[经济学模型] DSGE模型讨论之二——中国小型开放DSGE（Small Open DSGE Model for China） [推广有奖]

11楼

hxw_0551 发表于 2012-5-24 13:05:01

最近刚学dynare,对输出的结果不是很明白，麻烦请教大家。下面这个POLICY AND TRANSITION FUNCTIONS是啥意思？怎么有一列由两个K（-1）？
POLICY AND TRANSITION FUNCTIONS
                                 c             k             lab          z
Constant                   1.491628    29.288516       0.291593             0
(correction)             0.000002    -0.000004             0             0
k(-1)                      0.028175       0.977868    -0.001880             0
z(-1)                      0.629879       2.000368       0.207560       0.950000
e                         0.002304    -0.004409    -0.000555       0.007000
k(-1),k(-1)             -0.000184    -0.000080       0.000026             0
z(-1),k(-1)                0.007775       0.025372       0.000613             0
z(-1),z(-1)                0.238261       1.341812    -0.004369             0
e,e                      0.000005    -0.000008             0                0
k(-1),e                   0.000024    -0.000037       0.000006             0
z(-1),e                   0.001509    -0.003929    -0.000241             0

12楼

rastila

发表于 2012-5-24 16:05:46

hxw_0551 发表于 2012-5-24 13:05
最近刚学dynare,对输出的结果不是很明白，麻烦请教大家。下面这个POLICY AND TRANSITION FUNCTIONS是啥意思 ...

能把.mod传上来给我看看么？

13楼

hxw_0551 发表于 2012-5-24 19:01:13

mod为
periods 1000;
var c k lab z;
varexo e;
parameters bet the del alp tau rho s;
bet = 0.987;
the = 0.357;
del = 0.012;
alp = 0.4;

tau = 2;
rho = 0.95;
s = 0.007;

model;
(c^the*(1-lab)^(1-the))^(1-tau)/c=bet*((c(+1)^the*(1-lab(+1))^(1-the))^(1-tau)/c(+1))*
(1+alp*exp(z(-1))*k(-1)^(alp-1)*lab^(1-alp)-del);
c=the/(1-the)*(1-alp)*exp(z(-1))*k(-1)^alp*lab^(-alp)*(1-lab);
k=exp(z(-1))*k(-1)^alp*lab^(1-alp)-c+(1-del)*k(-1);
z=rho*z(-1)+s*e;
end;

initval;
k = 1;
c = 1;
lab = 0.3;
z = 0;
e = 0;
end;
shocks;
var e;
stderr 1;
end;
steady;

stoch_simul(dr_algo=0,periods=1000);
datasaver('simudata',[]);