DSGE-VAR
Posted: Sat Oct 01, 2011 5:00 pm
Dear all,
I am trying to repeat the procedure used by Del Negro and Schorfheide, using a different DSGE model (the DSGE model present in the chapter 3 of Galì's 2008 book).
I have loglinearized the model before, so the .mod file contains the model loglinearized.
I use the same model to simulate the varibles. I attach the two files, please someone could check what could be wrong?
The errors Matlab gives to me are:
??? Error using ==> mtimes
Inner matrix dimensions must agree.
Error in ==> DsgeVarLikelihood at 138
tmp0 =
lyapunov_symm(T,R*Q*R',options_.qz_criterium,options_.lyapunov_complex_threshold);%
I compute the variance-covariance matrix
Error in ==> csminit at 126
f = feval(fcn,dxtest,varargin{:});
Error in ==> csminwel1 at 101
[f1 x1 fc retcode1] = csminit(fcn,x,f,g,badg,H,varargin{:});
Error in ==> dynare_estimation_1 at 209
[fval,xparam1,grad,hessian_csminwel,itct,fcount,retcodehat] = ...
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> galiest at 168
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin('base',fname) ;
Many thanks.
Bests
Carmine.
I am trying to repeat the procedure used by Del Negro and Schorfheide, using a different DSGE model (the DSGE model present in the chapter 3 of Galì's 2008 book).
I have loglinearized the model before, so the .mod file contains the model loglinearized.
I use the same model to simulate the varibles. I attach the two files, please someone could check what could be wrong?
The errors Matlab gives to me are:
??? Error using ==> mtimes
Inner matrix dimensions must agree.
Error in ==> DsgeVarLikelihood at 138
tmp0 =
lyapunov_symm(T,R*Q*R',options_.qz_criterium,options_.lyapunov_complex_threshold);%
I compute the variance-covariance matrix
Error in ==> csminit at 126
f = feval(fcn,dxtest,varargin{:});
Error in ==> csminwel1 at 101
[f1 x1 fc retcode1] = csminit(fcn,x,f,g,badg,H,varargin{:});
Error in ==> dynare_estimation_1 at 209
[fval,xparam1,grad,hessian_csminwel,itct,fcount,retcodehat] = ...
Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});
Error in ==> galiest at 168
dynare_estimation(var_list_);
Error in ==> dynare at 132
evalin('base',fname) ;
Many thanks.
Bests
Carmine.