Problem with OSR procedure

[econ86]

Dear

[jpfeifer]

Use the unstable version and try a different optimimzer there.

[econ86]

Is there any example that shows how to do this?

[jpfeifer]

Use e.g.

Code: Select all

osr(opt_algo=9);

in the unstable version (Dynare 4.5)
Examples are at https://github.com/DynareTeam/dynare/tree/master/tests/optimal_policy/OSR

[econ86]

Best.

[jpfeifer]

You need to modify change the call to fmincon by a call to your optimizer. The call to fmincon already shows you which arguments you need to pass to the function to be optimized.

[econ86]

g

[jpfeifer]

No, opt_algo=4 is csminwel. To see the cases, look into dynare_minimize_objective.m in the dynare/matlab/optimization folder

[econ86]

u

[jpfeifer]

4, i.e. csminwel