Problems with different matlab versions when running dynare

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Problems with different matlab versions when running dynare

Postby andwes » Tue Sep 28, 2010 2:19 pm

Hi !

When running the attached program using dynare 4.1.0, I get different results when running it in Matlab 2007b and 2010a. Specifically, when running it in 2007b the model is solved, while in 2010b I get the error message "Blanchard Kahn conditions are not
satisfied: indeterminacy".

Does anyone have an idea what causes this difference?

Many thanks!
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test2.mod
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andwes
 
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Re: Problems with different matlab versions when running dynare

Postby SébastienVillemot » Mon Oct 11, 2010 10:27 am

Please upgrade to the latest version of Dynare and tell us if you can still reproduce the problem.
Sébastien Villemot
Economist at OFCE – Sciences Po
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Re: Problems with different matlab versions when running dynare

Postby andwes » Wed Oct 20, 2010 4:20 pm

I still get different answers when running the two matlab versions. However, a difference compared to before is that version 7.5 now indicates that there is some kind of problem :

"Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND =
5.427874e-020."

but proceeds and solves the model (computing transtition function etc). The more recent version gives a similar message

" Results may be inaccurate. RCOND =
5.427874e-020. "

and then breaks complaining about Blanchard Kahn.

Note that this seems to depend on the model. I changed the calibration (and discovered an error and modified the model a little) and the problem vanished, so my problem has been solved.

Many thanks for the help

Andreas
andwes
 
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