Deterministic Simulation Issues

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Deterministic Simulation Issues

Postby akeinsley » Sat Jul 20, 2013 5:04 pm

Hello,

I'm having a bit of an issue with a deterministic simulation. I can solve for the initial and end values just fine, but the simulation keeps giving me vectors of NaN and telling me that some matrix is nearly singular. I can't for the life of me figure out why I'm having this issue.

I have attached the .mod file, but it won't let me attach the .mat file that I call on to set the parameter, initial, and end values. I would be willing to email said file to anyone who is willing to help me. I apologize for the inconvenience as this setup was an attempt to make the results more flexible to robustness checks.

Thank you!
Attachments
AK_Dynare.mod
(4.12 KiB) Downloaded 57 times
akeinsley
 
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Re: Deterministic Simulation Issues

Postby akeinsley » Sat Jul 20, 2013 6:09 pm

Here is a simpler .mod file with all the values included.
Attachments
AK_DETER.mod
(3.1 KiB) Downloaded 63 times
akeinsley
 
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Re: Deterministic Simulation Issues

Postby jpfeifer » Sat Jul 20, 2013 9:18 pm

You set mu to 0 in the shocks block, but in the equations you have:
n = xi*mu^(theta-1)*m*(lam1/(lam2-beta*lam2(+1)*(1-delta)/pi(+1)))^theta;

with theta=0.5. This yields 0^-0.5=1/0^0.5=infinity.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: Deterministic Simulation Issues

Postby akeinsley » Sun Jul 21, 2013 3:13 pm

Wow, that's a little embarrassing. Thanks for the help! You're the best!
akeinsley
 
Posts: 10
Joined: Tue Jun 19, 2012 2:38 pm


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