我根据《RBC之ABC》第218页的模型来试着写dynare代码。模型全部按照书上说写,但是仍有错误,希望哪位大神能帮助下。谢谢。
var w r C P M N K Y H r_n r_f g lamda;
varexo e_a e_m;
parameters B theta beta delta pi rho;
theba=0.36;
delta=0.025;
beta=0.99;
B=-2.5805;
pi=0;
rho=0.0781;
model;
B/w=-beta*P/(P(+1)*C(+1));
1/w=beta*((r(+1)+1-delta)/w(+1));
r_n=-w/(B*C);
r_n=P(+1)*C(+1)/(beta*P*C);
P*C=M(-1)-N;
M/P+K(+1)=w*H+r*K+(1-delta)*K+r_n*N/P;
r_f*w=(1-theta)*lamda*K^theta*H^(-theta);
Y=lamda*K^theta*H^(1-theta);
r_f*(N+(g-1)*M(-1))=r_n*N;
(N+(g-1)*M(-1))=P*w*H;
M=g*M(-1);
log(g)=pi*log(g(-1))+e_m;
log(lamda)=rho*log(lamda(-1))+e_a;
end;
initval;
g=1;
r=0.0351;
r_n=1.0101;
r_f=1.0101;
M/P=1.6675;
N/P=0.7672;
C=0.9;
Y=1.2108;
w=2.3469;
H=0.3269;
K=12.418;
lamda=1;
steady;
check;
shock;
var e_a=0.02;
var e_m=0.002;
end;
stoch_simul(periods=2100);