From 67d7ba75f0c306d29609fca7f99a2205cd820def Mon Sep 17 00:00:00 2001 From: Marco Ratto Date: Tue, 10 Dec 2013 11:05:54 +0100 Subject: [PATCH] 1) Define a new type of parameter Random_prior_params, when prior/posterior mean mode do not work and the code searches randomly in the prior space a parameter combination that provides unique saddle path solution; 2) save point estimates in separate file, in order not lose work when subsequent analyses are done for prior/posterior mean/mode etc. --- matlab/dynare_identification.m | 3 +++ 1 file changed, 3 insertions(+) diff --git a/matlab/dynare_identification.m b/matlab/dynare_identification.m index 1547604cf..07c4d6656 100644 --- a/matlab/dynare_identification.m +++ b/matlab/dynare_identification.m @@ -334,6 +334,8 @@ if iload <=0, disp('----------- ') skipline() return + else + parameters = 'Random_prior_params'; end else idehess_point.params=params; @@ -344,6 +346,7 @@ if iload <=0, % normJ = max(abs(siJ)')'; % normLRE = max(abs(siLRE)')'; save([IdentifDirectoryName '/' M_.fname '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident') + save([IdentifDirectoryName '/' M_.fname '_' parameters '_identif.mat'], 'idehess_point', 'idemoments_point','idemodel_point', 'idelre_point','store_options_ident') disp_identification(params, idemodel_point, idemoments_point, name, advanced); if ~options_.nograph, plot_identification(params,idemoments_point,idehess_point,idemodel_point,idelre_point,advanced,parameters,name,IdentifDirectoryName);