaken, resol only works for a first- and second-order approximation of the model, but not for a third. Is there another function which does the same as resol, but also works with a third-order approximation?

Many thanks

[jpfeifer]

It also works for third order. But you have to make sure

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options_.qz_criterium

Has been set

[Zen]

Thanks for your quick answer. I had also to set manually option_.k_order_solver = 1 in order to get any results.

[PPilo]

Hello

I am simulating a very simple RBC model and would like to let the constant tax rate vary. I can do this manually by just resetting the paramter every time I run the code. However, is it possible to perform this automatically? Say, I want the tax rate to increase by 0.1 every time (from 0 to 0.5).
Can I do this in my mod-file or do I have to write a m-file?

Thanks a lot,
PPilo

[jpfeifer]

What is the command you want to loop over, stoch_simul?