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[宏观经济指标] dynare程序跪求高手指导 [推广有奖]

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一下是我编的程序:
var y k n c z ;
varexo e;
parameters beta rho yita sigma psi the;
model;
1/(c^yita)=beta*(1/c(+1)^yita*(rho*y/k(-1)+1-sigma));
the/(1-n)=((1/c^yita)*(1-rho)*exp(z)*k(-1)^rho*y/n);
y=exp(z)*k(-1)^rho*n^(1-rho);
y=c+k-(1-sigma)*k(-1);
z=psi*(z(-1))+e;
end;
varobs y;
initval;
k=0.5;
c=0.5;
z=0;
n=0.542;
e=0;
end;
estimated_params;
beta,beta_pdf,0.99,0.002;
rho,beta_pdf,0.95,0.05;
yita,beta_pdf,0.35,0.002;
psi,beta_pdf,0.95,0.05;
sigma,beta_pdf,0.025,0.003;
the,gamma_pdf,10,0.5;
stderr e,inv_gamma_pdf,001,inf;
end;
estimation(datafile=simudatax);
以下是运行结果:
>> dynare wodelizi6.mod
Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.
Starting Dynare (version 4.3.1).
Starting preprocessing of the model file ...
Found 5 equation(s).
Evaluating expressions...done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives:
- order 1
- order 2
Processing outputs ...done
Preprocessing completed.
Starting MATLAB/Octave computing.
You did not declare endogenous variables after the estimation/calib_smoother command.
y =
    0.0344
    0.0164
    0.0005
   -0.0405
   -0.0474
   -0.0393
    0.0058
    0.0357
    0.0243
    0.0385
    0.0507
   -0.0035
   -0.0603
   -0.0678
   -0.0313
    0.0021
    0.0279
    0.0356
    0.0364
    0.0325
    0.0165
   -0.0003
   -0.0093
   -0.0199
   -0.0241
   -0.0211
   -0.0189
   -0.0149
   -0.0014
    0.0239
    0.0128
    0.0036
    0.0053
   -0.0030
Loading 34 observations from simudatax.m
SOLVE: maxit has been reached
SOLVE: maxit has been reached
SOLVE: maxit has been reached
Error in computing likelihood for initial parameter values
??? Error using ==> print_info at 57
Impossible to find the steady state. Either the model doesn't have a unique steady state of the guess values are
too far from the solution
Error in ==> initial_estimation_checks at 69
    print_info(info, DynareOptions.noprint)
Error in ==> dynare_estimation_1 at 147
oo_ = initial_estimation_checks(objective_function,xparam1,dataset_,M_,estim_params_,options_,bayestopt_,oo_);
Error in ==> dynare_estimation at 70
    dynare_estimation_1(var_list,dname);
Error in ==> wodelizi6 at 120
dynare_estimation(var_list_);
Error in ==> dynare at 120
evalin('base',fname) ;
总是出现这样的错误,跪求高手指导!
我的QQ:806020185 跪求高手可以加一下!
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关键词:dynare 求高手 ARE observations Perturbation sigma 程序

沙发
林海沐风 发表于 2013-6-17 16:29:25 |只看作者 |坛友微信交流群
刚开始学,没看明白

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琥珀糖 发表于 2014-6-7 01:29:06 |只看作者 |坛友微信交流群
把整个model全部用uhlig的方法线性化,然后将内生变量全部设置为0,并把稳态变量加入到parameters中并赋值,搞定!

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