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Dynare
dynare
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36a40093
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Commit
36a40093
authored
2 years ago
by
Johannes Pfeifer
Committed by
Sébastien Villemot
2 years ago
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occbin: add warning on spurious regime transitions
(cherry picked from commit
0685e03e
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doc/manual/source/the-model-file.rst
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@@ -4757,6 +4757,18 @@ All of these elements are discussed in the following.
the levels, not deviations from the steady state. To access the steady state
level of a variable, the ``STEADY_STATE()``-operator can be used.
Finally, it's worth keeping in mind that for each simulation period, Occbin will check
the respective conditions for whether the current regime should be left. Small numerical
differences from the cutoff point for a regime can sometimes lead to oscillations between
regimes and cause a spurious periodic solution. Such cases may be prevented by introducing
a small buffer between the two regimes, e.g.
::
occbin_constraints;
name 'ELB'; bind inom <= iss-1e8; relax inom > iss+1e-8;
end;
The ``error_bind`` and ``error_relax``-options are optional and allow specifying
numerical criteria for the size of the respective constraint violations employed
in numerical routines. By default, Dynare will simply use the absolute value of
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@@ -4894,7 +4906,9 @@ All of these elements are discussed in the following.
.. option:: simul_periodic_solution
Accept a periodic solution where the solution alternates between two sets of results
across iterations, i.e. is not found to be unique. Default: not enabled.
across iterations, i.e. is not found to be unique. This is sometimes caused by spurious numerical errors
that lead to oscillations between regiems and may be prevented by allowing for a small buffer in regime
transitions. Default: not enabled.
.. option:: simul_debug
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