求助：Warning: Matrix is singular,

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

尊敬的各位老师、同学：
      你们好。本人在调试dynare程序的时候出现以下问题。我不清楚是方程的问题，还是参数设置的问题，希望各位有经验的人士提供建议。
      晚辈不胜感激！

Warning: MaWarning: Matrix is singular, close to singular or badly scaled. Results may betrix is singular, close to singular or badly scaled. Results may be
inaccurate. RCOND = NaN.
我的程序如下：
//%--------------------------------------------
//% Declare endogenous and exogenous variables  
//%--------------------------------------------

var ch l w cs ys ks ls yl kl ll pai X rl bl rs bs rD rd d n rr y k c i As Al q x;

varexo eps_r eps_Al  eps_As eps_x;


//%-----------------------------------------------
//% Declare model parameters
//%-----------------------------------------------
parameters betah sigma phi theta delta betas alpha c_s omega rhopai rhoy rhos rhol rhox chi
ch_ss cs_ss ctoy_ss itoy_ss ys_ss yl_ss y_ss ks_ss kl_ss ls_ss ll_ss  X_ss rs_ss rl_ss rd_ss rD_ss rr_ss bston_ss blton_ss dton_ss  bstod_ss bltod_ss  bs_ss
pai_ss q_ss m;

//%----------------------------------------------
//% Setting the values of calibrated parameters
//%----------------------------------------------
betah=0.97;
sigma=2;
phi=2;
theta=0.75;
delta=0.035;
betas=0.93;
alpha=0.35;
c_s=0.01;
omega=0.3;
rhopai=1.5;
rhoy=0.5;
rhos=0.9;
rhol=0.85;
rhox=0.7;
chi=0.3;
cs_ss=0.4;
ch_ss=0.6;
ctoy_ss=0.4;
itoy_ss=0.6;
ys_ss=0.4;
yl_ss=0.6;
y_ss=1;
ks_ss=0.35;
kl_ss=0.65;
ls_ss=0.6;
ll_ss=0.4;
X_ss=1.05;
rr_ss=1.04;
rl_ss=1.05;
rD_ss=1.05;
bston_ss=4;
blton_ss=6;
dton_ss=9;
bstod_ss=2/3;
bltod_ss=4/9;
bs_ss=0.4;
pai_ss=1.008;
q_ss=1;
m=0.6;

//%defined
rd_ss=1/betah;
rs_ss=1/betas;
//%---------------------------------------------
//% model equations
//%---------------------------------------------
model(linear);

//% 1
ch=ch(+1)-(rD-pai)/sigma;

//% 2
w=sigma*c+phi*l;

//% 3
pai=betah*pai(+1)+(1-betah*theta)*(1-theta)/theta*X;

//% 4
cs=cs(+1)-(rs-pai)/sigma;

//% 5
-((cs_ss)^(-sigma)*m*q_ss*pai_ss/rs_ss)*(-sigma*cs+q(+1)+pai(+1)-rs)+(1-delta)*cs_ss^(-sigma)*sigma*c^+betas*m*q_ss*(q(+1)-sigma*c);

//% 6
w=ys+X-ls;

//% 7
ys=alpha*ks(-1)+(1-alpha)*ls+(1-alpha)*As;

//% 8
rs+bs=q(+1)+ks+pai(+1);

//% 9
yl=alpha*kl(-1)+(1-alpha)*ll+(1-alpha)*Al;

//% 10
w=yl+X-ll;

//% 11
alpha*(yl_ss/(kl_ss*X_ss))*(yl-kl(-1)-X)-rl_ss*rl=0;

//% 12
kl=bl;

//% 13
rl=rD;

//% 14
rs_ss*rs=rl_ss*rl+c_s*bs_ss*bs;

//% 15
bston_ss*bs+blton_ss*bs=dton_ss*d+n;

//% 16
n(+1)=n+rl_ss*blton_ss*(rl+bl)+rs_ss*bston_ss*(rs+bs)-rD_ss*dton_ss*(rD+d)-c_s*bs*(bston_ss)^2;

//% 17
rl_ss*bltod_ss*(rl+bl)+rs_ss*bstod_ss*(rs+bs)-c_s*bs*(bstod_ss)^2=rd_ss*(rd+d);

//% 18
rD_ss*rD=(1-omega)*1.1*rr_ss*rr+omega*rd_ss*rd;

//% 19
rr=rhopai*pai+rhoy*y+eps_r;

//% 20
c=ch_ss*ch+cs_ss*cs;

//% 21
y_ss*y=ys_ss*ys+yl_ss*yl;

//% 22
k=ks_ss*ks+kl_ss*kl;

//% 23
l=ls_ss*ls+ll_ss*ll;

//% 24
y_ss*y=ctoy_ss*c+itoy_ss*i;

//% 25
As=rhos*As(-1)+eps_As;

//% 26
Al=rhol*Al(-1)+eps_Al;

//%27
x=rhox*x(-1)+eps_x;

//%28
q=chi*(i-k(-1))-x;

//%29
k=delta*i+delta*x+(1-delta)*k(-1);
end;


//%-------------------------------------------------
//% one standerr shock
//%-------------------------------------------------
shocks;
var eps_r=0.01;
var eps_Al=0.01;
var eps_As=0.01;
var eps_x=0.01;
end;

%----------------------------------------------------------------
% generate IRFs
%----------------------------------------------------------------
stoch_simul(order = 1,irf=20) y c i l;

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：singular warning matrix ning Warn Matrix close

求顶啊。。。呜呜