Dear All,
When I estimate DSGE model, GSA runs completely. Then I try to run DSGE -VAR ( with both case estimated and cablirated dsge_var_weigh), after "estimation" command, I add "dynare_sensitivity" with the same option of DSGE. But I have errors :
??? Index exceeds matrix dimensions.
Error in ==> filt_mc_ at 183
yobs(:,:,nbb+1:nbb+nb)=yobs(:,:,nbb+1:nbb+nb)+squeeze(stock(js,1:nobs,:));
Error in ==> dynare_sensitivity at 365
filt_mc_(OutputDirectoryName,options_gsa,dataset_);
Error in ==> lubik at 281
dynare_sensitivity(options_gsa);
Error in ==> dynare at 174
evalin('base',fname) ;
Can you show me the way to solve it ?
And in dynare, how to calculate p-value of parameters ?
Best regard.
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Does Sensitivity Analysis Toolbox run in DSGE_VAR model
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Does Sensitivity Analysis Toolbox run in DSGE_VAR model
by tophukg » Wed Mar 12, 2014 8:45 am
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Re: Does Sensitivity Analysis Toolbox run in DSGE_VAR model
by jpfeifer » Wed Mar 12, 2014 2:35 pm
No DSGE-VARs are not yet supported.
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