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Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions.

time-shift
Stéphane Adjemian (Charybdis) 2014-09-10 15:20:46 +02:00
parent 45a3e7a710
commit 6d42ec66d5
3 changed files with 5 additions and 5 deletions
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4
matlab/dsge_likelihood.m
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@ -258,8 +258,8 @@ end
[T,R,SteadyState,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults,'restrict');
% Return, with endogenous penalty when possible, if dynare_resolve issues an error code (defined in resol).
if info(1) == 1 || info(1) == 2 || info(1) == 5 || info(1) == 7 || info(1) ...
== 8 || info(1) == 22 || info(1) == 24 || info(1) == 19 || info(1) == 25
if info(1) == 1 || info(1) == 2 || info(1) == 5 || info(1) == 7 || info(1) == 8 || ...
info(1) == 22 || info(1) == 24 || info(1) == 19 || info(1) == 25 || info(1) == 10
fval = objective_function_penalty_base+1;
info = info(1);
exit_flag = 0;

4
matlab/dsge_var_likelihood.m
View File

@ -132,8 +132,8 @@ end
[T,R,SteadyState,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults,'restrict');
% Return, with endogenous penalty when possible, if dynare_resolve issues an error code (defined in resol).
if info(1) == 1 || info(1) == 2 || info(1) == 5 || info(1) == 7 || info(1) ...
== 8 || info(1) == 22 || info(1) == 24 || info(1) == 25
if info(1) == 1 || info(1) == 2 || info(1) == 5 || info(1) == 7 || info(1) == 8 || ...
info(1) == 22 || info(1) == 24 || info(1) == 25 || info(1) == 10
fval = objective_function_penalty_base+1;
info = info(1);
exit_flag = 0;

2
matlab/non_linear_dsge_likelihood.m
View File

@ -214,7 +214,7 @@ end
% Linearize the model around the deterministic sdteadystate and extract the matrices of the state equation (T and R).
[T,R,SteadyState,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults,'restrict');
if info(1) == 1 || info(1) == 2 || info(1) == 5 || info(1) == 25
if info(1) == 1 || info(1) == 2 || info(1) == 5 || info(1) == 25 || info(1) == 10
fval = objective_function_penalty_base+1;
exit_flag = 0;
return