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Commit 57eb9e12 authored by Marco Ratto's avatar Marco Ratto
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1) Allow for endogenous prior restrictions

2) trap cases where only very few parameter combinations provide unique saddle path solution
parent 1667c42f
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1 merge request!561Fixed bugs and continue GSA plots harmonization
...@@ -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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