Simulating with OLR

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Simulating with OLR

Postby krishnarao » Mon Oct 02, 2006 7:23 pm

We have no problems running OLR with no options. The reason we are using OLR is to compute or simulate optimal paths for output, inflation, and federal funds under different starting points and scenarios. When we include the simul and periods= option in the OLR command, the program manages to simulate the shocks but then fails to simulate any endogenous variables. We get the following error message:

??? Index exceeds matrix dimensions.

Error in ==> simult_ at 28
tempx1 = y_(dr.order_var,k1);

Error in ==> simult at 29
y_ = simult_(ys,dr,ex_,order);

Error in ==> stoch_simul at 85
y_ = simult(repmat(ys_,1,ykmin_),dr_);

Error in ==> oursample at 150
info = stoch_simul(var_list_);

Error in ==> dynare at 26
evalin('base',fname) ;

The problem seems to be that the dr_ matrices dynare creates are larger than our initial condition ys_ matrix, which does not include initial values for the lagrange multipliers. Is it possible to simulate with OLR if you don't use the steady command?

Attached is our .dyn file.

Thanks,
Kieran and Krishna
Attachments
oursample.txt
gya=change in output (annual)
pia=pce inflation (annual)
ira=federal funds (annual)
(1.79 KiB) Downloaded 147 times
krishnarao
 
Posts: 3
Joined: Mon Jul 17, 2006 8:44 pm

Postby MichelJuillard » Mon Oct 02, 2006 7:43 pm

This is a bug. Thanks for reporting it, but it will take me awhile to fix it. Not before the end of the month, I'm afraid. I'm currently confronting other pressing issues. Sorry.

Kind regards

Michel
MichelJuillard
 
Posts: 680
Joined: Thu Nov 18, 2004 10:51 am


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