AnScho: Rerun Strength Prefshock

AnScho/Strength_of_Identification/Prefshock/100/+AnSchoModTheBuilder/driver.m

@@ -0,0 +1,388 @@
+%
+% Status : main Dynare file
+%
+% Warning : this file is generated automatically by Dynare
+%           from model file (.mod)
+
+if isoctave || matlab_ver_less_than('8.6')
+    clear all
+else
+    clearvars -global
+    clear_persistent_variables(fileparts(which('dynare')), false)
+end
+tic0 = tic;
+% Define global variables.
+global M_ options_ oo_ estim_params_ bayestopt_ dataset_ dataset_info estimation_info ys0_ ex0_
+options_ = [];
+M_.fname = 'AnSchoModTheBuilder';
+M_.dynare_version = '4.6-unstable';
+oo_.dynare_version = '4.6-unstable';
+options_.dynare_version = '4.6-unstable';
+%
+% Some global variables initialization
+%
+global_initialization;
+diary off;
+diary('AnSchoModTheBuilder.log');
+options_.console_mode = true;
+options_.nodisplay = true;
+M_.exo_names = cell(4,1);
+M_.exo_names_tex = cell(4,1);
+M_.exo_names_long = cell(4,1);
+M_.exo_names(1) = {'epsr'};
+M_.exo_names_tex(1) = {'{\varepsilon^R}'};
+M_.exo_names_long(1) = {'monetary policy shock'};
+M_.exo_names(2) = {'epsg'};
+M_.exo_names_tex(2) = {'{\varepsilon^g}'};
+M_.exo_names_long(2) = {'government spending shock'};
+M_.exo_names(3) = {'epsz'};
+M_.exo_names_tex(3) = {'{\varepsilon^z}'};
+M_.exo_names_long(3) = {'total factor productivity growth shock'};
+M_.exo_names(4) = {'epszeta'};
+M_.exo_names_tex(4) = {'{\varepsilon^\zeta}'};
+M_.exo_names_long(4) = {'discount factor shifter shock'};
+M_.endo_names = cell(10,1);
+M_.endo_names_tex = cell(10,1);
+M_.endo_names_long = cell(10,1);
+M_.endo_names(1) = {'YGR'};
+M_.endo_names_tex(1) = {'{YGR}'};
+M_.endo_names_long(1) = {'output growth rate (quarter-on-quarter)'};
+M_.endo_names(2) = {'INFL'};
+M_.endo_names_tex(2) = {'{INFL}'};
+M_.endo_names_long(2) = {'annualized inflation rate'};
+M_.endo_names(3) = {'INT'};
+M_.endo_names_tex(3) = {'{INT}'};
+M_.endo_names_long(3) = {'annualized nominal interest rate'};
+M_.endo_names(4) = {'y'};
+M_.endo_names_tex(4) = {'{y}'};
+M_.endo_names_long(4) = {'detrended output (Y/A)'};
+M_.endo_names(5) = {'c'};
+M_.endo_names_tex(5) = {'{c}'};
+M_.endo_names_long(5) = {'detrended consumption (C/A)'};
+M_.endo_names(6) = {'r'};
+M_.endo_names_tex(6) = {'{R}'};
+M_.endo_names_long(6) = {'nominal interest rate'};
+M_.endo_names(7) = {'p'};
+M_.endo_names_tex(7) = {'{\pi}'};
+M_.endo_names_long(7) = {'gross inflation rate'};
+M_.endo_names(8) = {'g'};
+M_.endo_names_tex(8) = {'{g}'};
+M_.endo_names_long(8) = {'government consumption process (g = 1/(1-G/Y))'};
+M_.endo_names(9) = {'z'};
+M_.endo_names_tex(9) = {'{z}'};
+M_.endo_names_long(9) = {'shifter to steady-state technology growth'};
+M_.endo_names(10) = {'zeta'};
+M_.endo_names_tex(10) = {'{\zeta}'};
+M_.endo_names_long(10) = {'shifter to discount factor'};
+M_.endo_partitions = struct();
+M_.param_names = cell(17,1);
+M_.param_names_tex = cell(17,1);
+M_.param_names_long = cell(17,1);
+M_.param_names(1) = {'RA'};
+M_.param_names_tex(1) = {'{r_{A}}'};
+M_.param_names_long(1) = {'annualized steady-state real interest rate'};
+M_.param_names(2) = {'PA'};
+M_.param_names_tex(2) = {'{\pi^{(A)}}'};
+M_.param_names_long(2) = {'annualized target inflation rate'};
+M_.param_names(3) = {'GAMQ'};
+M_.param_names_tex(3) = {'{\gamma^{(Q)}}'};
+M_.param_names_long(3) = {'quarterly steady-state growth rate of technology'};
+M_.param_names(4) = {'TAU'};
+M_.param_names_tex(4) = {'{\tau}'};
+M_.param_names_long(4) = {'inverse of intertemporal elasticity of subsitution'};
+M_.param_names(5) = {'NU'};
+M_.param_names_tex(5) = {'{\nu}'};
+M_.param_names_long(5) = {'inverse of elasticity of demand in Dixit Stiglitz aggregator'};
+M_.param_names(6) = {'PSIP'};
+M_.param_names_tex(6) = {'{\psi_\pi}'};
+M_.param_names_long(6) = {'Taylor rule sensitivity parameter to inflation deviations'};
+M_.param_names(7) = {'PSIY'};
+M_.param_names_tex(7) = {'{\psi_y}'};
+M_.param_names_long(7) = {'Taylor rule sensitivity parameter to output deviations'};
+M_.param_names(8) = {'RHOR'};
+M_.param_names_tex(8) = {'{\rho_R}'};
+M_.param_names_long(8) = {'Taylor rule persistence'};
+M_.param_names(9) = {'RHOG'};
+M_.param_names_tex(9) = {'{\rho_{g}}'};
+M_.param_names_long(9) = {'persistence government spending process'};
+M_.param_names(10) = {'RHOZ'};
+M_.param_names_tex(10) = {'{\rho_z}'};
+M_.param_names_long(10) = {'persistence TFP growth rate process'};
+M_.param_names(11) = {'SIGR'};
+M_.param_names_tex(11) = {'{\sigma_R}'};
+M_.param_names_long(11) = {'standard deviation monetary policy shock'};
+M_.param_names(12) = {'SIGG'};
+M_.param_names_tex(12) = {'{\sigma_{g}}'};
+M_.param_names_long(12) = {'standard deviation government spending process'};
+M_.param_names(13) = {'SIGZ'};
+M_.param_names_tex(13) = {'{\sigma_z}'};
+M_.param_names_long(13) = {'standard deviation TFP growth shock'};
+M_.param_names(14) = {'PHI'};
+M_.param_names_tex(14) = {'{\phi}'};
+M_.param_names_long(14) = {'Rotemberg adjustment cost parameter'};
+M_.param_names(15) = {'C_o_Y'};
+M_.param_names_tex(15) = {'{\bar{C}/\bar{Y}}'};
+M_.param_names_long(15) = {'steady state consumption to output ratio'};
+M_.param_names(16) = {'RHOZETA'};
+M_.param_names_tex(16) = {'{\rho_\zeta}'};
+M_.param_names_long(16) = {'persistence discount rate shifter'};
+M_.param_names(17) = {'SIGZETA'};
+M_.param_names_tex(17) = {'{\sigma_\zeta}'};
+M_.param_names_long(17) = {'standard deviation discount rate shifter shock'};
+M_.param_partitions = struct();
+M_.exo_det_nbr = 0;
+M_.exo_nbr = 4;
+M_.endo_nbr = 10;
+M_.param_nbr = 17;
+M_.orig_endo_nbr = 10;
+M_.aux_vars = [];
+options_.varobs = cell(3, 1);
+options_.varobs(1)  = {'YGR'};
+options_.varobs(2)  = {'INFL'};
+options_.varobs(3)  = {'INT'};
+options_.varobs_id = [ 1 2 3  ];
+M_.Sigma_e = zeros(4, 4);
+M_.Correlation_matrix = eye(4, 4);
+M_.H = 0;
+M_.Correlation_matrix_ME = 1;
+M_.sigma_e_is_diagonal = true;
+M_.det_shocks = [];
+options_.linear = false;
+options_.block = false;
+options_.bytecode = false;
+options_.use_dll = false;
+options_.linear_decomposition = false;
+M_.nonzero_hessian_eqs = [0 1 2 3 4 5 6 7 8 9];
+M_.hessian_eq_zero = isempty(M_.nonzero_hessian_eqs);
+options_.parallel = struct('Local', 1, 'ComputerName', 'localhost', 'Port', '', 'CPUnbr', [0:71], 'UserName', '', 'Password', '', 'RemoteDrive', '', 'RemoteDirectory', '', 'DynarePath', '', 'MatlabOctavePath', '', 'OperatingSystem', '', 'NodeWeight', '1', 'NumberOfThreadsPerJob', 18, 'SingleCompThread', 'false');
+InitializeComputationalEnvironment();
+M_.orig_eq_nbr = 10;
+M_.eq_nbr = 10;
+M_.ramsey_eq_nbr = 0;
+M_.set_auxiliary_variables = exist(['./+' M_.fname '/set_auxiliary_variables.m'], 'file') == 2;
+M_.orig_maximum_endo_lag = 1;
+M_.orig_maximum_endo_lead = 1;
+M_.orig_maximum_exo_lag = 0;
+M_.orig_maximum_exo_lead = 0;
+M_.orig_maximum_exo_det_lag = 0;
+M_.orig_maximum_exo_det_lead = 0;
+M_.orig_maximum_lag = 1;
+M_.orig_maximum_lead = 1;
+M_.orig_maximum_lag_with_diffs_expanded = 1;
+M_.lead_lag_incidence = [
+ 0 6 0;
+ 0 7 0;
+ 0 8 0;
+ 1 9 16;
+ 0 10 17;
+ 2 11 0;
+ 0 12 18;
+ 3 13 0;
+ 4 14 19;
+ 5 15 20;]';
+M_.nstatic = 3;
+M_.nfwrd   = 2;
+M_.npred   = 2;
+M_.nboth   = 3;
+M_.nsfwrd   = 5;
+M_.nspred   = 5;
+M_.ndynamic   = 7;
+M_.dynamic_tmp_nbr = [12; 33; 5; 0; ];
+M_.equations_tags = {
+  1 , 'name' , 'Euler equation' ;
+  2 , 'name' , 'Price setting based on Rotemberg quadratic price adjustment costs and Dixit/Stiglitz aggregator' ;
+  3 , 'name' , 'Market clearing: aggregate supply equals aggregate demand' ;
+  4 , 'name' , 'Taylor rule' ;
+  5 , 'name' , 'Government spending process' ;
+  6 , 'name' , 'Technology growth process' ;
+  7 , 'name' , 'Preference shifter process' ;
+  8 , 'name' , 'Output growth (q-on-q)' ;
+  9 , 'name' , 'Annualized inflation' ;
+  10 , 'name' , 'Annualized nominal interest rate' ;
+};
+M_.static_and_dynamic_models_differ = false;
+M_.state_var = [4 6 8 9 10 ];
+M_.exo_names_orig_ord = [1:4];
+M_.maximum_lag = 1;
+M_.maximum_lead = 1;
+M_.maximum_endo_lag = 1;
+M_.maximum_endo_lead = 1;
+oo_.steady_state = zeros(10, 1);
+M_.maximum_exo_lag = 0;
+M_.maximum_exo_lead = 0;
+oo_.exo_steady_state = zeros(4, 1);
+M_.params = NaN(17, 1);
+M_.NNZDerivatives = [42; 116; -1; ];
+M_.static_tmp_nbr = [5; 6; 0; 0; ];
+M_.params( 1 ) = 1;
+RA = M_.params( 1 );
+M_.params( 2 ) = 3.2;
+PA = M_.params( 2 );
+M_.params( 3 ) = 0.55;
+GAMQ = M_.params( 3 );
+M_.params( 4 ) = 2;
+TAU = M_.params( 4 );
+M_.params( 5 ) = 0.1;
+NU = M_.params( 5 );
+M_.params( 6 ) = 1.5;
+PSIP = M_.params( 6 );
+M_.params( 7 ) = 0.125;
+PSIY = M_.params( 7 );
+PSIDY   = 0.2;
+M_.params( 8 ) = 0.75;
+RHOR = M_.params( 8 );
+M_.params( 9 ) = 0.95;
+RHOG = M_.params( 9 );
+M_.params( 10 ) = 0.9;
+RHOZ = M_.params( 10 );
+M_.params( 11 ) = 0.2;
+SIGR = M_.params( 11 );
+M_.params( 12 ) = 0.6;
+SIGG = M_.params( 12 );
+M_.params( 13 ) = 0.3;
+SIGZ = M_.params( 13 );
+M_.params( 15 ) = 0.85;
+C_o_Y = M_.params( 15 );
+M_.params( 14 ) = 50;
+PHI = M_.params( 14 );
+M_.params( 16 ) = 0.75;
+RHOZETA = M_.params( 16 );
+M_.params( 17 ) = 0.2;
+SIGZETA = M_.params( 17 );
+%
+% SHOCKS instructions
+%
+M_.exo_det_length = 0;
+M_.Sigma_e(1, 1) = 1;
+M_.Sigma_e(2, 2) = 1;
+M_.Sigma_e(3, 3) = 1;
+M_.Sigma_e(4, 4) = 1;
+estim_params_.var_exo = zeros(0, 10);
+estim_params_.var_endo = zeros(0, 10);
+estim_params_.corrx = zeros(0, 11);
+estim_params_.corrn = zeros(0, 11);
+estim_params_.param_vals = zeros(0, 10);
+estim_params_.param_vals = [estim_params_.param_vals; 1, 1, 1e-5, 10, 2, 0.8, 0.5, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 2, 3.2, 1e-5, 20, 2, 4, 2, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 3, 0.55, (-5), 5, 3, 0.4, 0.2, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 4, 2, 1e-5, 10, 2, 2, 0.5, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 5, 0.1, 1e-5, 0.99999, 1, 0.1, 0.05, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 6, 1.5, 1e-5, 10, 2, 1.5, 0.25, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 7, 0.125, 1e-5, 10, 2, 0.5, 0.25, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 8, 0.75, 1e-5, 0.99999, 1, 0.5, 0.2, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 9, 0.95, 1e-5, 0.99999, 1, 0.8, 0.1, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 10, 0.9, 1e-5, 0.99999, 1, 0.66, 0.15, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 11, 0.2, 1e-8, 5, 4, 0.3, 4, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 12, 0.6, 1e-8, 5, 4, 0.4, 4, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 13, 0.3, 1e-8, 5, 4, 0.4, 4, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 16, 0.75, 1e-5, 0.99999, 1, 0.5, 0.2, NaN, NaN, NaN ];
+estim_params_.param_vals = [estim_params_.param_vals; 17, 0.2, 1e-8, 5, 4, 0.3, 4, NaN, NaN, NaN ];
+steady;
+resid;                  
+oo_.dr.eigval = check(M_,options_,oo_);
+model_diagnostics(M_,options_,oo_);
+disp(' ');
+copyfile('../simdat.mat');
+pause(1);
+optimtypevals=[9 8 4 7 1 6]; 
+for jj=1:length(optimtypevals)
+numopt = optimtypevals(jj);
+if     optimtypevals(jj)==1, disp('RUNNING OPTIMISER-TYPE: Matlab fmincon');
+elseif optimtypevals(jj)==2, disp('RUNNING OPTIMISER-TYPE: Simulated annealing');
+elseif optimtypevals(jj)==4, disp('RUNNING OPTIMISER-TYPE: Sims');
+elseif optimtypevals(jj)==5, disp('RUNNING OPTIMISER-TYPE: Marco Ratto optimiser');
+elseif optimtypevals(jj)==6, disp('RUNNING OPTIMISER-TYPE: Dynare Monte Carlo');
+elseif optimtypevals(jj)==7, disp('RUNNING OPTIMISER-TYPE: fminsearch');
+elseif optimtypevals(jj)==8, disp('RUNNING OPTIMISER-TYPE: Nelson-Mead Simplex');
+elseif optimtypevals(jj)==9, disp('RUNNING OPTIMISER-TYPE: CMA-ES');
+end
+if jj==1
+eval(['options_.mode_compute=' num2str(numopt) ';']) ;
+options_.TeX = true;
+options_.cova_compute = 1;
+options_.mh_replic = 0;
+options_.plot_priors = 0;
+options_.datafile = 'simdat';
+options_.first_obs = 1234;
+options_.nobs = 100;
+options_.order = 1;
+var_list_ = {};
+oo_recursive_=dynare_estimation(var_list_);
+movefile([M_.fname '_mode.mat'], 'newmode.mat'); 
+elseif jj>1 && jj<length(optimtypevals)
+eval(['options_.mode_compute=' num2str(numopt) ';']) ;
+options_.TeX = true;
+options_.cova_compute = 1;
+options_.mh_replic = 0;
+options_.plot_priors = 0;
+options_.datafile = 'simdat';
+options_.mode_file = 'newmode';
+options_.first_obs = 1234;
+options_.nobs = 100;
+options_.order = 1;
+var_list_ = {};
+oo_recursive_=dynare_estimation(var_list_);
+movefile([M_.fname '_mode.mat'], 'newmode.mat'); 
+elseif jj==length(optimtypevals) && numopt == 6
+eval(['options_.mode_compute=' num2str(numopt) ';']) ;
+options_.gmhmaxlik.target=0.2;
+options_.gmhmaxlik.iterations = 1;
+options_.TeX = true;
+options_.cova_compute = 1;
+options_.mh_replic = 0;
+options_.mode_check.status = true;
+options_.plot_priors = 0;
+options_.datafile = 'simdat';
+options_.mode_file = 'newmode';
+options_.optim_opt = '''AcceptanceRateTarget'',0.2';
+options_.first_obs = 1234;
+options_.nobs = 100;
+options_.order = 1;
+var_list_ = {};
+oo_recursive_=dynare_estimation(var_list_);
+end
+end
+movefile([M_.fname '_mode.mat'], 'finalmode.mat'); 
+weakresults_hessian = (diag(oo_.posterior.optimization.Variance).*100).^(-1)'; 
+options_.TeX = true;
+options_.mh_jscale = 0.4;
+options_.mh_nblck = 4;
+options_.mh_replic = 1000000;
+options_.mode_compute = 0;
+options_.plot_priors = 0;
+options_.datafile = 'simdat';
+options_.mode_file = 'finalmode';
+options_.first_obs = 1234;
+options_.nobs = 100;
+options_.order = 1;
+var_list_ = {};
+oo_recursive_=dynare_estimation(var_list_);
+weakresults_mcmc = (diag(oo_.posterior.metropolis.Variance).*100).^(-1)';
+collect_latex_files;
+system(['pdflatex -halt-on-error -interaction=batchmode ' M_.fname '_TeX_binder.tex'])
+save('AnSchoModTheBuilder_results.mat', 'oo_', 'M_', 'options_');
+if exist('estim_params_', 'var') == 1
+  save('AnSchoModTheBuilder_results.mat', 'estim_params_', '-append');
+end
+if exist('bayestopt_', 'var') == 1
+  save('AnSchoModTheBuilder_results.mat', 'bayestopt_', '-append');
+end
+if exist('dataset_', 'var') == 1
+  save('AnSchoModTheBuilder_results.mat', 'dataset_', '-append');
+end
+if exist('estimation_info', 'var') == 1
+  save('AnSchoModTheBuilder_results.mat', 'estimation_info', '-append');
+end
+if exist('dataset_info', 'var') == 1
+  save('AnSchoModTheBuilder_results.mat', 'dataset_info', '-append');
+end
+if exist('oo_recursive_', 'var') == 1
+  save('AnSchoModTheBuilder_results.mat', 'oo_recursive_', '-append');
+end
+
+
+disp(['Total computing time : ' dynsec2hms(toc(tic0)) ]);
+if ~isempty(lastwarn)
+  disp('Note: warning(s) encountered in MATLAB/Octave code')
+end
+diary off