Ramsey: exit with error code if solver fails at specified tolerance
Also adds penalty if steady state ventures into complex spacetime-shift
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c470e028e1
commit
eff52f51b7
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@ -55,7 +55,13 @@ elseif options_.steadystate_flag
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end
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if inst_nbr == 1
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%solve for instrument, using univariate solver, starting at initial value for instrument
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inst_val = csolve(nl_func,ys_init(k_inst),'',options_.solve_tolf,100);
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[inst_val, info1]= csolve(nl_func,ys_init(k_inst),'',options_.solve_tolf,options_.ramsey.maxit);
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if info1==1 || info1==3
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check=81;
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end
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if info1==4
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check=87;
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end
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else
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%solve for instrument, using multivariate solver, starting at
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%initial value for instrument
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@ -63,10 +69,13 @@ elseif options_.steadystate_flag
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opt.jacobian_flag = 0;
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[inst_val,info1] = dynare_solve(nl_func,ys_init(k_inst), ...
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opt);
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if info1~=0
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check=81;
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end
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end
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ys_init(k_inst) = inst_val;
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exo_ss = [oo.exo_steady_state oo.exo_det_steady_state];
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[xx,params,check] = evaluate_steady_state_file(ys_init,exo_ss,M,options_,~options_.steadystate.nocheck); %run steady state file again to update parameters
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[xx,params] = evaluate_steady_state_file(ys_init,exo_ss,M,options_,~options_.steadystate.nocheck); %run steady state file again to update parameters
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[junk,junk,steady_state] = nl_func(inst_val); %compute and return steady state
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else
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n_var = M.orig_endo_nbr;
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@ -110,6 +119,12 @@ if options_.steadystate_flag
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[oo.exo_steady_state; ...
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oo.exo_det_steady_state], ...
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M,options_,~options_.steadystate.nocheck);
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if any(imag(x(1:M.orig_endo_nbr))) %return with penalty
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resids=1+sum(abs(imag(x(1:M.orig_endo_nbr)))); %return with penalty
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steady_state=NaN(endo_nbr,1);
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return;
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end
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end
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xx = zeros(endo_nbr,1); %initialize steady state vector
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@ -145,7 +145,6 @@ function [ys,params,info] = evaluate_steady_state(ys_init,M,options,oo,steadysta
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%either if no steady state file or steady state file without problems
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[ys,params,info] = dyn_ramsey_static(ys_init,M,options,oo);
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if info
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info=81;%case should not happen
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return;
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end
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%check whether steady state really solves the model
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@ -148,6 +148,10 @@ if ~noprint
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error(['Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments']);
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case 85
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error(['Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.']);
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case 86
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error(['Ramsey: The steady state file provides complex numbers conditional on the instruments.']);
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case 87
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error(['Ramsey: The maximum number of iterations has been reached. Try increasing maxit.']);
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case 102
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error('Aim: roots not correctly computed by real_schur');
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case 103
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