shock decomposition for a Bayesian estimated model

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shock decomposition for a Bayesian estimated model

Postby ecoyu » Tue Apr 07, 2015 2:49 am

Dear everyone

Thank you very much for your attention. I am doing a Bayesian estimated model. When I tried to run the command "shock_decomposition", I got these error messages

"Error using load
Unable to read file 'h4_1/metropolis/jules1_mh_history': no such file or directory.
Error in prior_posterior_statistics (line 73)
load([ DirectoryName '/' M_.fname '_mh_history'])
Error in dynare_estimation_1 (line 821)
prior_posterior_statistics('posterior',dataset_);
Error in dynare_estimation (line 89)
dynare_estimation_1(var_list,dname);
Error in jules1 (line 623)
dynare_estimation(var_list_);
Error in dynare (line 180)
evalin('base',fname) ; "

But when I did Bayesian estimation, I got these messages
Estimation::mcmc: Write details about the MCMC... Ok!
Estimation::mcmc: Details about the MCMC are available in jules1/metropolis\jules1_mh_history_0.mat.
So I thought the file exists. But why Dynare told me that the file does not exist?

I am very confused with this problem. Any help will be highly appreciated!

The mod file and data are attached.
Attachments
h4_1.mod
(16.53 KiB) Downloaded 42 times
hdata.xls
(51.5 KiB) Downloaded 44 times
ecoyu
 
Posts: 5
Joined: Fri Mar 13, 2015 1:18 am

Re: shock decomposition for a Bayesian estimated model

Postby jpfeifer » Tue Apr 07, 2015 5:22 am

It seems you changed the file name from jules1 to h4_1. Dynare tries to find the files under the old filename.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: shock decomposition for a Bayesian estimated model

Postby ecoyu » Tue Apr 07, 2015 2:03 pm

Professor

Thank you very much for your quick reply.

I tired again. This time I first got

Estimation::mcmc: Write details about the MCMC... Ok!
Estimation::mcmc: Details about the MCMC are available in h4_1/metropolis\h4_1_mh_history_0.mat

Then, after the impulse response is done, I got the error messages again
"Error using load
Unable to read file 'h4_1/metropolis/h4_1_mh_history': no such file or directory.
Error in prior_posterior_statistics (line 73)
load([ DirectoryName '/' M_.fname '_mh_history'])
Error in dynare_estimation_1 (line 821)
prior_posterior_statistics('posterior',dataset_);
Error in dynare_estimation (line 89)
dynare_estimation_1(var_list,dname);
Error in h4_1 (line 631)
dynare_estimation(var_list_);
Error in dynare (line 180)
evalin('base',fname) ; "

I checked and found the file h4_1/metropolis/h4_1_mh_history does exist in my fold. So I am confused about this problem.

Could you give me more suggestions, please? I really appreciate it.
ecoyu
 
Posts: 5
Joined: Fri Mar 13, 2015 1:18 am

Re: shock decomposition for a Bayesian estimated model

Postby ecoyu » Tue Apr 07, 2015 2:34 pm

The problem is fixed now. Thank you very much!
ecoyu
 
Posts: 5
Joined: Fri Mar 13, 2015 1:18 am


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