AnSchorfheide() example model in DSGE.jl

Specific Domains Finance and Economics
1

I am trying to estimate the AnSchorfheide() example model in DSGE.jl, but after the Metropolis-Hastings algorithm is executed I get the message:

ERROR: LoadError: UndefVarError: load_draws not defined
Stacktrace:
 [1] moment_tables(::AnSchorfheide{Float64}; percent::Float64, subset_inds::UnitRange{Int64}, subset_string::String, groupings::Dict{String,Array{Parameter,1}}, tables::Array{Symbol,1}, caption::Bool, outdir::String, verbose::Symbol, use_mode::Bool) at C:\Users\Samsung\.julia\packages\DSGE\tJSkz\src\analysis\moments.jl:199
 [2] moment_tables(::AnSchorfheide{Float64}) at C:\Users\Samsung\.julia\packages\DSGE\tJSkz\src\analysis\moments.jl:191
 [3] top-level scope at C:\Users\Samsung\run_default2.jl:50
 [4] include(::String) at .\client.jl:457
 [5] top-level scope at none:1
in expression starting at C:\Users\Samsung\run_default2.jl:50

Before the MH algorithm I’m also getting the following warning multiple times:

┌ Warning: Indeterminacy: 1 loose endogenous error(s)
â”” @ DSGE C:\Users\Samsung\.julia\packages\DSGE\tJSkz\src\solve\gensys.jl:188

I did not make any alterations to the model’s code and I’m running it by entering “include(run_default.jl)”. Strangely, I’ve had no problems running Model990().

The code for the model I’m trying to run is in
https://github.com/FRBNY-DSGE/DSGE.jl/tree/master/src/models/representative/an_schorfheide

run_default.jl is https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/docs/examples/run_default.jl
The only modification I made to it was changing Model1002() to AnSchorfheide().

Do you know how to solve this issue? Any help would be much appreciated.

2

I think this is pretty specific to that package. Post an issue there, and I suspect they may be able to help. But the indeterminacy looks like an economic rather than Julia problem.

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