diff --git a/matlab/cli/prior.m b/matlab/cli/prior.m
index 2a57d6d1f0d4ec8e912fa534931d8e5f98dec49b..2ecaa331003a56496a96bc44d2c9d8c5be30600f 100644
--- a/matlab/cli/prior.m
+++ b/matlab/cli/prior.m
@@ -143,7 +143,7 @@ if ismember('moments', varargin) % Prior simulations (2nd order moments).
end
if info
skipline()
- message = get_error_message(info);
+ message = get_error_message(info,options_);
fprintf('Cannot solve the model on the prior mode (info = %d, %s)\n', info(1), message);
skipline()
return
diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m
index a640da9906fc8b4643dcb932b071086ef9252cf7..9586dea3c596aabf1c5d078de59aa9ff6caaef83 100644
--- a/matlab/dynare_identification.m
+++ b/matlab/dynare_identification.m
@@ -461,7 +461,7 @@ if iload <=0
identification_analysis(params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end implies initialization of persistent variables
if info(1)~=0
% there are errors in the solution algorithm
- message = get_error_message(info,0,options_);
+ message = get_error_message(info,options_);
fprintf('-----------\n');
fprintf('The model does not solve for %s (info = %d: %s)\n', parameters, info(1), message);
fprintf('-----------\n');
diff --git a/matlab/fjaco.m b/matlab/fjaco.m
index 74398be57a05b5114d0d0f58f352fd8525cbfce7..566d2b729beef4748b1da25c4c8a2f8bb1890422 100644
--- a/matlab/fjaco.m
+++ b/matlab/fjaco.m
@@ -59,7 +59,7 @@ function disp_info_error_identification_perturbation(info,j)
% there are errors in the solution algorithm
probl_par = get_the_name(j,varargin{5}.TeX,varargin{3},varargin{2},varargin{5});
skipline()
- message = get_error_message(info,0,varargin{5});
+ message = get_error_message(info,varargin{5});
fprintf('Parameter error in numerical two-sided difference method:\n')
fprintf('Cannot solve the model for %s (info = %d, %s)\n', probl_par, info(1), message);
fprintf('Possible solutions:\n')
diff --git a/matlab/get_error_message.m b/matlab/get_error_message.m
index 4380f3a9088a656fd6ac441db03fe663f75eaa40..c4ed1148a4de596af8963bb0c08530f91409a2d8 100644
--- a/matlab/get_error_message.m
+++ b/matlab/get_error_message.m
@@ -1,9 +1,8 @@
-function message = get_error_message(info, noprint, DynareOptions)
+function message = get_error_message(info, DynareOptions)
% Returns error messages
%
% INPUTS
% info [double] vector returned by resol.m
-% noprint [integer] equal to 0 if the error message has to be printed.
% DynareOptions [structure] --> options_
% OUTPUTS
% message [string] corresponding error message
@@ -11,7 +10,7 @@ function message = get_error_message(info, noprint, DynareOptions)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2005-2019 Dynare Team
+% Copyright (C) 2005-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -28,147 +27,145 @@ function message = get_error_message(info, noprint, DynareOptions)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-if ~noprint
- switch info(1)
- case 0
- message = '';
- case 1
- message = 'The model doesn''t determine the current variable uniquely.';
- case 2
- message = sprintf('The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=%d, n=%d. You can also run model_diagnostics to get more information on what may cause this problem.', info(2), info(3));
- case 3
- message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
- case 4
- message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
- case 5
- message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
- case 6
- message = 'The Jacobian matrix evaluated at the steady state contains elements that are not real or are infinite.';
- case 7
- message = sprintf('One of the eigenvalues is close to 0/0 (the absolute value of numerator and denominator is smaller than %5.4f!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',DynareOptions.qz_zero_threshold);
- case 8
- if size(info,2)>=2
- global M_;
- disp_string = M_.param_names{info(2)};
- for ii=1:length(info)-2
- disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
- end
- message = ['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string];
- else
- message = 'The Jacobian contains NaNs. For more information, use options_.debug.';
+switch info(1)
+ case 0
+ message = '';
+ case 1
+ message = 'The model doesn''t determine the current variable uniquely.';
+ case 2
+ message = sprintf('The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=%d, n=%d. You can also run model_diagnostics to get more information on what may cause this problem.', info(2), info(3));
+ case 3
+ message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
+ case 4
+ message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
+ case 5
+ message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
+ case 6
+ message = 'The Jacobian matrix evaluated at the steady state contains elements that are not real or are infinite.';
+ case 7
+ message = sprintf('One of the eigenvalues is close to 0/0 (the absolute value of numerator and denominator is smaller than %5.4f!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',DynareOptions.qz_zero_threshold);
+ case 8
+ if size(info,2)>=2
+ global M_;
+ disp_string = M_.param_names{info(2)};
+ for ii=1:length(info)-2
+ disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
end
- case 9
- message = 'k_order_pert was unable to compute the solution';
- case 10
- message = 'The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.';
- case 11
- message = 'The Hessian of the dynamic model used for second order solutions must not contain Inf';
- case 12
- message = 'The Hessian of the dynamic model used for second order solutions must not contain NaN';
- case 19
- message = 'The steadystate file did not compute the steady state';
- case 20
- if DynareOptions.linear
- message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state or there are an infinity of steady states Check whether your model is truly linear or whether there is a mistake in linearization.', info(2));
- else
- message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution', info(2));
- end
- case 21
- message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %5.4f)', info(2));
- case 22
- message = 'The steady state has NaNs or Inf.';
- case 23
- message = 'Parameters have been updated in the steadystate routine and some have complex values.';
- case 24
- message = 'Parameters have been updated in the steadystate routine and some are NaNs or Inf.';
- case 25
- message = 'The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent';
- case 26
- message = 'The loglinearization of the model cannot be performed, because the steady state is not strictly positive.';
- case 30
- message = 'Ergodic variance can''t be computed.';
- case 41
- message = 'one (many) parameter(s) do(es) not satisfy the lower bound';
- case 42
- message = 'one (many) parameter(s) do(es) not satisfy the upper bound';
- case 43
- message = 'Covariance matrix of structural shocks is not positive definite';
- case 44 %DsgeLikelihood_hh / dsge_likelihood
- message = 'The covariance matrix of the measurement errors is not positive definite.';
- case 45 %DsgeLikelihood_hh / dsge_likelihood
- message = 'Likelihood is not a number (NaN) or a complex number';
- case 46 %DsgeLikelihood_hh / dsge_likelihood
- message = 'Likelihood is a complex number';
- case 47 %DsgeLikelihood_hh / dsge_likelihood
- message = 'Prior density is not a number (NaN)';
- case 48 %DsgeLikelihood_hh / dsge_likelihood
- message = 'Prior density is a complex number';
- case 49
- message = 'The model violates one (many) endogenous prior restriction(s)';
- case 50
- message = 'Likelihood is Inf';
- case 51
- message = sprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!', info(2), info(3));
- case 52 %dsge_var_likelihood
- message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!';
- case 53 %dsge_var_likelihood
- message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!';
- case 55
- message = 'Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]';
- case 61 %Discretionary policy
- message = 'Discretionary policy: maximum number of iterations has been reached. Procedure failed.';
- case 62
- message = 'Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.';
- case 63
- message = 'Discretionary policy: NaN elements are present in the solution. Procedure failed.';
- case 64
- message = 'discretionary_policy: the derivatives of the objective function contain NaN.';
- case 65
- message = 'discretionary_policy: the model must be written in deviation form and not have constant terms.';
- case 66
- message = 'discretionary_policy: the objective function must have zero first order derivatives.';
- case 71
- message = 'Calibrated covariance of the structural errors implies correlation larger than +-1.';
- case 72
- message = 'Calibrated covariance of the measurement errors implies correlation larger than +-1.';
- % Aim Code Conversions by convertAimCodeToInfo.m
- case 81
- message = ['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
- ' doesn''t have a steady state, there are an infinity of steady states, ' ...
- ' or the guess values are too far from the solution'];
- case 82
- message = 'Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy';
- case 83
- message = 'Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy';
- case 84
- message = 'Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments';
- case 85
- message = 'Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.';
- case 86
- message = 'Ramsey: The steady state file provides complex numbers conditional on the instruments.';
- case 87
- message = 'Ramsey: The maximum number of iterations has been reached. Try increasing maxit.';
- case 102
- message = 'Aim: roots not correctly computed by real_schur';
- case 103
- message = 'Aim: too many explosive roots: no stable equilibrium';
- case 135
- message = 'Aim: too many explosive roots, and q(:,right) is singular';
- case 104
- message = 'Aim: too few explosive roots: indeterminacy';
- case 145
- message = 'Aim: too few explosive roots, and q(:,right) is singular';
- case 105
- message = 'Aim: q(:,right) is singular';
- case 161
- message = 'Aim: too many exact shiftrights';
- case 162
- message = 'Aim: too many numeric shiftrights';
- case 163
- message = 'Aim: A is NAN or INF.';
- case 164
- message = 'Aim: Problem in SPEIG.';
- otherwise
- message = 'This case shouldn''t happen. Contact the authors of Dynare';
- end
+ message = ['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string];
+ else
+ message = 'The Jacobian contains NaNs. For more information, use options_.debug.';
+ end
+ case 9
+ message = 'k_order_pert was unable to compute the solution';
+ case 10
+ message = 'The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.';
+ case 11
+ message = 'The Hessian of the dynamic model used for second order solutions must not contain Inf';
+ case 12
+ message = 'The Hessian of the dynamic model used for second order solutions must not contain NaN';
+ case 19
+ message = 'The steadystate file did not compute the steady state';
+ case 20
+ if DynareOptions.linear
+ message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state or there are an infinity of steady states Check whether your model is truly linear or whether there is a mistake in linearization.', info(2));
+ else
+ message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution', info(2));
+ end
+ case 21
+ message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %5.4f)', info(2));
+ case 22
+ message = 'The steady state has NaNs or Inf.';
+ case 23
+ message = 'Parameters have been updated in the steadystate routine and some have complex values.';
+ case 24
+ message = 'Parameters have been updated in the steadystate routine and some are NaNs or Inf.';
+ case 25
+ message = 'The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent';
+ case 26
+ message = 'The loglinearization of the model cannot be performed, because the steady state is not strictly positive.';
+ case 30
+ message = 'Ergodic variance can''t be computed.';
+ case 41
+ message = 'one (many) parameter(s) do(es) not satisfy the lower bound';
+ case 42
+ message = 'one (many) parameter(s) do(es) not satisfy the upper bound';
+ case 43
+ message = 'Covariance matrix of structural shocks is not positive definite';
+ case 44 %DsgeLikelihood_hh / dsge_likelihood
+ message = 'The covariance matrix of the measurement errors is not positive definite.';
+ case 45 %DsgeLikelihood_hh / dsge_likelihood
+ message = 'Likelihood is not a number (NaN) or a complex number';
+ case 46 %DsgeLikelihood_hh / dsge_likelihood
+ message = 'Likelihood is a complex number';
+ case 47 %DsgeLikelihood_hh / dsge_likelihood
+ message = 'Prior density is not a number (NaN)';
+ case 48 %DsgeLikelihood_hh / dsge_likelihood
+ message = 'Prior density is a complex number';
+ case 49
+ message = 'The model violates one (many) endogenous prior restriction(s)';
+ case 50
+ message = 'Likelihood is Inf';
+ case 51
+ message = sprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!', info(2), info(3));
+ case 52 %dsge_var_likelihood
+ message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!';
+ case 53 %dsge_var_likelihood
+ message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!';
+ case 55
+ message = 'Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]';
+ case 61 %Discretionary policy
+ message = 'Discretionary policy: maximum number of iterations has been reached. Procedure failed.';
+ case 62
+ message = 'Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.';
+ case 63
+ message = 'Discretionary policy: NaN elements are present in the solution. Procedure failed.';
+ case 64
+ message = 'discretionary_policy: the derivatives of the objective function contain NaN.';
+ case 65
+ message = 'discretionary_policy: the model must be written in deviation form and not have constant terms.';
+ case 66
+ message = 'discretionary_policy: the objective function must have zero first order derivatives.';
+ case 71
+ message = 'Calibrated covariance of the structural errors implies correlation larger than +-1.';
+ case 72
+ message = 'Calibrated covariance of the measurement errors implies correlation larger than +-1.';
+ % Aim Code Conversions by convertAimCodeToInfo.m
+ case 81
+ message = ['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
+ ' doesn''t have a steady state, there are an infinity of steady states, ' ...
+ ' or the guess values are too far from the solution'];
+ case 82
+ message = 'Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy';
+ case 83
+ message = 'Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy';
+ case 84
+ message = 'Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments';
+ case 85
+ message = 'Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.';
+ case 86
+ message = 'Ramsey: The steady state file provides complex numbers conditional on the instruments.';
+ case 87
+ message = 'Ramsey: The maximum number of iterations has been reached. Try increasing maxit.';
+ case 102
+ message = 'Aim: roots not correctly computed by real_schur';
+ case 103
+ message = 'Aim: too many explosive roots: no stable equilibrium';
+ case 135
+ message = 'Aim: too many explosive roots, and q(:,right) is singular';
+ case 104
+ message = 'Aim: too few explosive roots: indeterminacy';
+ case 145
+ message = 'Aim: too few explosive roots, and q(:,right) is singular';
+ case 105
+ message = 'Aim: q(:,right) is singular';
+ case 161
+ message = 'Aim: too many exact shiftrights';
+ case 162
+ message = 'Aim: too many numeric shiftrights';
+ case 163
+ message = 'Aim: A is NAN or INF.';
+ case 164
+ message = 'Aim: Problem in SPEIG.';
+ otherwise
+ message = 'This case shouldn''t happen. Contact the authors of Dynare';
end
\ No newline at end of file
diff --git a/matlab/print_info.m b/matlab/print_info.m
index 08902a1819c4392a1e7d8b273dbf07a6a6081dd1..7fa109391acd245e45acf5234e3b331047e9cfb4 100644
--- a/matlab/print_info.m
+++ b/matlab/print_info.m
@@ -11,7 +11,7 @@ function print_info(info, noprint, DynareOptions)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2005-2019 Dynare Team
+% Copyright (C) 2005-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -27,6 +27,7 @@ function print_info(info, noprint, DynareOptions)
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-
-message = get_error_message(info, noprint, DynareOptions);
-error(message);
+if ~noprint
+ message = get_error_message(info, DynareOptions);
+ error(message);
+end
\ No newline at end of file
diff --git a/tests/Makefile.am b/tests/Makefile.am
index 5c2c56001dbf5a08d88b1e2eacc3426faf167b8c..95da0997431194a1a38cc1e254b289a455a6f044 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -279,6 +279,7 @@ MODFILES = \
ep/rbcii.mod \
ep/linearmodel0.mod \
ep/linearmodel1.mod \
+ stochastic_simulations/example1_noprint.mod \
stochastic-backward-models/solow_cd.mod \
stochastic-backward-models/solow_ces.mod \
stochastic-backward-models/solow_cd_with_steadystate.mod \
diff --git a/tests/stochastic_simulations/example1_noprint.mod b/tests/stochastic_simulations/example1_noprint.mod
new file mode 100644
index 0000000000000000000000000000000000000000..11d48a0cf3761b47dc10f26f76594abdada7f75c
--- /dev/null
+++ b/tests/stochastic_simulations/example1_noprint.mod
@@ -0,0 +1,68 @@
+/*
+ * Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
+ * A practical guide" (see "guide.pdf" in the documentation directory).
+ */
+
+/*
+ * Copyright (C) 2001-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = -0.36; // changed "0.36" to "-0.36" to generate an error
+rho = 0.95;
+tau = 0.025;
+beta = 0.99;
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+phi = 0.1;
+
+model;
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+ *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+(1-delta)*k(-1);
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul(noprint); // added "noprint"