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Error using eval
Undefined function or variable 'c1'.
Error in read_variables (line 74)
dyn_tmp_01 = eval(var_names_01(dyn_i_01,:));
Error in initialize_dataset (line 32)
rawdata = read_variables(datafile,varobs,[],xls.sheet,xls.range);
Error in dynare_estimation_init (line 475)
dataset_ =
initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls);
Error in dynare_estimation_1 (line 81)
[dataset_,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list_, dname,
[], M_, options_, oo_, estim_params_, bayestopt_);
Error in dynare_estimation (line 89)
dynare_estimation_1(var_list,dname);
Error in x (line 160)
dynare_estimation(var_list_);
Error in dynare (line 180)
evalin('base',fname) ;
以下是程序:
periods 1000;
var c1 c2 k1 k2 a1 a2;
varexo e1 e2;
parameters gamma delta alpha beta rho;
gamma=2;
delta=.05;
alpha=.4;
beta=.98;
rho=.85;
model;
c1=c2;
exp(c1)^(-gamma) =beta*exp(c1(+1))^(-gamma)*(alpha*exp(a1(+1))*exp(k1)^(alpha-1)+1-delta);
exp(c2)^(-gamma) =beta*exp(c2(+1))^(-gamma)*(alpha*exp(a2(+1))*exp(k2)^(alpha-1)+1-delta);
exp(c1)+exp(c2)+exp(k1)-exp(k1(-1))*(1-delta)+exp(k2)-exp(k2(-1))*(1-delta)= exp(a1)*exp(k1(-1))^alpha+exp(a2)*exp(k2(-1))^alpha;
a1=rho*a1(-1)+e1;
a2=rho*a2(-1)+e2;
end;
initval;
k1=2.8;
k2=2.8;
c1=.8;
c2=.8;
a1=0;
a2=0;
e1=0;
e2=0;
end;
shocks;
var e1;
stderr .08;
var e2;
stderr .08;
end;
steady;
estimated_params;
rho, normal_pdf, .84,.05; %
alpha, normal_pdf, .38, .03;
stderr e1, inv_gamma_pdf, .078, inf;
stderr e2,inv_gamma_pdf,.082, inf;
end;
varobs c1 k2;
estimation(datafile=simudata,mh_replic=1000,mh_jscale=.5);
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