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Check positive steady state for loglinear option... 

1e-9 is too far from zero. Set 1e-16 as a threshold value for the positivity test.
time-shift
Stéphane Adjemian (Charybdis) 2017-02-15 12:41:56 +01:00
parent 8925e7ca1f
commit ffebf6b262
1 changed files with 4 additions and 2 deletions
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6
matlab/resol.m
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@ -109,9 +109,11 @@ if info(1)
end
if options.loglinear
threshold = 1e-16;
% Find variables with non positive steady state. Skip auxiliary
% variables for lagges/leaded exogenous variables
idx = find(dr.ys(get_all_variables_but_lagged_leaded_exogenous(M)) < 1e-9);
idx = find(dr.ys(get_all_variables_but_lagged_leaded_exogenous(M))<threshold);
idx
if length(idx)
if options.debug
variables_with_non_positive_steady_state = M.endo_names(idx,:);
@ -132,7 +134,7 @@ if options.loglinear
end
end
info(1)=26;
info(2)=sum(dr.ys(dr.ys<1e-9).^2);
info(2)=sum(dr.ys(dr.ys<threshold).^2);
return
end
end