maxit in Dynare++

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maxit in Dynare++

Postby hscbsc » Sat Apr 23, 2016 1:51 pm

Hi,

I am using dynare++ version (based on dynare version 4.4.1).Is it possible to increase the iteration limit for the Non-linear solver for deterministic steady state?
For a same set of parameters, if I use dynare with larger maxit, the steady state is solved, but in dynare++ this error is raised - ' Caught Dynare exception: nlsolve.cpp:71: Safer point not finite in GoldenSectionSearch::init_bracket'.

Thanks.
hscbsc
 
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Re: maxit in Dynare++

Postby jpfeifer » Mon Apr 25, 2016 8:17 am

No, this is not possible, in particular because Dynare++ uses a different solver. Try providing the Dynare's steady state results as initial values.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: maxit in Dynare++

Postby hscbsc » Mon Apr 25, 2016 12:31 pm

Thank you.
It works with Dynare's steady state value. However, since I am using the results in an optimization, it is difficult to provide those results for each func evaluation.
hscbsc
 
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Re: maxit in Dynare++

Postby jpfeifer » Thu Apr 28, 2016 7:44 am

In that case, you should try to compute the steady state analytically.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


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