Saving simulated data in transition periods
Posted: Wed May 04, 2016 7:30 pm
Hi,
I want to save simulated data for "Y ,C ,Iit, Iitn ,N ,Kit, Kitn " both in transition periods and steady states . After running the code below I receive error :
Index exceeds matrix dimensions.
Error in dynasave (line 49)
eval([var_list(1,:) '=oo_.endo_simul(ivar(1),:)'';'])
Error in my4 (line 248)
dynasave('my4data',var_list_);
Error in dynare (line 180)
evalin('base',fname) ;
My code is :
var Y C Iit Iitn N Kit Kitn psi A V lam1 lam2 lam3 s3 s2 s1;
varexo ea eit ewit ep;
parameters alpha1 alpha2 beta eta a v b gamma deltait deltaitn rhop sea seit sewit sep;
alpha1 = 0.11;
alpha2=0.13;
deltait = 0.315;
deltaitn=0.056;
rhop=0.95;
beta = 0.99;
b = 0.8;
gamma = 0.3;
a = 0.0362;
v=-0.1732;
eta = 1;
sea=.99;
seit=.66;
sewit=0.33;
sep=.0015;
model;
%wrt C
exp(lam1)= (exp(C)-b*exp(C(-1)))^(-1)-beta*b*(exp(C(+1))-b*exp(C))^(-1);
%wrt N
exp(psi)*exp(N)^(1/eta)= exp(lam1)*exp(A)*exp(Kit(-1))^alpha1*exp(Kitn(-1))^alpha2*(1-alpha1-alpha2)*exp(N)^(-alpha1-alpha2);
%wrt Kit(t+1)
exp(lam2)=beta*(exp(lam1(+1))*exp(A(+1))*alpha1*(exp(Kit)^(alpha1-1))*(exp(Kitn)^alpha2)*exp(N(+1))^(1-alpha1-alpha2)+exp(lam2(+1))*(1-deltait)*((exp(V(+1)))^-1)*(exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
%wrt Kitn(t+1)
exp(lam3)=beta*(exp(lam1(+1))*exp(A(+1))*alpha2*(exp(Kitn)^(alpha2-1))*(exp(Kit)^alpha1)*exp(N(+1))^(1-alpha1-alpha2)+exp(lam3(+1))*(1-deltaitn)*(exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
%wrt Iit(t)
exp(lam1)= exp(lam2)*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*(1-gamma/2*exp(Iit)/exp(Iit(-1))*(exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)^2 + gamma*(1-gamma/2*exp(Iit)/exp(Iit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*exp(Iit)/exp(Iit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)+beta*gamma*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1))*exp(lam2(+1))*(exp(Iit(+1)))/exp(Iit)^2*(1-gamma/2*exp(Iit(+1))/exp(Iit))*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
%wrt Iitn(t)
exp(lam1)= exp(lam3)*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*(1-gamma/2*exp(Iitn)/exp(Iitn(-1))*(exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)^2 + gamma*(1-gamma/2*exp(Iitn)/exp(Iit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*exp(Iitn)/exp(Iitn(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)+beta*gamma*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1))*exp(lam3(+1))*(exp(Iitn(+1)))/exp(Iitn)^2*(1-gamma/2*exp(Iitn(+1))/exp(Iitn))*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
% resource contraint
exp(Y)=exp(C)+exp(Iit)+exp(Iitn);
%Accumulation equation
exp(Kit)=(1-gamma/2*(exp(Iit)/exp(Iit(-1)))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1))^2*exp(Iit)*((exp(A+alpha1*V))^-1)+(1-deltait)*exp(Kit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*(exp(V))^-1;
%Accumulation equation
exp(Kitn)=(1-gamma/2*(exp(Iitn)/exp(Iitn(-1)))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1))^2*exp(Iitn)*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)+(1-deltaitn)*exp(Kitn(-1))*(exp(A+alpha1*V)/(1-alpha1-alpha2))^-1;
%production function
exp(Y)= exp(A)*exp(Kit(-1))^alpha1*exp(Kitn(-1))^alpha2*exp(N)^(1-alpha1-alpha2);
% (11) Preference shock
psi = rhop*psi(-1) + ep;
%neutral technology
A=a+ea;
%news tech
V=v+eit+s3(-1);
s1=ewit;
s2=s1(-1);
s3=s2(-1);
end;
initval;
Kit=log(2);
Kitn=log(2);
C=log(2);
Y=log(3);
N=log(0.5);
Iit=log(0.25);
Iitn=log(.25);
psi=1;
lam1=0;
lam2=0;
lam3=0;
end;
shocks;
var ea=sea^2;
var eit=seit^2;
var ewit=sewit^2;
var ep=sep^2;
end;
steady;
check;
stoch_simul(order=1,irf=20,nograph);
dynasave (my4data);
Thanks
I want to save simulated data for "Y ,C ,Iit, Iitn ,N ,Kit, Kitn " both in transition periods and steady states . After running the code below I receive error :
Index exceeds matrix dimensions.
Error in dynasave (line 49)
eval([var_list(1,:) '=oo_.endo_simul(ivar(1),:)'';'])
Error in my4 (line 248)
dynasave('my4data',var_list_);
Error in dynare (line 180)
evalin('base',fname) ;
My code is :
var Y C Iit Iitn N Kit Kitn psi A V lam1 lam2 lam3 s3 s2 s1;
varexo ea eit ewit ep;
parameters alpha1 alpha2 beta eta a v b gamma deltait deltaitn rhop sea seit sewit sep;
alpha1 = 0.11;
alpha2=0.13;
deltait = 0.315;
deltaitn=0.056;
rhop=0.95;
beta = 0.99;
b = 0.8;
gamma = 0.3;
a = 0.0362;
v=-0.1732;
eta = 1;
sea=.99;
seit=.66;
sewit=0.33;
sep=.0015;
model;
%wrt C
exp(lam1)= (exp(C)-b*exp(C(-1)))^(-1)-beta*b*(exp(C(+1))-b*exp(C))^(-1);
%wrt N
exp(psi)*exp(N)^(1/eta)= exp(lam1)*exp(A)*exp(Kit(-1))^alpha1*exp(Kitn(-1))^alpha2*(1-alpha1-alpha2)*exp(N)^(-alpha1-alpha2);
%wrt Kit(t+1)
exp(lam2)=beta*(exp(lam1(+1))*exp(A(+1))*alpha1*(exp(Kit)^(alpha1-1))*(exp(Kitn)^alpha2)*exp(N(+1))^(1-alpha1-alpha2)+exp(lam2(+1))*(1-deltait)*((exp(V(+1)))^-1)*(exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
%wrt Kitn(t+1)
exp(lam3)=beta*(exp(lam1(+1))*exp(A(+1))*alpha2*(exp(Kitn)^(alpha2-1))*(exp(Kit)^alpha1)*exp(N(+1))^(1-alpha1-alpha2)+exp(lam3(+1))*(1-deltaitn)*(exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
%wrt Iit(t)
exp(lam1)= exp(lam2)*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*(1-gamma/2*exp(Iit)/exp(Iit(-1))*(exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)^2 + gamma*(1-gamma/2*exp(Iit)/exp(Iit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*exp(Iit)/exp(Iit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)+beta*gamma*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1))*exp(lam2(+1))*(exp(Iit(+1)))/exp(Iit)^2*(1-gamma/2*exp(Iit(+1))/exp(Iit))*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
%wrt Iitn(t)
exp(lam1)= exp(lam3)*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*(1-gamma/2*exp(Iitn)/exp(Iitn(-1))*(exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)^2 + gamma*(1-gamma/2*exp(Iitn)/exp(Iit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*exp(Iitn)/exp(Iitn(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)+beta*gamma*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1))*exp(lam3(+1))*(exp(Iitn(+1)))/exp(Iitn)^2*(1-gamma/2*exp(Iitn(+1))/exp(Iitn))*((exp(A(+1)+alpha1*V(+1))/(1-alpha1-alpha2))^-1);
% resource contraint
exp(Y)=exp(C)+exp(Iit)+exp(Iitn);
%Accumulation equation
exp(Kit)=(1-gamma/2*(exp(Iit)/exp(Iit(-1)))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1))^2*exp(Iit)*((exp(A+alpha1*V))^-1)+(1-deltait)*exp(Kit(-1))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)*(exp(V))^-1;
%Accumulation equation
exp(Kitn)=(1-gamma/2*(exp(Iitn)/exp(Iitn(-1)))*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1))^2*exp(Iitn)*((exp(A+alpha1*V)/(1-alpha1-alpha2))^-1)+(1-deltaitn)*exp(Kitn(-1))*(exp(A+alpha1*V)/(1-alpha1-alpha2))^-1;
%production function
exp(Y)= exp(A)*exp(Kit(-1))^alpha1*exp(Kitn(-1))^alpha2*exp(N)^(1-alpha1-alpha2);
% (11) Preference shock
psi = rhop*psi(-1) + ep;
%neutral technology
A=a+ea;
%news tech
V=v+eit+s3(-1);
s1=ewit;
s2=s1(-1);
s3=s2(-1);
end;
initval;
Kit=log(2);
Kitn=log(2);
C=log(2);
Y=log(3);
N=log(0.5);
Iit=log(0.25);
Iitn=log(.25);
psi=1;
lam1=0;
lam2=0;
lam3=0;
end;
shocks;
var ea=sea^2;
var eit=seit^2;
var ewit=sewit^2;
var ep=sep^2;
end;
steady;
check;
stoch_simul(order=1,irf=20,nograph);
dynasave (my4data);
Thanks