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problems when estimate a dsge model with news shocks

PostPosted: Sun Mar 14, 2010 10:08 am
by zhuang
Hi everybody
when i estimate a dsge model with news shocks like grohe and uribe(2008 nber working paper), i find problems as follow:
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.

Starting Dynare ...
Starting preprocessing of the model file ...
27 equation(s) found
Processing derivation ...
Processing Order 1... done
Processing Order 2... done
Processing outputs ...
Preprocessing completed.
Starting Matlab computing ...

??? Attempted to access k(1); index out of bounds because numel(k)=0.

Error in ==> draw_prior_density at 114
binf = abscissa(k(1));

Error in ==> plot_priors at 135
[x,f,abscissa,dens,binf,bsup] = draw_prior_density(i);

Error in ==> dynare_estimation_1 at 92
plot_priors

Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});

Error in ==> dsge_news_est at 350
dynare_estimation(var_list_);

Error in ==> dynare at 102
evalin('base',fname) ;




I am not be able to find the source of the problem. Any thoughts/advice would be greatly appreciated.
Many thanks!!!

Re: problems when estimate a dsge model with news shocks

PostPosted: Sun Jan 15, 2012 5:40 pm
by gabrielbruneau
Hello,

You timing is not correct. We should see

z=rho_z*z(-1)+eps_z0+Sz1(-1)+Sz2(-2)+Sz3(-3);
Sz1 = eps_z1;
Sz2 = eps_z2;
Sz3 = eps_z3;
//Sz4 = eps_z4;

instead of

z=rho_z*z(-1)+eps_z0+Sz1+Sz2+Sz3;
Sz1 = eps_z1;
Sz2 = eps_z2;
Sz3 = eps_z3;
//Sz4 = eps_z4;

Good luck,
Gabriel