| 所在主题: | |
| 文件名: load_nkpc_data.txt | |
| 资料下载链接地址: https://bbs.pinggu.org/a-3530370.html | |
| 附件大小: | |
|
求助,刚刚学习Dynare,想要解一个新凯恩斯菲利普斯曲线,在estimation那一步之前做了steady;check;stoch_simul(order = 1); 都没有报错。跑到estimation那一行就总会报错 BK不满足,没有稳定的均衡。
下面是我的code var pi_p, pi_w, x_tilde, pi_p_bar, r, r_bar, mu_p, g, s, U, pi_w_bar; varexo e_pi_p e_pi_w e_mu e_s e_g e_U e_x e_r e_pi_p_bar e_r_bar; parameters theta1 theta2 theta3 theta4 phix_x phix_p phix_w phix_r psix_x1 psix_x2 psix_x3 psix_p1 psix_p2 psix_p3 psix_w1 psix_w2 psix_w3 psix_r1 psix_r2 psix_r3 phir_x phir_p phir_r psir_x psir_x1 psir_x2 psir_p psir_p1 psir_p2 psir_r1 psir_r2 psir_r3; parameters gamma_p kappa_p gamma_w alpha_w; % parameters to be estimated % parameter values theta1 = 0.42737; theta2 = -0.13702; theta3 = -0.34640; theta4 = 0.08971; phix_x = -0.027322; phix_p = -0.051434; phix_w = 0.005238; phix_r = -0.056990; psix_x1 = 0.367390; psix_x2 = 0.218561; psix_x3 = 0.009072; psix_p1 = 0.006256; psix_p2 = -0.101948; psix_p3 = -0.251117; psix_w1 = -0.101734; psix_w2 = 0.083261; psix_w3 = 0.042870; psix_r1 = -0.036025; psix_r2 = -0.195659; psix_r3 = -0.051661; phir_x = 0.009420; phir_p = 0.102174; phir_r = -0.024188; psir_x = 0.203054; psir_x1 = 0.449247; psir_x2 = -0.038923; psir_p = 0.114563; psir_p1 = -0.029460; psir_p2 = -0.005519; psir_r1 = 0.452309; psir_r2 = -0.006560; psir_r3 = 0.017668; gamma_p = 0.737; kappa_p = 0.0035; gamma_w = 1.0; alpha_w = -0.034; model; %local variables #kappa_w = 0.5*kappa_p; % price equation [name = 'price equation'] pi_p = (0.25*gamma_p*(0.02*(pi_p(-1) + pi_p(-2) + pi_p(-3)) + pi_p(-4)) + 0.98*EXPECTATION(-1)(pi_p(+1)) + 0.02*(1-gamma_p)*pi_p_bar(-1)+kappa_p*mu_p(-1))/(1+0.245*gamma_p)+e_pi_p; % wage equation [name = 'wage equation'] pi_w = (0.25*gamma_w*(0.02*(pi_w(-1) + pi_w(-2) + pi_w(-3)) + pi_w(-4)) + 0.98*EXPECTATION(-1)(pi_w(+1))+ 0.02*(1-gamma_w)*(pi_p_bar(-1)+g(-1))+alpha_w*U(-1)-kappa_w*s(-1))/(1+0.245*gamma_w)+e_pi_w; % auxiliary equations [name = 'mu'] mu_p=mu_p(-1)+ 0.0025 *(pi_w - pi_p - g)+e_mu; [name = 's'] s = 1.25* mu_p + e_s; [name = 'g'] g = g(-1) + e_g; [name = 'U'] U = theta1*U(-1)+theta2*(U(-1)-U(-2))+theta3*x_tilde+theta4*(x_tilde-x_tilde(-1))+e_U; [name = 'gdp gap'] x_tilde-x_tilde(-1) = phix_x*x_tilde(-1)+phix_p*(pi_p(-1)-pi_p_bar(-1))+phix_w * (pi_w(-1) - pi_w_bar(-1)) + phix_r*(r(-1) - r_bar(-1))+ (psix_x1*(x_tilde(-1)-x_tilde(-2)) + psix_x2*(x_tilde(-2)-x_tilde(-3))+psix_x3*(x_tilde(-3)-x_tilde(-4))+psix_p1*(pi_p(-1)-pi_p(-2))+psix_p2*(pi_p(-2)-pi_p(-3))+psix_p3*(pi_p(-3)-pi_p(-4))+ psix_w1*(pi_w(-1)-pi_w(-2))+psix_w2*(pi_w(-2)-pi_w(-3))+psix_w3*(pi_w(-3)-pi_w(-4))+psix_r1*(r(-1)-r(-2))+psix_r2*(r(-2)-r(-3))+psix_r3*(r(-3)-r(-4))) + e_x; [name = 'r'] r - r(-1) = phir_x * x_tilde(-1) + phir_p*(pi_p(-1)-pi_p_bar(-1)) + phir_r*(r(-1)-r_bar(-1)) + psir_x * (x_tilde - x_tilde(-1)) + psir_x1*(x_tilde(-1)-x_tilde(-2)) + psir_x2*(x_tilde(-2)-x_tilde(-3)) + psir_p*(pi_p-pi_p(-1)) + psir_p1*(pi_p(-1)-pi_p(-2)) + psir_p2*(pi_p(-2)-pi_p(-3)) + psir_r1*(r(-1) - r(-2)) + psir_r2*(r(-2)-r(-3)) + psir_r3*(r(-3)-r(-4)) + e_r; [name = 'pi_p_bar'] pi_p_bar = pi_p_bar(-1) + e_pi_p_bar; [name = 'r_bar'] r_bar = r_bar(-1) + e_r_bar; [name = 'pi_w'] pi_w_bar = pi_p_bar+g; end; estimated_params; gamma_p, 0.2, 0, 1; kappa_p, 0.3, 0, Inf; gamma_w, 0.4, 0, 1; alpha_w, -0.03, -Inf, 0; stderr e_pi_p, 0.1; stderr e_pi_w, 0.1; stderr e_mu, 0.1; stderr e_s, 0.1; stderr e_g, 0.1; stderr e_U, 0.044; stderr e_x, 0.5055; stderr e_r, 0.8404; stderr e_pi_p_bar, 0.1; stderr e_r_bar, 0.1; corr e_pi_p, e_pi_w, 0.8; end; steady; check; stoch_simul(order = 1, nograph); varobs pi_p pi_w x_tilde pi_p_bar r r_bar mu_p g s U; estimated_params_init(use_calibration); end; estimation(datafile=load_nkpc_data)pi_p pi_w x_tilde pi_p_bar r r_bar mu_p g s U; |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载,请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品,拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知,将积极的采取必要措施;同时,本站也将在技术手段和能力范围内,履行版权保护的注意义务。 (如有侵权,欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问:王进律师
知识产权保护声明
免责及隐私声明