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[经济学模型] 求助啊,,dynare 跑mod 文件跑不出来啊 [推广有奖]

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??? Error using ==> print_info at 36
The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=22, n=22


Error in ==> check at 76
    print_info(info, options.noprint);


Error in ==> fulliacoviello at 273
oo_.dr.eigval = check(M_,options_,oo_);


Error in ==> dynare at 120
evalin('base',fname) ;
总是出现这个问题啊。。。参数都校准没有问题,想放入贝叶斯估计后就不行了啊。。大家帮我看看哪出问题 了啊。。。查了下说是估计过程中求得的值与模拟的不一样?也不知道什么意思。惆怅

var y c ci cii i rr k x q h j hii b bii a pi r u has;%//19个变量
varexo e_R e_j e_u e_a e_has;
parameters c_Y cii_Y I_Y qh_Y betaii gam delt gamE omeg m mii beta phiE gamH phiH iota iotaii
                                         eta nu J psi mu alph kap b_Y bii_Y qhi_Y qhii_Y R si sii rho_R rho_pi rho_Y rho_j rho_u
                                         rho_a rho_has;%//有ci_Y么

model(linear);
rr = r - pi(+1); %//ex ante real rate


// Aggregate Demand Block
y = c_Y*c + (1-c_Y-cii_Y-I_Y)*ci + cii_Y*cii + I_Y*i;
ci = ci(+1) - rr;
i - k(-1) = gam*(i(+1)-k) + ((1-gam*(1-delt))/psi)*(y(+1)-x(+1)-k) + (1/psi)*(c-c(+1));


// Housing/Consumption Block
q = gamE*q(+1)+(1-gamE)*(y(+1)-x(+1)-h) - m*beta*rr-(1-m*beta)*(c(+1)-c)-phiE*(h - h(-1) - gam*(h(+1) - h));
q = gamH*q(+1) + (1-gamH)*(j - hii) - mii*beta*rr + (1-mii*beta)*(cii-omeg*cii(+1)) - phiH*(hii-hii(-1) - betaii*(hii(+1)-hii));%//和附录有不同
q = beta*q(+1) + (1-beta)*j + iota*h + iotaii*hii + ci - beta*ci(+1) + (phiH/qhi_Y)*(qh_Y*(h - h(-1))
                 + qhii_Y*(hii-hii(-1)) - beta*qh_Y*(h(+1)-h) - beta*qhii_Y*(hii(+1)-hii));%//这里的j都是偏好冲击


// Borrowing Constraints
b = q(+1) + h - rr - has;
bii = q(+1) + hii - rr - has;


// Aggregate Supply and Markup
y = (eta/(eta-(1-nu-mu)))*(a + nu*h(-1) + mu*k(-1)) - ((1-nu-mu)/(eta-(1-nu-mu)))*(x + alph*ci + (1-alph)*cii);%//技术冲击,和文章不同
pi = beta*pi(+1) - kap*x + u; %// markup shock enters here,通胀冲击


// Flow of Funds/Evolution of State Variables
k = delt*i + (1-delt)*k(-1);
b_Y*b = c_Y*c + qh_Y*(h-h(-1)) + I_Y*i + R*b_Y*(r(-1) + b(-1) - pi) - (1-si-sii)*(y-x);
bii_Y*bii = cii_Y*cii + qhii_Y*(hii-hii(-1)) + R*bii_Y*(bii(-1) + r(-1) - pi) - sii*(y-x);


// Monetary Policy Rule and Shock Processes
r = (1-rho_R)*(1+rho_pi)*pi(-1) + rho_Y*(1-rho_R)*y(-1) + rho_R*r(-1) + e_R;
j = rho_j*j(-1) + e_j;
u = rho_u*u(-1) + e_u;
a = rho_a*a(-1) + e_a;
has = rho_has*has(-1) + e_has;


end;
%//model_diagnostics(M_,options_,oo_);


steady;               
check;


shocks;
var e_R; stderr 1.0;
var e_j; stderr 1.0;
var e_u; stderr 1.0;
var e_a; stderr 1.0;
var e_has; stderr 1.0;
end;


estimated_params;
%//phiE,normal_pdf,0.1,0.1;%//
%//phiH,normal_pdf,0.1,0.1;%//
rho_Y,normal_pdf,0.36,0.1;%//
rho_pi,normal_pdf,1.6,0.1;
rho_R,beta_pdf,0.73,0.1;%//
rho_has,beta_pdf,0.75,0.1;   %//
rho_j,beta_pdf,0.85,0.1;  %/
rho_u,beta_pdf,0.59,0.1;         
rho_a,beta_pdf,0.1,0.1;   %
stderr e_has,inv_gamma_pdf,0.2,0.01;         
stderr e_u,inv_gamma_pdf,0.2,0.01;  %//参考同上
stderr e_j,inv_gamma_pdf,0.2,0.01;   %//参考同上
stderr e_a,inv_gamma_pdf,0.2,0.01;   
stderr e_R,inv_gamma_pdf,0.2,0.01;%//
end;
varobs y pi q ci r;%//
estimation(datafile=renjunshujuw,prefilter=1,mh_replic=15000,mh_nblocks=2,mh_jscale=0.3,mode_compute=6,order=1,mode_check) y pi q ci r;





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关键词:dynare ARE Mod consumption Constraints function failed Error

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