I am new to Dynare and have a question regarding the 2nd-order stochastic simulation... The models runs okay, the steady state is solved, the rank condition is verified, but some of the variables have NAN in their skewness and kurtosis. What might have caused the problem? Please let me know if you need to see the code. Thank you very much!
Holly
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MOMENTS OF SIMULATED VARIABLES
VARIABLE MEAN STD. DEV. VARIANCE SKEWNESS KURTOSIS
qx 50.600000 0.000000 0.000000 -1.000000 -2.000000
qn 49.400000 0.000000 0.000000 1.000000 -2.000000
ynom 100.000000 0.000000 0.000000 NaN NaN
growth_plot 0.015000 0.000000 0.000000 -1.000000 -2.000000
kx 67.466667 0.000000 0.000000 1.000000 -2.000000
kn 90.566667 0.000000 0.000000 -1.000000 -2.000000
L_x 30.360000 0.000000 0.000000 -1.000000 -2.000000
L_n 22.230000 0.000000 0.000000 -1.000000 -2.000000
ix 4.385333 0.000000 0.000000 -1.000000 -2.000000
in 5.886833 0.000000 0.000000 -1.000000 -2.000000
rx 0.300000 0.000000 0.000000 NaN NaN
rn 0.300000 0.000000 0.000000 NaN NaN
w 1.000000 0.000000 0.000000 NaN NaN
pk 2.000000 0.000000 0.000000 NaN NaN
pz 2.000000 0.000000 0.000000 NaN NaN
pn 1.000000 0.000000 0.000000 NaN NaN
p 1.000000 0.000000 0.000000 NaN NaN
h 0.150000 0.000000 0.000000 -1.000000 -2.000000
T 11.927842 0.000000 0.000000 -1.000000 -2.000000
z 46.153846 0.000000 0.000000 1.000000 -2.000000
ze 27.692308 0.000000 0.000000 1.000000 -2.000000
iz 3.000000 0.000000 0.000000 NaN NaN
Rz 0.300000 0.000000 0.000000 -1.000000 -2.000000
GAP 0.000000 0.000000 0.000000 NaN NaN
bstar 0.000000 0.000000 0.000000 NaN NaN
b 20.000000 0.000000 0.000000 NaN NaN
dc 0.000000 0.000000 0.000000 NaN NaN
d 50.000000 0.000000 0.000000 NaN NaN
dplot 50.000000 0.000000 0.000000 NaN NaN
netbwconc 0.000000 0.000000 0.000000 NaN NaN
e 83.194583 0.000000 0.000000 1.000000 -2.000000
eh 0.000000 0.000000 0.000000 NaN NaN
r 0.100000 0.000000 0.000000 1.000000 -2.000000
r_d 0.000000 0.000000 0.000000 NaN NaN
rext 0.100000 0.000000 0.000000 1.000000 -2.000000
rextg 0.060000 0.000000 0.000000 -1.000000 -2.000000
grants 5.000000 0.000000 0.000000 NaN NaN
oilr 0.000000 0.000000 0.000000 NaN NaN
tot 1.000000 0.000000 0.000000 NaN NaN
totmm 1.000000 0.000000 0.000000 NaN NaN
rer 1.000000 0.000000 0.000000 NaN NaN
