DSGE VAR example bvar_forward.mod falls over at IRFs
Posted: Thu Mar 12, 2009 8:27 am
Hi,
I am having trouble running the bvar_forward.mod example from http://www.dynare.org/DynareWiki/DsgeVar (eg see http://www.dynare.org/DynareWiki/DsgeVar?action=AttachFile&do=get&target=bvar_forward.mod).
estimation(datafile=datarabanal_hybrid,first_obs=50,mh_nblocks = 1,nobs=90,mode_compute=4,mh_replic=20000)
runs correctly.
But
estimation(datafile=datarabanal_hybrid,first_obs=50,mh_nblocks = 1,nobs=90,mode_compute=4,mh_replic=20000,bayesian_irf)
does not.
The file successfully computes the posterior distributions using the Metropolis-Hastings algorithm, but then fails to compute the impulse responses and results in the following error message:
MH: Posterior (dsge) IRFs...
MH: Posterior (bvar-dsge) IRFs...
??? Index exceeds matrix dimensions.
Error in ==> PosteriorIRF at 366
[MeanIRFdsgevar(kk,j,i),MedianIRFdsgevar(kk,j,i),VarIRFdsgevar(kk,j,i),...
Error in ==> dynare_estimation at 943
PosteriorIRF('posterior');
Error in ==> bvar_forward at 172
dynare_estimation(var_list_);
Error in ==> dynare at 102
evalin('base',fname) ;
A different model crashes in the same place.
I am running dynare 4.0.2 from a network drive: h:\matlav\dynare\4.0.2.
Regards,
Christie
I am having trouble running the bvar_forward.mod example from http://www.dynare.org/DynareWiki/DsgeVar (eg see http://www.dynare.org/DynareWiki/DsgeVar?action=AttachFile&do=get&target=bvar_forward.mod).
estimation(datafile=datarabanal_hybrid,first_obs=50,mh_nblocks = 1,nobs=90,mode_compute=4,mh_replic=20000)
runs correctly.
But
estimation(datafile=datarabanal_hybrid,first_obs=50,mh_nblocks = 1,nobs=90,mode_compute=4,mh_replic=20000,bayesian_irf)
does not.
The file successfully computes the posterior distributions using the Metropolis-Hastings algorithm, but then fails to compute the impulse responses and results in the following error message:
MH: Posterior (dsge) IRFs...
MH: Posterior (bvar-dsge) IRFs...
??? Index exceeds matrix dimensions.
Error in ==> PosteriorIRF at 366
[MeanIRFdsgevar(kk,j,i),MedianIRFdsgevar(kk,j,i),VarIRFdsgevar(kk,j,i),...
Error in ==> dynare_estimation at 943
PosteriorIRF('posterior');
Error in ==> bvar_forward at 172
dynare_estimation(var_list_);
Error in ==> dynare at 102
evalin('base',fname) ;
A different model crashes in the same place.
I am running dynare 4.0.2 from a network drive: h:\matlav\dynare\4.0.2.
Regards,
Christie