Search found 9 matches
- Sat Apr 15, 2023 2:13 am
- Forum: Programming
- Topic: overflow error
- Replies: 1
- Views: 9561
overflow error
Hi everyone, I am working over a SVAR model that includes a debt identity. The model is stated as under: var var_p.ls 1 2 l_gg l_tt l_yy infl_q i @ c dy_i(-1 to -2) model model_bt model_bt.merge var_p model_bt.append dy_i=dy_i(-1)*(1+0.25*i)/(1+l_yy-l_yy(-1)+infl_q) +(exp(l_gg)-exp(l_tt))/(exp(l_yy)...
- Wed Mar 08, 2023 11:23 am
- Forum: Programming
- Topic: Itertaion loop does not stop
- Replies: 7
- Views: 6621
Re: Itertaion loop does not stop
The issue is that when I run the loop as per given commands in options.prg, the loop does not stop even after 4 hours.You have to help us to help you. What are we supposed to do? What is the issue you are facing?
- Wed Mar 08, 2023 10:56 am
- Forum: Programming
- Topic: Itertaion loop does not stop
- Replies: 7
- Views: 6621
- Wed Mar 08, 2023 10:34 am
- Forum: Programming
- Topic: Itertaion loop does not stop
- Replies: 7
- Views: 6621
Re: Itertaion loop does not stop
Thank you for the reply but still the issue is there, Can I email you my workfile and program file so you find out the issue ?I'm not sure what you're asking. The code that you listed above will take about a nanosecond to execute.
Thank you
- Mon Mar 06, 2023 10:25 am
- Forum: Programming
- Topic: Itertaion loop does not stop
- Replies: 7
- Views: 6621
Itertaion loop does not stop
Hello everyone, I used the following commands for iteration of the program: !use_original_data = 1 !rep_data = 30 !rep_shocks = 500 !irf_steps = 40 !n_paths = 5000 !n_subpath = 1000 rndseed(type=mt) 1234567 But the program is not gonna stop even after 4 hours, and i have to forcefully shut the softw...
- Sat Feb 25, 2023 6:30 am
- Forum: Models
- Topic: Forecasting issue in SVAR with Exogenous variable
- Replies: 4
- Views: 55703
Re: Forecasting issue in SVAR with Exogenous variable
You have debt as an exogenous variable, and have no data for debt during those solution periods. Thank you for the reply. Yes, I used debt as an identity and added it into the model as : m_baseline.append debt_0 = (1+ir_0)/(1+inf_0)/(1+dy)*debt_0(-1) - (lnexp_0-lntax_0)/lngdp where all the variable...
- Thu Feb 23, 2023 1:01 pm
- Forum: Models
- Topic: Forecasting issue in SVAR with Exogenous variable
- Replies: 4
- Views: 55703
Re: Forecasting issue in SVAR with Exogenous variable
Hard to say without having the workfile.
- Thu Feb 23, 2023 11:20 am
- Forum: Models
- Topic: Forecasting issue in SVAR with Exogenous variable
- Replies: 4
- Views: 55703
Forecasting issue in SVAR with Exogenous variable
Hi everyone. I am estimating SVAR with exogenous variable using model. However, the model solution does not forecast the model over the workfile range and gives the following error message: Sample: 1976Q1 2028Q4 Solve Options: Dynamic-Deterministic Simulation Solver: Broyden Max iterations = 5000, C...
- Thu Sep 08, 2022 9:57 am
- Forum: Estimation
- Topic: Estimation of SVAR with debt identity
- Replies: 0
- Views: 13464
Estimation of SVAR with debt identity
Hi, I am trying to conduct the fiscal policy impact analysis using Favero & Giavazzi (Debt and the effects of fiscal policy, 2007), where the system of equations include debt identity. As per the base paper the presence of the intertemporal budget constraint makes computing the responses of the ...