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problem with osr

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problem with osr

Postby ntory » Tue Sep 20, 2011 2:12 am

Hi. I'm practicing coding with an IMF paper.

This mod file is working but I think is somewhat odd.

The optimal parameter value is strongly affected by the values I put in, and sometimes is not working depend on what the values are.

Also THEORETICAL MOMENTS are not available.

Any comment will be helpful :)
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pr_osr2.mod
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Re: problem with osr

Postby SébastienVillemot » Wed Sep 28, 2011 12:58 pm

The theoretical moments of some variables are not available because, at least for the optimal parameters values, your model has a unit root (you can see that by running "check"). Hence Dynare cannot compute moments of the non-stationary variables.

Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
SébastienVillemot
 
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