Dynare forums

by **kipfilet** » Fri Oct 05, 2012 1:55 am

Hello all,

I have seen multiple references to a dynare example file on Rabanal and Rubio-Ramirez (2001, 2003, 2005). However, I have found that this example file no longer comes with dynare. Could anyone post the old (even if deprecated) code for it? I am trying to replicate the model and keep having problems (even using the same data as the authors).

Thanks in advance

by **kipfilet** » Fri Oct 05, 2012 2:51 am

By the way, my code and data follow. I keep getting the "POSTERIOR KERNEL OPTIMIZATION PROBLEM!" right before getting totally non-sensical estimates. Then DYNARE just crashes with
??? Error using ==> chol
Matrix must be positive definite.

by **kipfilet** » Fri Oct 05, 2012 7:46 pm

(seems I cannot upload the data as a .mat file)

by **kipfilet** » Sat Oct 06, 2012 9:11 pm

Could anyone at least supply me with the old example files?

by **kipfilet** » Sat Oct 13, 2012 7:14 pm

kipfilet wrote:Could anyone at least supply me with the old example files?

by **jpfeifer** » Mon Oct 15, 2012 5:33 pm

I am only aware of references to the paper. Where did you find the reference to their mod-file?

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