一直在做DSGE的模型,感觉自己编的dynare程序是对的不能再对了,但是无论如何运行都出不来结果,显示的是: Modulus Real Imaginary
0.2345 -0.2345 0
0.7 0.7 0
1 1 0
Inf Inf 0
Inf Inf 0
There are 2 eigenvalue(s) larger than 1 in modulus
for 3 forward-looking variable(s)
The rank conditions ISN'T verified!
以下贴出我的程序,望指教!
var y, c, kc, kC, p, r;
varexo e_r;
parameters beta alp rho psi p_bar kc_bar kC_bar y_bar c_bar r_bar;
beta=0.99;
alp=0.64;
psi=0.7;
rho=0.6;
c_bar=1;
p_bar=1;
r_bar=1;
kC_bar=(p_bar/(1-alp))^(-1/alp);
y_bar=kC_bar^(1-alp);
kc_bar=kC_bar;
model;
c_bar*c+p_bar*kc_bar*(p+kc-r_bar*(p+r+kc(-1)))=0;
c_bar*c=y_bar*y;
p_bar*p+kC*alp*(1-alp)*kC_bar^(-alp)=0;
r=psi*r(-1) + e_r;
kC_bar*kC=kc_bar*kc;
r(+1)+p(+1)-p+rho*(c-c(+1))=0;
end;
steady;
check;
shocks;
var e_r;
stderr 0.1;
end;
stoch_simul(periods=300);




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