Commit 57eb9e12 authored by Marco Ratto's avatar Marco Ratto
Browse files

1) Allow for endogenous prior restrictions

2) trap cases where only very few parameter combinations provide unique saddle path solution
parent 1667c42f
...@@ -257,6 +257,9 @@ if fload==0, ...@@ -257,6 +257,9 @@ if fload==0,
%try stoch_simul([]); %try stoch_simul([]);
try try
[Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict'); [Tt,Rr,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,'restrict');
if info(1)==0,
info=endogenous_prior(Tt,Rr,M_,options_,oo_);
end
infox(j,1)=info(1); infox(j,1)=info(1);
if infox(j,1)==0 && ~exist('T'), if infox(j,1)==0 && ~exist('T'),
dr_=oo_.dr; dr_=oo_.dr;
...@@ -533,6 +536,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam, ...@@ -533,6 +536,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
if any(infox==30), if any(infox==30),
disp([' For ',num2str(length(find(infox==30))/Nsam*100,'%1.3f'),'\% Ergodic variance can''t be computed.']) disp([' For ',num2str(length(find(infox==30))/Nsam*100,'%1.3f'),'\% Ergodic variance can''t be computed.'])
end end
if any(infox==49),
disp([' For ',num2str(length(find(infox==49))/Nsam*100,'%1.3f'),'\% The model violates one (many) endogenous prior restriction(s).'])
end
end end
skipline() skipline()
...@@ -597,7 +603,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam, ...@@ -597,7 +603,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
c0=corrcoef(lpmat(istable,:)); c0=corrcoef(lpmat(istable,:));
c00=tril(c0,-1); c00=tril(c0,-1);
stab_map_2(lpmat(istable,:),alpha2, pvalue_corr, asname, OutputDirectoryName,xparam1,astitle); if length(istable)>10,
stab_map_2(lpmat(istable,:),alpha2, pvalue_corr, asname, OutputDirectoryName,xparam1,astitle);
end
if length(iunstable)>10, if length(iunstable)>10,
stab_map_2(lpmat(iunstable,:),alpha2, pvalue_corr, auname, OutputDirectoryName,xparam1,autitle); stab_map_2(lpmat(iunstable,:),alpha2, pvalue_corr, auname, OutputDirectoryName,xparam1,autitle);
end end
......
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