The generalized Schur (QZ) decomposition

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The generalized Schur (QZ) decomposition

Postby fda » Sun Sep 18, 2016 12:45 pm

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) ;
Attachments
calib.mod
(3.81 KiB) Downloaded 65 times
fda
 
Posts: 12
Joined: Sun Jul 12, 2015 7:45 am

Re: The generalized Schur (QZ) decomposition

Postby jpfeifer » Sun Sep 18, 2016 1:00 pm

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;
------------
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: The generalized Schur (QZ) decomposition

Postby fda » Sun Sep 25, 2016 12:23 pm

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) ;
Attachments
calib3S.mod
(4.23 KiB) Downloaded 65 times
fda
 
Posts: 12
Joined: Sun Jul 12, 2015 7:45 am

Re: The generalized Schur (QZ) decomposition

Postby fda » Mon Sep 26, 2016 7:27 am

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
Attachments
calib4s.mod
(4.26 KiB) Downloaded 65 times
fda
 
Posts: 12
Joined: Sun Jul 12, 2015 7:45 am

Re: The generalized Schur (QZ) decomposition

Postby jpfeifer » Mon Sep 26, 2016 12:19 pm

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.
------------
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: The generalized Schur (QZ) decomposition

Postby fda » Tue Sep 27, 2016 5:17 am

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_);
Attachments
calib4.mod
(5.43 KiB) Downloaded 62 times
fda
 
Posts: 12
Joined: Sun Jul 12, 2015 7:45 am

Re: The generalized Schur (QZ) decomposition

Postby jpfeifer » Tue Sep 27, 2016 8:23 am

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.
------------
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


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