From b1cb309a733cfa253a3d550b78a86ab27d8818ad Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 22 Jan 2024 12:03:54 +0100
Subject: [PATCH] gsa: add proper check for correctness of qz_criterium with
 unit roots

Critical for stability mapping
---
 matlab/+gsa/run.m | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/matlab/+gsa/run.m b/matlab/+gsa/run.m
index 3d38191e8..8ff035e89 100644
--- a/matlab/+gsa/run.m
+++ b/matlab/+gsa/run.m
@@ -13,7 +13,7 @@ function x0=run(M_,oo_,options_,bayestopt_,estim_params_,options_gsa)
 % M. Ratto (2008), Analysing DSGE Models with Global Sensitivity Analysis, 
 % Computational Economics (2008), 31, pp. 115–139
 
-% Copyright © 2008-2023 Dynare Team
+% Copyright © 2008-2024 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -150,6 +150,11 @@ end
 
 [~,~,~,~,oo_.dr,M_.params] = dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
 
+if isfield(oo_.dr,'eigval') && any(abs(oo_.dr.eigval-1)<abs(1-options_.qz_criterium)) && options_.qz_criterium<1
+    fprintf('\ngsa: The model features a unit root, but qz_criterium<1. Check whether that is intended.')
+    fprintf('\ngsa: If not, use the diffuse_filter option.\n')
+end
+
 options_gsa = set_default_option(options_gsa,'identification',0);
 if options_gsa.identification
     options_gsa.redform=0;
@@ -522,4 +527,4 @@ if options_gsa.glue
             save([OutputDirectoryName,'/',fname_,'_glue_mc.mat'], 'Out', 'Sam', 'Lik', 'Obs', 'Rem','Info', 'Exo')
         end
     end
-end
\ No newline at end of file
+end