Error in theoretical autocovariance using moments varendo

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Error in theoretical autocovariance using moments varendo

Postby chicoutimy » Thu Sep 18, 2014 10:53 am

Hello everyone,

I am running a Bayesian estimation of a model similar to Smets and Wouters (2007). Everything goes well, except when I use moments_varendo and conditional_variance_decomposition I get the following error message (occurring after the display of estimation results):

Subscripted assignment dimension mismatch.

Error in th_autocovariances (line 83)
ghu1(i0,:) = ghu(ikx,:);

Error in dsge_simulated_theoretical_covariance (line 103)
tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);

Error in posterior_analysis>job (line 54)
[nvar,vartan,NumberOfFiles] = ...

Error in posterior_analysis (line 32)
oo_ = job(type,SampleSize,arg1,arg2,arg3,options_,M_,oo_);

Error in compute_moments_varendo (line 68)
oo_ =
posterior_analysis('variance',var_list_(i,:),var_list_(j,:),[],options_,M_,oo_);

Error in dynare_estimation_1 (line 835)
oo_ = compute_moments_varendo('posterior',options_,M_,oo_,var_list_);

Error in dynare_estimation (line 84)
dynare_estimation_1(var_list,dname);

Error in JPT2010a (line 444)
dynare_estimation(var_list_);

Error in dynare (line 174)
evalin('base',fname) ;

Can someone help?
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Re: Error in theoretical autocovariance using moments varend

Postby jpfeifer » Mon Sep 22, 2014 2:47 pm

Please try the most recent unstable version. There it seems to work.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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