External Steady State - How does it work?

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External Steady State - How does it work?

Postby 1984ec » Mon Nov 26, 2012 6:00 pm

Hi,

I am new to Dynare and have been struggling on finding examples on how to obtain the steady state using an external file. Do you know where I could find any examples and guidance?

Thanks
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Re: External Steady State - How does it work?

Postby jpfeifer » Mon Jan 07, 2013 5:30 pm

------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: External Steady State - How does it work?

Postby donihue » Tue Jan 08, 2013 3:25 pm

Hello,

Unfortunately, the example cited in this reference does not seem to work under Dynare 4.3.1. When I tried it, I received 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=20, n=20

Error in ==> check at 76
print_info(info, options.noprint);

Error in ==> soe at 333
check(M_,options_,oo_);

Error in ==> dynare at 120
evalin('base',fname) ;

Regards
Donihue
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Re: External Steady State - How does it work?

Postby Doyle33 » Sat Jan 26, 2013 11:28 am

We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium steady state. PSN generalizes the usual Gaussian noise and can be considered to be a paradigm of external noise, where fluctuation and dissipation originate from physically independent mechanisms.
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