[经济学模型] matlab dynare问题来自张卫平著货币政策理论基于动态一般均衡方法 [推广有奖]

11楼

waveland 发表于 2013-5-22 21:11:32

var yh yf ch nh nf wh wf dph dpf gh gf q tbhrh rf s z;
varexo ezh;
parameters alhpa beta sigma nu gamma theta eta mu big_theta chi size phi_dph phi_dpf
rho_z zf Nbar ibar open theta_h theta_f;
beta=0.99;
sigma=1;
nu=3;
chi=0.05;
size=0.5;
open=0.5;
theta_h=1-(1-size)*open;
theta_f=size*open;
alpha=2/3;
gamma=3/4;
theta=6;
eta=2;
mu=1;
big_theta=1/(1+theta*(1-alpha)/alpha);
phi_dph=1.5;
phi_dpf=1.5;
rho_z=0.9;
zf=0;
Nbar=(alpha/mu)^(1/(sigma*alpha+nu+1-alpha));
ibar=-log(beta);

model;
1/exp(rh)=beta*exp(ch(+1))^(-sgima)/exp(ch)^(-sigma)/exp(dph(+1));
1/exp(rf)=beta*exp(cf(+1))^(-sgima)/exp(cf)^(-sigma)/exp(dpf(+1));

exp(wh)=exp(ch)^sigma*exp(nh)^nu;
exp(wf)=exp(cf)^sigma*exp(nf)^nu;

gh=(1-theta_h)*s;
gf=-theta_f*s;

theta_h*exp(ch)+theta_f*(1-size)/size*exp(q)^eta*exp(cf)=exp(yh)*exp(gh)^(-eta);
size*(1-theta_h)/(1-size)*exp(q)^(-eta)*exp(ch)+(1-theta_f)*exp(cf)=exp(yf)*exp(gf)^(-eta);
1=mu/alpha*exp(wh)*exp(gh)*exp(yh)^((1-alpha)/alpha)*exp(z)^(-1/alpha);
1=mu/alpha*exp(wf)*exp(gf)*exp(yf)^((1-alpha)/alpha)*exp(zf)^(-1/alpha);

yh=z+alpha*nh;
yf=zf+alpha*nf;

rh=ibar+phi_dph*dph;
rf=ibar+phi_dpf*dpf;

ch=cf+1/sigma*q;
q=s+gf-gh;

z=rho_z*z(-1)-ezh;
tbh*Nbar^alpha=yh-gh-ch;
end;

initval;
nh=log(Nbar);
nf=nh;
ch=alpha*nh;
cf=ch;
yh=ch;
yf=cf;
wh=sigma*ch+nu*nh;
wf=wh;
rh=ibar;
rf=ibar;
s=0;
z=0;
ezh=0;
end;

steady;
check;
shocks;
var ezh;stderr 0.01;
end;
stoch_simul(order=1,irf=40);