# Why not enogh input arguments?

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Al on 16 Dec 2014
Commented: Dmytro Stoyko on 9 Mar 2017
I am reading this book (Lectures on Behavioral Economics) by de Grauwe and he has some Matlab codes which do not seem to work.
I managed to troubleshoot some problems, but still got error message:
Error using grauwe2 (line 101) Not enough input arguments.
Below is the code. Any suggestions will be helpful.
%%Parameters of the model
mm=1; %switching parameter gamma in Brock Hommes pstar=0; %the central bank's inflation target eprational=0; %if all agents have rational forecast of inflation this parameter is 1 epextrapol=0; %if all agents use inflation extrapolation this parameter is 1 a1=0.5; % coefficent of expected output in output equation a2=-0.2; % a is the interest eleasticity of output demand b1=0.5; % b1 is coefficent of expected inflation in inflation equation b2=0.05; % b2 is coefficient of outout in inflation equation c1=1.5; % c1 is coefficient of inflation in Taylor equation c2=0.5; % c2 is coefficient of output in Taylor equation c3=0.5; % interest smoothing parameter in Taylor equation A=[1 -b2; -a2*c1 1-a2*c2]; B=[b1 0; -a2 a1]; C=[1-b1 0; 0 1-a1]; T=20000; TI=250; K=50; % length of period to compute divergence sigma1=0.5; % standard deviation shocks output sigma2=0.5; % standard deviation shocks inflation sigma3=0.5; % standard deviation shocks Taylor rho=0.5; % rho in mean squares errors rhoout=0.0; % rho in shocks output rhoinf=0.0; % rho in shocks inflation rhotayl=0.0; %%rho in shocks Taylor rhoBH=0.0; epfs=pstar; %forecast inflation targeters
p=zeros(T,1); y=zeros(T,1); plagt=zeros(T,1); ylagt=zeros(T,1); r=zeros(T,1); epf=zeros(T,1); epc=zeros(T,1); ep=zeros(T,1); ey=zeros(T,1); CRp=zeros(T,1); FRp=zeros(T,1); alfapt=zeros(T,1); eyfunt=zeros(T,1); CRy=zeros(T,1); FRy=zeros(T,1); alfayt=zeros(T,1); anspirits=zeros(T,1); epsilont=zeros(T,1); etat=zeros(T,1); ut=zeros(T,1);
%%%%%%%%%%%%%%%%%% %Behavioral Model% %%%%%%%%%%%%%%%%%%
alfap=0.5;
alfay=0.5;
K1=K+1;
for t=2:T
epsilont(t)=rhoout*epsilont(t-1)+sigma1*randn;
%shocks in output equation (demand shock)
etat(t)=rhoinf*etat(t-1)+sigma2*randn;
%shocks in inflation equation (supply shock)
ut(t)=rhotayl*ut(t-1)+sigma3*randn;
%shocks in Taylor rule (interest rate shock)
epsilon=epsilont(1);
eta=etat(t);
u=ut(t);
shocks=[eta;a2*u+epsilon];
epcs=p(t-1);
if eprational==1;
epcs=pstar;
end
eps=alfap*epcs+(1-alfap)*epfs;
if epextrapol==1;
eps=p(t-1);
end
eychar=y(t-1);
eyfun=0+randn/2;
eyfunt(t)=eyfun;
eys=alfay*eychar+(1-alfay)*eyfun;
forecast=[eps; eys];
plag=p(t-1);
ylag=y(t-1);
rlag=r(t-1);
lag=[plag;ylag];
smooth=[0; a2*c3];
D=B*forecast+C*lag+smooth*rlag+shocks;
X= A*D;
p(t)=X(1,1);
y(t)=X(2,1);
r(t)=c1*p(t)+c2*y(t)+c3*r(t-1)+u;
if square==1;
r(t)=c1*(p(t))^2+c2*y(t)+c3*r(t-1)+u;
end
plagt(t)=p(t-1);
ylagt(t)=y(t-1);
CRp(t)=rho*CRp(t-1)-(1-rho)*(epcs-p(t))^2;
FRp(t)=rho*FRp(t-1)-(1-rho)*(epfs-p(t))^2;
CRy(t)=rho*CRy(t-1)-(1-rho)*(eychar-y(t))^2;
FRy(t)=rho*FRy(t-1)-(1-rho)*(eyfun-y(t))^2;
alfap=rhoBH*alfapt(t-1)+(1-rhoBH)*exp(mm*CRp(t))/(exp(mm*CRp(t))+exp(mm*FRp(t)));
alfay=rhoBH*alfayt(t-1)+(1-rhoBH)*exp(mm*CRy(t))/(exp(mm*CRy(t))+exp(mm*FRy(t)));
alfapt(t)=alfap;
alfayt(t)=alfay;
if eychar>0;
anspirits(t)=alfay;
end
if eychar<0;
anspirits(t)=1-alfay;
end
end
autocory=corrcoef(y, ylagt);
autocorp=corrcoef(p, plagt);
coroutputaninal=corr(y.anspirits);
%%mean,median, max, min, standard deviation, kurtosis
Kurt=kurtosis(y);
%%Jarque-Bera test
[jb, pvalue, jbstat]=jbtest(y, 0.05);

Muthu Annamalai on 16 Dec 2014
Try using the breakpoint feature to debug MATLAB code. It is not that hard.
See the help at MATLAB debugging demo
and once you are familiar put a breakpoint at line 102.
Dmytro Stoyko on 9 Mar 2017
Hi!
I just canceled if square==1; r(t)= c1*(p(t))^2+c2*y(t)+c3*r(t-1)+u; end and now it works perfectly. D.