Replication of sensitivity check

[songjeo1]

Hi everyone,

I am trying to repeat some sensitivity checks for many possible values of parameters in my calibration.

Now, I am manually doing that taking quite a long time. Could anyone give me a tip so that in this DYNARE I can practice something like DO LOOP in GAUSS code?

Always thanks in advance

Song from Korea

[jpfeifer]

See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4891

[songjeo1]

Hi everyone,

Bt only modifying the mod file name for my own, I wrote the following M.file in the below.
rho_a is structural parameter that indicates the AR(1) parameter for tech. shock in my mod file.
===================================
rhos = 0.8:0.05:1.05;
first_time = 1;
for i=1:length(rhos)
if first_time
set_param_value('rho_a',rhos(i));
dynare RS_A2.mod noclearall;
first_time = 0;
else
set_param_value('rho_a',rhos(i));
info = stoch_simul(irf);
if info;
disp(['Computation fails for rho = ' num2str(rho_a)]);
end;
end
end
=======================================

The error message in Korean contains

"set_param_value (line 22)
i = strmatch(pname,M_.param_names,'exact'); "

What is wrong with my M.file?

[jpfeifer]

Please provide the full files.

[songjeo1]

Sorry for my late reply.

My mod file and m files are attached to this post.

RS_A2.mod

This is my MOD file

(8.13 KiB) Downloaded 38 times

sensit.m

This is the M.file

(386 Bytes) Downloaded 40 times

Many thanks to you for your kind help.

Song from Korea

[jpfeifer]

You cannot use

Code: Select all

    if first_time
        set_param_value('rho_a',rhos(i));
        dynare RS_A2.mod noclearall;


as you are trying to set rho_a before you run Dynare for the first time where rho_a is then finally defined. Use the mod-file itself to set the first value.

[songjeo1]

Dear Prof. Pfeifer,

As you suggested, I have run my dynare mod file, RS_A2.mod first and then have executed the sensit.m file.

But, it seemed to me that RS_A2.mod has been run only one time, not the number of rhos vector, that is, 3.

Song from Korea

[jpfeifer]

Your second call to stoch_simul is wrong and should be

Code: Select all

        info = stoch_simul(var_list_);


Moreover, you are not saving any results.