news (expectation) shock routine

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news (expectation) shock routine

Postby Ippei » Mon Mar 10, 2008 6:08 am

Hi all,

Heedon Kang of the Bank of Korea revised our code for news shock (a shock examined in Beaudry and Portier, 2004) routine with Dynare. We hope there will be no bugs any more!

You can download the codes and manual at:
http://ideas.repec.org/c/dge/qmrbcd/163.html
http://ideas.repec.org/c/dge/qmrbcd/173.html

Cheers,
Ippei
Ippei
 
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Postby wgonzalez » Fri Apr 25, 2008 8:25 pm

Dear Ippei, I am trying to make a new shock to the Lubik and Schorfheide (2003), but I have an error, this this error also happen in some models that I have, Could you tell me what to do?

??? Error using ==> expectation_shock at 131
A12 must be zero matrix


Thanks very much in advance

WGonzalez
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Re: news (expectation) shock routine

Postby xuedilanhu » Wed Sep 29, 2010 2:49 am

I find it is useless for Dynare version 4.1, anybody offers some ideas?
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Re: news (expectation) shock routine

Postby ecyng » Wed Oct 26, 2011 6:25 am

I use Dynare 4.2.2 to run the model in Fujiwara and Kang (2008) "Expectation Shock Simulation with Dynare: Mark II":
(1) type "dynare pigoucycle"
(2) Then run the file "expectation_shock.m".

The following errors appear:

??? Error using ==> feval
Undefined function or method '_fff' for input arguments of type 'double'.

Error in ==> resol_es at 39
if max(abs(feval(fh,ys))) > dynatol_ & options_.olr == 0

Error in ==> stoch_simul_es at 47
[dr_,info,jacobiamat] = resol_es(ys_,0);

Error in ==> expectation_shock at 25
[info,jacobimat]=stoch_simul_es(var_list_); % To obtain Jacobian matrix

I appreciate very much if the above problems can be solved. Please find the attached key files for reference. The full toolkit files can be downloaded from: http://ideas.repec.org/c/dge/qmrbcd/163.html

Thanks for your attention.
Attachments
resol_es.m
(1.82 KiB) Downloaded 201 times
stoch_simul_es.m
(12.15 KiB) Downloaded 179 times
expectation_shock.m
(22.68 KiB) Downloaded 207 times
pigoucycle.mod
(2.19 KiB) Downloaded 215 times
ecyng
 
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