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Return an error if Newton fails when simulating a backward model.

time-shift
Stéphane Adjemian (Scylla) 2017-09-29 10:17:33 +02:00
parent 51fd3fd988
commit e001d448b8
1 changed files with 5 additions and 1 deletions
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6
matlab/backward/simul_backward_nonlinear_model_.m
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@ -48,7 +48,11 @@ end
for it = initialconditions.nobs+(1:samplesize)
ylag = DynareOutput.endo_simul(iy1,it-1); % Set lagged variables.
y = DynareOutput.endo_simul(:,it-1); % A good guess for the initial conditions is the previous values for the endogenous variables.
DynareOutput.endo_simul(:,it) = dynare_solve(model_dynamic_s, y, DynareOptions, model_dynamic, ylag, DynareOutput.exo_simul, DynareModel.params, DynareOutput.steady_state, it);
[DynareOutput.endo_simul(:,it), info, fvec] = dynare_solve(model_dynamic_s, ...
y, DynareOptions, model_dynamic, ylag, DynareOutput.exo_simul, DynareModel.params, DynareOutput.steady_state, it);
if info
error('Newton failed!')
end
end
ysim = DynareOutput.endo_simul(1:DynareModel.orig_endo_nbr,:);