做dynare 时 出现提示“smallest step still improving too slow, reversed gradient”。请问怎么解决？ 急写论文。
code如下：
var
Muh W Ql R Mue Mub N I Y Ch Ce Qk Lh Le K G_Lambda G_Z G_Q
L Rh X D Cb LB LC
Lambda_z V Lambda_q Mu Lambda_a Phi Psi Thetat
DLogQl DLogW DLogC DLogI DLogN DLogL
C DLogGDP
;
varexo Eps_a Eps_phi Eps_psi Eps_z Eps_v Eps_q Eps_mu Eps_xitheta;
parameters
gamma_h gamma_e omega g_trans lambda_qbar_trans gamma_b
alpha r ky ik qlLeOY theta_bar qlLhOY n lbar rh rhob rhoe gamma
rho_z rho_v rho_q rho_mu rho_a rho_phi rho_psi rho_xitheta;
rho_a = 0.9108;
rho_z = 0.4743;
rho_v = 0.0074;
rho_q = 0.6078;
rho_mu = 0.2920;
rho_phi = 0.9998;
rho_psi = 0.9799;
rho_xitheta = 0.9790;
gamma_h = 0.7;
gamma_e = 0.7;
gamma_b = 0.7;
omega = 2;
g_trans = 100*(1.02-1);
lambda_qbar_trans = 1;
alpha = 0.41;
r = 1.0175;
ky = 5.59;
ik = 0.2324/4;
qlLeOY = 2.60;
theta_bar = 0.75;
qlLhOY = 5.8011;
n = 1/4;
lbar = 1;
rh = 1.01;
rhob = 0.18;
rhoe = 0.19;
gamma = 0.722;
model(linear);
# g = g_trans/100 + 1;
# lambda_qbar = 0.01*lambda_qbar_trans + 1;
# lambda_kbar = g*lambda_qbar;
# deta = 1-(1-ik)*lambda_kbar ;
# betaparam = (qlLeOY*(1.0-g*theta_bar*(1-rhoe)/r)+ky*(1.0-g*theta_bar*(1-rhoe)/(lambda_kbar*r)))/(alpha+qlLeOY*(1.0-theta_bar*(1-rhoe))+ky*(1.0-deta-theta_bar*(1-rhoe))/lambda_kbar);
# lambda_abar =g/(betaparam*rh)-1.0;
# muboe = (1-betaparam*r/g)/(1-betaparam*rhoe/g);
# phi = qlLeOY*(1.0-betaparam-muboe*theta_bar*g*(1-rhoe))/(betaparam*alpha);
# iy = ik*ky;
# xy = (qlLeOY*g + ky)/((1-rhoe/g)/(theta_bar*(1-rhoe)));
# dx = (1-rhob/g - (1-rhob)*(1-gamma))/(1-rhob/g);
# kx = ky/xy;
# qllex = qlLeOY/xy;
# ceOY = alpha-iy+xy-xy*(r/g); //See equation 64
# cbOY = xy*(r/g-1)+dx*xy*(1-rh/g);
# chOY = 1-ceOY-iy-cbOY; //See equation 65
# xcb = xy/cbOY;
# dcb = dx*xy/cbOY;
# lblc = (1-betaparam*rhob/g)/(1-betaparam*rh/g);
# lhOle = qlLhOY/qlLeOY; //See equation 67
# lel = lbar/(1.0+lhOle);
# lhl = lbar-lel;
# omegah = (g - betaparam*(1+lambda_abar)*gamma_h)*(g - gamma_h); //See top of page 12
# omegae = (g - betaparam*gamma_e)*(g - gamma_e); //See top of page 12
# omegab = (g - betaparam*gamma_b)*(g - gamma_b);
Ql = (1 - betaparam)*Lambda_a(+1) + Muh(+1)-Mue + Ql(+1);
//(1)
omegah*Muh = -(g^2 + (gamma_h^2)*betaparam*(1+lambda_abar))*Ch + g*gamma_h*(Ch(-1) - G_Lambda) -
betaparam*lambda_abar*gamma_h*(g - gamma_h)*Lambda_a(+1) +
betaparam*(1+lambda_abar)*g*gamma_h*(Ch(+1) + G_Lambda(+1)); //Eqn (69)
//(2)
W + Muh = Psi ; // Eqn. 70
//(3)
Ql + Muh = betaparam*(1+lambda_abar)*(Muh(+1) + Ql(+1)) + (1 - betaparam*(1+lambda_abar))*(Phi -
Lh) + betaparam*lambda_abar*Lambda_a(+1); // Eqn. 71
//(4)
Muh - Rh = Muh(+1) + (lambda_abar/(1+lambda_abar))*Lambda_a(+1) - G_Lambda(+1); // Eqn (72)
//(5)
omegae*Mue = -(g^2 + betaparam*gamma_e^2)*Ce + g*gamma_e*(Ce(-1) - G_Lambda) +
betaparam*g*gamma_e*(Ce(+1) + G_Lambda(+1)); // Eqn (73)
//(6)
W = Y - N; // Eqn (74)
//(7)
Qk = (1+betaparam)*omega*(lambda_kbar^2)*I - omega*(lambda_kbar^2)*I(-1) +
omega*(lambda_kbar^2)*(G_Lambda + G_Q) - betaparam*omega*(lambda_kbar^2)*(I(+1)
+ G_Lambda(+1) + G_Q(+1)); // Eqn (75)
//(8)
Qk + Mue = (muboe*theta_bar*(1-rhoe)/lambda_qbar)*(Mub + Thetat + Qk(+1) - G_Q(+1)) +
(betaparam*(1-deta)/(lambda_kbar))*(Qk(+1) - G_Q(+1) - G_Lambda(+1)) +
(1 - (muboe*theta_bar*(1-rhoe)/lambda_qbar))*Mue(+1) +
betaparam*alpha*(1 - phi)*(1/ky)*(Y(+1) - K); // Eqn (76)
//(9)
Ql + Mue = muboe*g*theta_bar*(1-rhoe)*(Thetat + Mub + Ql(+1) + G_Lambda(+1)) + (1 - muboe*g*theta_bar*(1-rhoe))*Mue(+1) + betaparam*Ql(+1) +
(1 - betaparam - muboe*g*theta_bar*(1-rhoe))*(Y(+1) - Le); // Eqn (77)
//(10)
Mue = muboe*Mub + (betaparam*r/g)*(Mue(+1) + R(+1) - G_Lambda(+1)) - (1-muboe-betaparam*r/g)*(Mub(+1)-G_Lambda(+1)); // Eqn (78)
//(11)
Y = alpha*phi*Le(-1) + alpha*(1- phi)*K(-1) + (1-alpha)*N - (((1-phi)*alpha)/(1-((1-phi)*alpha)))*(G_Z + G_Q); // Eqn (79)
//(12)
K = ((1-deta)/(lambda_kbar))*(K(-1) - G_Lambda - G_Q) + (1 - ((1-deta)/(lambda_kbar)))*I; // Eqn (80)
//(13)
Y = chOY*Ch + ceOY*Ce + cbOY*Cb +iy*I; // Eqn (81)
//(14)
L = (lhl)*Lh + (lel)*Le; // Eqn (82)
//(15)
alpha*Y = ceOY*Ce + iy*I + qlLeOY*(Le - Le(-1)) + (r*xy/g)*(R - G_Lambda + X(-1)) - xy*X;// Eqn (83)
//(16)
X = (rhoe/g)*(X(-1)-G_Lambda) + (1-rhoe/g)*Thetat + (1-rhoe)*theta_bar*(kx*(Qk(+1)+K) + g*qllex*(Ql(+1)+G_Lambda(+1)+Le)); // Eqn (84)
Cb + (rh*dcb/g)*(Rh(-1)+D(-1)-G_Lambda)+xcb*X =dcb*D + (r*xcb/g)*(R + X(-1)-G_Lambda);
((1-(1-rhob)*(1-gamma))/dx)*X = D + rhob*((X(-1)-G_Lambda)/(g*dx)-(D(-1)-G_Lambda)/g);
omegab*LB = -(g^2 + betaparam*gamma_b^2)*Cb + g*gamma_b*(Cb(-1) - G_Lambda) + betaparam*g*gamma_b*(Cb(+1) + G_Lambda(+1));
lblc*LB + (betaparam*rhob/g)*(LC(+1)-G_Lambda(+1)) = LC + (betaparam*lblc*rh/g)*(LB(+1)+Rh - G_Lambda(+1));
lblc*LB + (betaparam*rhob/g)*(LC(+1)-G_Lambda(+1)) = LC*(1-(1-gamma)*(1-rhob)) +(betaparam*lblc*r/g)*(LB(+1)+R - G_Lambda(+1));
//(17)
G_Z = Lambda_z + V - V(-1); // Eqn (85)
//(18)
G_Q = Lambda_q + Mu - Mu(-1); // Eqn (86)
//(19)
G_Lambda = (1/(1-(1-phi)*alpha))*G_Z + (((1-phi)*alpha)/(1-(1-phi)*alpha))*G_Q;
//Shock processes
Lambda_z = rho_z*Lambda_z(-1) + Eps_z;
V = rho_v*V(-1) + Eps_v;
Lambda_q = rho_q*Lambda_q(-1) + Eps_q;
Mu = rho_mu*Mu(-1) + Eps_mu;
Lambda_a = rho_a*Lambda_a(-1) + Eps_a;
Phi = rho_phi*Phi(-1) + Eps_phi;
Psi = rho_psi*Psi(-1) + Eps_psi;
Thetat = rho_xitheta*Thetat(-1) + Eps_xitheta;
C = (chOY/(chOY+ceOY+cbOY))*Ch + (ceOY/(chOY+ceOY+cbOY))*Ce + (cbOY/(chOY+cbOY+ceOY))*Cb;
//--- Observer equations
DLogQl = (Ql - Ql(-1) + log(g) + G_Lambda);
DLogC = ((chOY/(chOY+ceOY+cbOY))*(Ch - Ch(-1)) + (ceOY/(chOY+ceOY+cbOY))*(Ce - Ce(-1)) + (cbOY/(chOY+ceOY+cbOY))*(Cb - Cb(-1))+log(g) + G_Lambda);
DLogI = (I - I(-1) + log(g) + G_Lambda);
DLogW = (W - W(-1) + log(g) + G_Lambda);
DLogN = (N - N(-1) + log(g) + G_Lambda) ;
DLogL = (L - L(-1) + log(g) + G_Lambda);
DLogGDP = iy*DLogI + (1-iy)*DLogC;
end;
shocks;
var Eps_a; stderr .1387;
var Eps_z; stderr .0036;
var Eps_v; stderr .0038;
var Eps_q; stderr .0037;
var Eps_mu; stderr .0025;
var Eps_phi; stderr .0543;
var Eps_psi; stderr .0073;
var Eps_xitheta; stderr .0126;
end;
steady;
check;
estimated_params;
stderr Eps_a,0.1387,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
stderr Eps_z,0.0036,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
stderr Eps_v,0.0038,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
stderr Eps_q,0.0037,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
stderr Eps_mu,0.0025,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
stderr Eps_phi,0.0543,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
stderr Eps_psi,0.0073,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
stderr Eps_xitheta,0.0126,0.000000000001,100,INV_GAMMA2_PDF,0.01,inf;
gamma_h, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
gamma_e, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
gamma_b, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rhob, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rhoe, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
omega, ,.00001,10,GAMMA_PDF,2,2;
g_trans, ,.00001,10,GAMMA_PDF,0.618059245483528,0.453049079987331;
lambda_qbar_trans, ,.00001,10,GAMMA_PDF,0.618059245483528,0.453049079987331;
rho_a, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rho_z, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rho_v, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rho_q, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rho_mu, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rho_phi, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rho_psi, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
rho_xitheta, ,.00000001,.99999999999,BETA_PDF,0.333333333333333,0.235702260395516;
end;
estimated_params_init;
gamma_e, 0.40198435028;
gamma_h, 0.38597555761;
gamma_b, 0.36;
rhoe,0.169;
rhob,0.279;
omega, 0.11;
g_trans, 0.32109209;
lambda_qbar_trans, 1.21261837;
rho_a, 0.999;
rho_v, 0.844;
rho_mu, 0.0099;
rho_psi, 0.999989888;
rho_q, 0.615;
rho_xitheta, 0.99;
rho_phi, 0.69;
rho_z, 0.939;
stderr Eps_a, 0.1098765;
stderr Eps_z, 0.0169999;
stderr Eps_v, 0.058555;
stderr Eps_q, 0.0499998;
stderr Eps_mu, 0.03478;
stderr Eps_phi, 0.00823292;
stderr Eps_psi, 0.00899;
stderr Eps_xitheta, 0.04;
end;
options_.nit = 1000;
options_.prior_trunc = 0;
options_.crit = 1e-7;
options_.gradient_epsilon = 1E-06;
options_.gradient_method = 2;
options_.gradient_epsilon = 1E-06;
estimation(datafile=data,mode_compute=4,plot_priors = 0,presample =3,lik_init=2,mh_replic=0,nograph,mh_nblocks=2,mh_drop=0.2,mh_jscale=0.20) DLogQl DLogC DLogI DLogW DLogN DLogL C, I, Y, N, Ql, W, L ;
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