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| 文件名: Dynare代码及报错结果.txt | |
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各位坛友们,最近入门DSGE,自己想做一个模型实践一下,但是我在Dynare上运行代码时显示稳态值无法计算,请问我该如何修改模型?
var C I m r Y A K L i w pi x1 x2 h1 h2 wstar pistar mc ; varexo ea ei; parameters sigma theta gamma beta alpha psip psiw thetap thetaw rhoa rhoi phipi phiy delta; parameters Cs Is ms rs Ys As Ks Ls is ws pis x1s x2s h1s h2s wstars pistars mcs; sigma = 2; theta = 0.75; gamma = 1.2; beta = 0.99; alpha = 0.33; psip = 10; psiw = 10; thetap = 0.75; thetaw = 0.75; rhoa = 0.9; rhoi = 0.9; phipi = 1.5; phiy = 1.5; delta = 0.025; // steady state As = 1; pis = 1; pistars = 1; is = 1/beta; rs = 1/beta-(1-delta); mcs = (psip-1)/psip; ws = (1-alpha)*(mcs*alpha^alpha/rs^alpha)^(1/(1-alpha)); Ys = ((psiw*((1-alpha)*mcs)^(1+thetaw))/((psiw-1)*(1+is)*ws^(2+thetaw)))^(1/(sigma-thetaw-1))*(rs/(rs-alpha*delta*mcs))^(sigma/(sigma-thetaw-1)); Ls = (1-alpha)*mcs*(Ys/ws); Ks = alpha*mcs*(Ys/rs); Is = delta*Ks; Cs = Ys-Is; wstars = ws; ms = ((1+1/is)*C^sigma)^gamma; x1s = Cs^(-sigma)*mcs*Ys/(1-thetap*beta*pis^psip); x2s =Cs^(-sigma)*Ys/(1-thetap*beta*pis^(psip-1)); h1s = Ls^(1+thetaw)/(1-beta*thetaw); h2s = 1/(1+is)*Cs^sigma/(1-beta*thetaw); model; //(1) exp(-rhoa*A)*exp(-sigma*C) = beta*exp(-rhoa*A(-1))*exp(-sigma*C(+1))*(r(+1)+1-delta); //(2) exp(theta*L)*exp(sigma*C) = exp(rhoa*A(-1))*exp(w); //(3) exp(-gamma*m)*exp(sigma*C) = exp(rhoa*A(-1))*exp(i)/(exp(i)-1); //(4) exp(Y) = exp(A)*exp(alpha*K(-1))*exp((1-alpha)*L); //(5) exp(w) = exp(mc+A)*(1-alpha)*exp(alpha*(K(-1)-L)); //(6) exp(Y) = exp(C)+exp(I); //(7) exp(x1) = exp(-sigma*C)*exp(mc+Y)+thetap*beta*exp(psip*pi(+1))*exp(x1(+1)); //(8) exp(x2) = exp(-sigma*C)*exp(Y)+thetap*beta*exp((psip-1)*pi(+1))*exp(x2(+1)); //(9) exp((1-psip)*pi) = (1-thetap)*exp((1-psip)*pistar)+thetap; //(10) exp(pistar) = psip/(psip-1)*exp(pi)*exp(x1-x2); //(11) exp(h1) = exp(psiw*(1+thetaw)*(w-wstar))*exp((1+thetaw)*L) +thetaw*beta*exp(psiw*(1+thetaw)*pi(+1))*exp(psiw*(1+thetaw)*(wstar(+1)-wstar))*exp(h1(+1)); //(12) exp(h2) = exp(rhoa*A(-1))*exp(psiw*(w-wstar))*(1+exp(i))*exp(sigma*C) +thetaw*beta*exp((psiw-1)*pi(+1))*exp(psiw*(wstar(+1)-wstar))*exp(h2(+1)); //(13) exp((1-psiw)*w) = (1-thetaw)*exp((1-psiw)*wstar)+thetaw*exp((psiw-1)*pi)*exp((1-psiw)*w(-1)); //(14) exp(wstar) = psiw/(psiw-1) * exp(h1-h2); //(15) exp(w)/r = (1-alpha)/alpha*exp(K-L); //(16) exp(K) = exp(I)+(1-delta)*exp(K(-1)); //(17) A = rhoa*A(-1)+ea; //(18) i = (1-rhoi)*log(is) + rhoi*i(-1) + (1-rhoi)*(phipi*(pi - log(pis))+phiy*(Y-log(Ys)))+ei; end; initval; C = log(Cs); I = log(Is); m = log(ms); r = rs; Y = log(Ys); A = log(As); K = log(Ks); L = log(Ls); i = log(is); w = log(ws); pi = log(pis); x1 = log(x1s); x2 = log(x2s); h1 = log(h1s); h2 = log(h2s); wstar = log(wstars); pistar = log(pistars); mc = log(mcs); end; shocks; var ea = .01^2; var ei =.01^2; end; model_diagnostics; resid(1); steady; check (qz_zero_threshold=1e-20); stoch_simul(order=1) C I m r Y A K L i w pi mc; 拜托各位了,如果问题解决可以追加论坛币 ![]() |
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