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The generalized Schur (QZ) decomposition
Posted:
Sun Sep 18, 2016 12:45 pmby fda
Hello everybody,
Is there anybody who can help me please?I am trying to run the code I attach,but I get the following error message:
??? Error using ==> print_info at 36
The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges:
info=19, n=17
Error in ==> check at 76
print_info(info, options.noprint);
Error in ==> calib at 472
oo_.dr.eigval = check(M_,options_,oo_);
Error in ==> dynare at 120
evalin('base',fname) ;
Re: The generalized Schur (QZ) decomposition
Posted:
Sun Sep 18, 2016 1:00 pmby jpfeifer
Start with a smaller model version that runs and work from there. Your current model has collinearity issues. Run
- Code: Select all
model_diagnostics
to see this. It is hard to say where this comes from. What is unusual is having big numbers like
- Code: Select all
N=18463799;
Re: The generalized Schur (QZ) decomposition
Posted:
Sun Sep 25, 2016 12:23 pmby fda
Thanks a lot jpfeifer, I change my model,but now I have another error:
??? Error: File: calib3S.m Line: 451 Column: 5
Unbalanced or unexpected parenthesis or bracket.
Error in ==> dynare at 120
evalin('base',fname) ;
Re: The generalized Schur (QZ) decomposition
Posted:
Mon Sep 26, 2016 7:27 amby fda
I solved the problem, but know my model have another error:
??? Error using ==> print_info at 63
The steady state contains NaN or Inf
Error in ==> steady at 92
print_info(info,options_.noprint);
Error in ==> calib4 at 493
steady;
Error in ==> dynare at 120
evalin('base',fname) ;
I'm very greatful, if you help me.
Thanks
Re: The generalized Schur (QZ) decomposition
Posted:
Mon Sep 26, 2016 12:19 pmby jpfeifer
The equation
- Code: Select all
c=c(+1)-(1/sigma)*IR-(1/sigma)*(pc-pc(+1));
cannot be correct. IR is a paramter. With c and pc only showing up in differences, this equation is steady state is
- Code: Select all
-(1/sigma)*IR=0;
which is impossible.
Re: The generalized Schur (QZ) decomposition
Posted:
Tue Sep 27, 2016 5:17 amby fda
Hello jpfeifer,
Thanks a lot for your help, I solve the problem, but now my model have another error:
??? Error using ==> print_info at 36
The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function
dgges: info=20, n=18
Error in ==> check at 76
print_info(info, options.noprint);
Error in ==> calib4 at 494
oo_.dr.eigval = check(M_,options_,oo_);
Re: The generalized Schur (QZ) decomposition
Posted:
Tue Sep 27, 2016 8:23 amby jpfeifer
That is hard to say, but your model has a collinearity issue. Running
- Code: Select all
model_diagnostics
returns
MODEL_DIAGNOSTICS: The Jacobian of the static model is singular
MODEL_DIAGNOSTICS: there is 3 colinear relationships between the variables and the equations
Relation 1
Colinear variables:
tr
ta
bd
fas
rcb
Relation 2
Colinear variables:
tr
ta
bd
fas
rcb
Relation 3
Colinear variables:
tr
ta
bd
fas
rcb
Relation 1
Colinear equations
15 31 45 46
Relation 2
Colinear equations
15 31 45 46
Relation 3
Colinear equations
1 31 43 46
MODEL_DIAGNOSTICS: The presence of a singularity problem typically indicates that there is one
MODEL_DIAGNOSTICS: redundant equation entered in the model block, while another non-redundant equation
MODEL_DIAGNOSTICS: is missing. The problem often derives from Walras Law.