How can I reduce manually qz_zero_threshold

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How can I reduce manually qz_zero_threshold

Postby psbe20 » Sat May 07, 2016 6:52 am

Because I'm trying to solve for the steady state of the variables but one of the eigenvalues is close to 0/0, I have been looking in the board for a way to reduce the qz_zero_threshold, but cannot find one. Is this the same as TolFun in dynare_solve.m ? Because I also changed it, and it is not working.

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Re: How can I reduce manually qz_zero_threshold

Postby jpfeifer » Mon May 09, 2016 12:56 pm

See the manual on
Code: Select all
qz_zero_threshold
(http://www.dynare.org/manual/index_24.html#qz_005fzero_005fthreshold)

Note that this is often not a solution to the underlying problem as the singularity regularly comes from economic factors as opposed to pure numerical problems.
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University of Cologne
https://sites.google.com/site/pfeiferecon/
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