running Dynare in a Matlab loop

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

running Dynare in a Matlab loop

Postby giovanma » Tue Feb 12, 2013 3:26 pm

Hi, I am trying to estimate some parameters with GMM/SMM.
The structure of my routine is as follows:
0)Compute moments in the data
1)initialize parameter values in Matlab
2)Run .mod file
3)Call dynare results in Matlab
4)compute model-based moments
5) repeat 2)- 4) to minimize GMM/SMM objective function.

In dynare 3 I just defined the parameters in 1) as global variables and launched dynare with option noclearall.
In dynare 4.3.2 it seems that this is not working, that is the parameters initialized in Matlab are not passed to dynare despite the noclearall option.

Do you have any suggestion on how to pass parameters from Matlab to dynare?
giovanma
 
Posts: 2
Joined: Tue Feb 12, 2013 3:07 pm

Re: running Dynare in a Matlab loop

Postby giovanma » Wed Feb 13, 2013 6:13 pm

I fixed it.
giovanma
 
Posts: 2
Joined: Tue Feb 12, 2013 3:07 pm

Re: running Dynare in a Matlab loop

Postby davidkelley » Tue Apr 30, 2013 10:38 pm

Giovanma,

Would you mind posting a brief explanation of your solution? I'm coming across a similar situation I believe and I'd appreciate hearing of your experiences. Thanks.
davidkelley
 
Posts: 13
Joined: Tue Apr 30, 2013 10:36 pm
Location: Evanstion, IL

Re: running Dynare in a Matlab loop

Postby jpfeifer » Wed May 01, 2013 7:14 am

------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


Return to Dynare help

Who is online

Users browsing this forum: No registered users and 7 guests