From 57eb9e12e5c82d8dba5b09254256f5bbf1e7c82d Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Tue, 10 Dec 2013 12:42:45 +0100
Subject: [PATCH] 1) Allow for endogenous prior restrictions 2) trap cases
where only very few parameter combinations provide unique saddle path
solution
---
matlab/gsa/stab_map_.m | 10 +++++++++-
1 file changed, 9 insertions(+), 1 deletion(-)
diff --git a/matlab/gsa/stab_map_.m b/matlab/gsa/stab_map_.m
index f2d47c78e..44b006a1f 100644
--- a/matlab/gsa/stab_map_.m
+++ b/matlab/gsa/stab_map_.m
@@ -257,6 +257,9 @@ if fload==0,
%try stoch_simul([]);
try
[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);
if infox(j,1)==0 && ~exist('T'),
dr_=oo_.dr;
@@ -533,6 +536,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
if any(infox==30),
disp([' For ',num2str(length(find(infox==30))/Nsam*100,'%1.3f'),'\% Ergodic variance can''t be computed.'])
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
skipline()
@@ -597,7 +603,9 @@ if length(iunstable)>0 && length(iunstable)<Nsam,
c0=corrcoef(lpmat(istable,:));
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,
stab_map_2(lpmat(iunstable,:),alpha2, pvalue_corr, auname, OutputDirectoryName,xparam1,autitle);
end
--
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