...........................................................................DSGE模型程序
我附上了模型的原文请大神帮我看看哪里出了问题,并且帮助我怎么改进模型最终求解出结果,画出脉冲响应图
%模型中存在的问题1:总产出y是外生的,所有的方程左右两边y都约掉了;
%模型中存在的问题2:价格p1和p2虽然是内生的,但无法求解具体表达式,p1和p2的稳态值我是通过matlab求解二元二次方程值拟合出来的;
var y y1 y2 p1 p2 L L1 L2 K K1 K2 tao taostar w w1 w2 r r1 r2 u u1 u2 z z1 z2 C I T fai H F aH aF ls pai A xi a1 a2;
varexo eA etaostar ea1 ea2 exi ey;
parameters omiga1 omiga2 sigama cita1 cita2 rouA rouxi roua1 roua2 routaostar rouy sigama1 sigama2 a b deta ang beita gamma epseloH1 epseloH2 namdaH namdaF epseloF1 epseloF2 ustar ystar B;
parameters ys y1s y2s p1s p2s Ls L1s L2s Ks K1s K2s taos ws w1s w2s rs r1s r2s us u1s u2s zs z1s z2s Cs Is Ts sigamaeA sigamaetaostar sigamaea1 sigamaea2 sigamaexi sigamaey fais Hs Fs aHs aFs lss taostars pais xis As a1s a2s;
shocks;
var eA = sigamaeA^2;
var etaostar = sigamaetaostar^2;
var ea1 = sigamaea1 ^2;
var ea2 = sigamaea2^2;
var exi = sigamaexi^2;
var ey= sigamaey^2;
end;
stoch_simul(order=1);...........................................................................................回归结果非常不好
Residuals of the static equations:
Equation number 1 : 44.1053 : 1
Equation number 2 : 0 : 2
Equation number 3 : 130.6226 : 3
Equation number 4 : 75.8947 : 4
Equation number 5 : 75.8947 : 5
Equation number 6 : NaN : A
Equation number 7 : 0 : 7
Equation number 8 : NaN : 8
Equation number 9 : NaN : 9
Equation number 10 : -Inf : 10
Equation number 11 : -Inf : 11
Equation number 12 : -Inf : 12
Equation number 13 : -Inf : 13
Equation number 14 : -17018.2435 : 14
Equation number 15 : -517.4791 : 15
Equation number 16 : 0 : 16
Equation number 17 : -40.7392 : 17
Equation number 18 : 0 : 18
Equation number 19 : 0 : u1
Equation number 20 : -2.3585 : 20
Equation number 21 : -40.7392 : 21
Equation number 22 : 0 : 22
Equation number 23 : -6.1988 : 23
Equation number 24 : -9.5238 : 24
Equation number 25 : 46.2361 : 25
Equation number 26 : 0 : pai
Equation number 27 : -32.6372 : 27
Equation number 28 : 0 : 28
Equation number 29 : 0 : xi
Equation number 30 : 1.926 : 30
Equation number 31 : 0 : 31
Equation number 32 : 0 : 32
Equation number 33 : -3.3333e-06 : 33
Equation number 34 : 0 : 34
Equation number 35 : 0 : 35
Equation number 36 : 0 : 36
Equation number 37 : 0 : 37
Equation number 38 : -0.48025 : ls
Equation number 39 : -11.5213 : y
警告: Some of the parameters have no value (roua1, roua2) when using steady. If these parameters are not initialized in a steadystate file or a
steady_state_model-block, Dynare may not be able to solve the model. Note that simul, perfect_foresight_setup, and perfect_foresight_solver do not
automatically call the steady state file.
Randomize initial guess...
Residuals of the static equations:
Equation number 1 : NaN : 1
Equation number 2 : NaN : 2
Equation number 3 : NaN : 3
Equation number 4 : NaN : 4
Equation number 5 : NaN : 5
Equation number 6 : NaN : A
Equation number 7 : NaN : 7
Equation number 8 : NaN : 8
Equation number 9 : NaN : 9
Equation number 10 : NaN : 10
Equation number 11 : NaN : 11
Equation number 12 : NaN : 12
Equation number 13 : NaN : 13
Equation number 14 : NaN : 14
Equation number 15 : NaN : 15
Equation number 16 : NaN : 16
Equation number 17 : NaN : 17
Equation number 18 : NaN : 18
Equation number 19 : NaN : u1
Equation number 20 : NaN : 20
Equation number 21 : NaN : 21
Equation number 22 : NaN : 22
Equation number 23 : NaN : 23
Equation number 24 : NaN : 24
Equation number 25 : NaN : 25
Equation number 26 : NaN : pai
Equation number 27 : NaN : 27
Equation number 28 : NaN : 28
Equation number 29 : NaN : xi
Equation number 30 : NaN : 30
Equation number 31 : NaN : 31
Equation number 32 : NaN : 32
Equation number 33 : NaN : 33
Equation number 34 : NaN : 34
Equation number 35 : NaN : 35
Equation number 36 : NaN : 36
Equation number 37 : NaN : 37
Equation number 38 : NaN : ls
Equation number 39 : NaN : y
错误使用 print_info (line 32)
The steady state has NaNs or Inf.