Dynare 程序求纠错

模型基于帖子“DSGE模型讨论之六——新古典增长模型（入门级DSGE）的推导和Dynare模擬”
感觉模型没有问题，（已上传模型推导过程），但是dynare老是提示“2nd and 3rd order approximation not implemented for purely backward models”，求高手帮助纠错，至少要能运行出结果吧。

1. var  w i p y h k pi a c inv;
   
2. varexo epsilon_a;
   
3. parameters sigma gamma phi_y phi_pi beta alpha rho_a delta;
   
4. 
   
5. sigma = 0.2;
   
6. gamma = 2;
   
7. beta = 0.98;
   
8. alpha=0.3;
   
9. rho_a=0.9;
   
10. phi_pi=1.5;
    
11. phi_y=1.1;
    
12. delta=0.02;
    
13. 
    
14. model;
    
15. y=c+inv;
    
16. inv=k-(1-delta)*k(-1);
    
17. c(-1)=c-(1/sigma)*(i(-1)-pi+log(beta));
    
18. w-p=sigma*c+gamma*h;
    
19. w-p=a-alpha*h+alpha*k(-1)+log(1-alpha);
    
20. log(i)-p=a+(alpha-1)*k(-1)+(1-alpha)*h+log(alpha);
    
21. y=a+(1-alpha)*h+alpha*k(-1);
    
22. a=rho_a*a(-1)+epsilon_a;
    
23. i=-log(beta)+phi_pi*pi+phi_y*y;
    
24. p-p(-1)=pi;
    
25. 
    
26. end;
    
27. 
    
28. initval;
    
29. w = 0;
    
30. p = 0;
    
31. k = 0;
    
32. y = 0;
    
33. h = 0;
    
34. pi = 0;
    
35. a =0;
    
36. i=0.02;
    
37. end;
    
38. steady;
    
39. 
    
40. 
    
41. shocks;
    
42. var epsilon_a;
    
43. stderr 0.09;
    
44. end;
    
45. stoch_simul;

复制代码

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 33 Column: 4
The expression to the left of the equals sign is not a valid target for an assignment.

>>
w-p=sigma*c+gamma*h;
提示这一行有错

zhangtao 发表于 2012-12-8 10:03
??? Error: File: D:\MATLAB7\work\Untitled.m Line: 33 Column: 4
The expression to the left of the eq ...

但是这个式子肯定是对的啊，“DSGE模型讨论六”里面也用到了这个一模一样的式子

先仔细检查，别想这里和那里肯定是对的了。

itveryboy3 发表于 2012-12-8 10:12
先仔细检查，别想这里和那里肯定是对的了。

哎，都已经检查一整天了。。。

Dylan890328 发表于 2012-12-8 10:07
但是这个式子肯定是对的啊，“DSGE模型讨论六”里面也用到了这个一模一样的式子

w-p=sigma*c+gamma*h;

w-p=a-alpha*h+alpha*k(-1)+log(1-alpha);
给w-p赋值两次，为什么？

var  w i p y h k pi a c inv;

varexo epsilon_a;

parameters sigma gamma phi_y phi_pi beta alpha rho_a delta;


sigma = 0.2;

gamma = 2;

beta = 0.98;

alpha=0.3;

rho_a=0.9;

phi_pi=1.5;

phi_y=1.1;

delta=0.02;


model;

y=c+inv;

inv=k-(1-delta)*k(-1);

c(-1)=c-(1/sigma)*(i(-1)-pi+log(beta));

w-p=sigma*c+gamma*h;

w-p=a-alpha*h+alpha*k(-1)+log(1-alpha);

log(i)-p=a+(alpha-1)*k(-1)+(1-alpha)*h+log(alpha);

y=a+(1-alpha)*h+alpha*k(-1);

a=rho_a*a(-1)+epsilon_a;

i=-log(beta)+phi_pi*pi+phi_y*y;

p-p(-1)=pi;


end;


initval;

w = 0;

p = 0;

k = 0;

y = 0;

h = 0;

pi = 0;

a =0;

i=0.02;

end;

steady;



shocks;

var epsilon_a;

stderr 0.09;

end;

stoch_simul;

zhangtao 发表于 2012-12-8 10:23
var  w i p y h k pi a c inv;

varexo epsilon_a;

还是不行，还是提示“??? Error using ==> stochastic_solvers at 160
2nd and 3rd order approximation not implemented for purely backward models”

zhangtao 发表于 2012-12-8 10:23
w-p=sigma*c+gamma*h;

w-p=a-alpha*h+alpha*k(-1)+log(1-alpha);

这是提到的那篇帖子里面的equilibrium equations，这就是为什么w-p用了两次

Dylan890328 发表于 2012-12-8 10:27
还是不行，还是提示“??? Error using ==> stochastic_solvers at 160
2nd and 3rd order approximation ...

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 33 Column: 4
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 33 Column: 4
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 35 Column: 4
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 37 Column: 9
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 37 Column: 9
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 44 Column: 8
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 44 Column: 8
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 44 Column: 8
The expression to the left of the equals sign is not a valid target for an assignment.

>>