From 6d42ec66d52541f8e93d72dfb13f22858c00f176 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Wed, 10 Sep 2014 15:20:46 +0200 Subject: [PATCH] Account for error code 10 (Inf in Jacobian of the dynamic model) in likelihood functions. --- matlab/dsge_likelihood.m | 4 ++-- matlab/dsge_var_likelihood.m | 4 ++-- matlab/non_linear_dsge_likelihood.m | 2 +- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m index 7f32d6a71..f8632fb93 100644 --- a/matlab/dsge_likelihood.m +++ b/matlab/dsge_likelihood.m @@ -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; diff --git a/matlab/dsge_var_likelihood.m b/matlab/dsge_var_likelihood.m index b08239ca2..f90f2edcd 100644 --- a/matlab/dsge_var_likelihood.m +++ b/matlab/dsge_var_likelihood.m @@ -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; diff --git a/matlab/non_linear_dsge_likelihood.m b/matlab/non_linear_dsge_likelihood.m index ecb889f57..284be9e09 100644 --- a/matlab/non_linear_dsge_likelihood.m +++ b/matlab/non_linear_dsge_likelihood.m @@ -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