The generalized Schur (QZ)

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The generalized Schur (QZ)

Postby asmae » Fri May 17, 2013 10:30 pm

Hello,

When trying to run my Dynare code i obtain the following error:

??? Error using ==> print_info at 36
The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function
dgges: info=16, n=16

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

Error in ==> linear_u at 312
oo_.dr.eigval = check(M_,options_,oo_);

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

What does such error mean? ( i saw some of the previous answers talking about potential colinearity, or parameters declared in a wrong order) i went through my model several times and yet i still could not make it work. Can you help me please? :|
asmae
 
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Re: The generalized Schur (QZ)

Postby jpfeifer » Sat May 18, 2013 7:17 am

Please post the mod-file
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: The generalized Schur (QZ)

Postby asmae » Sun May 19, 2013 4:40 pm

Hello jpfeifer,

Thank you for your reply. Please find attached the mode file.

Thanks again :|
Attachments
model.mod
(3.28 KiB) Downloaded 196 times
asmae
 
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Re: The generalized Schur (QZ)

Postby jpfeifer » Tue May 21, 2013 6:46 pm

Ugrade your Dynare
??? Error using ==> print_info at 61
The Jacobian contains NaNs because the following parameters are NaN: css, cwss, kss, qss, bss, nss, lambdass,
lambda_wss, muss, wss, thetass
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: The generalized Schur (QZ)

Postby asmae » Tue May 21, 2013 9:00 pm

Hello jpfeifer,

Thanks for your reply.

I upgraded my Dynare version.


When i'm using a linear model, I always use steady state variables experessed as function of parameters to calculate my ratios (don't have their numercial values). I don't know how to procede otherwise.
Can you tell me please what is the error(s) i'm making exactly? Because i have always done the same procedure in writing my Dynare codes and they all work fine.

Thank you :|
asmae
 
Posts: 14
Joined: Fri Mar 22, 2013 10:57 am

Re: The generalized Schur (QZ)

Postby jpfeifer » Wed May 22, 2013 6:58 am

Think about the parameter definition above the model command as a sequence of Matlab commands that step by step defines sets parameters. You can use the previously defined parameters to define new ones, but you cannot use future ones.
If you execute the parameter definitions as Matlab code (selecting the lines and hitting "Evaluate selection"), Matlab will complain that lambdass uses css for its definition, but it is only defined later on.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Location: Cologne, Germany

Re: The generalized Schur (QZ)

Postby asmae » Wed May 22, 2013 11:15 pm

Hello jpfeifer,

I followed your instructions and the code works fine now.

Thank you. You have been of great help :P
asmae
 
Posts: 14
Joined: Fri Mar 22, 2013 10:57 am

Re: The generalized Schur (QZ)

Postby asmae » Thu May 23, 2013 3:00 pm

Hello jpfeifer,

My model work fine when i choose a certain parameter value. But when i change it, i get the following error:

There are 9 eigenvalue(s) larger than 1 in modulus
for 12 forward-looking variable(s)

The rank conditions ISN'T verified!

Warning: Some of the parameters have no value (lamdass) when using stoch_simul. If these parameters are
not initialized in a steadystate file, Dynare may not be able to solve the model...
> In test_for_deep_parameters_calibration at 46
In stoch_simul at 22
In Pintus_Kaas at 327
In dynare at 120
??? Error using ==> print_info at 43
Blanchard Kahn conditions are not satisfied: indeterminacy

Error in ==> stoch_simul at 81
print_info(info, options_.noprint);

Error in ==> Pintus_Kaas at 327
info = stoch_simul(var_list_);

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


i know that it is related to the timing conventions, but i don't understand why when i put my parameter f = 0.61, it doesn't work. however for f=0.72 the code runs correctly.

Help please :|
Attachments
model.mod
(3.38 KiB) Downloaded 183 times
asmae
 
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Re: The generalized Schur (QZ)

Postby donihue » Wed May 29, 2013 1:40 pm

Replace the equation m(+1) = d*i; by m=d(-1)*i(-1); and it will work.
Regards
Donihue
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