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[其他] 关于dynare的小问题悬赏求答案! [推广有奖]

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各位亲,小弱虚心求教,哪怕一些指点也好啊。dynare里面能不能以上图第(4)式的形式输入呢?
在此拜谢了!小弱还是学生,又刚入论坛,币不多,能帮忙解决该问题的前辈同仁,小弱愿拿出300论坛币以表示对您的感激。

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yvonne-hyq 查看完整内容

First, log-linearisation using first order Taylor expansion is what was used in Uhlig's paper. It is a common way to use. Maybe I misunderstood your YY't....That should be steady state value of output times percentage output deviation to its steady state value. Similar structure on the right hand side. Second, once you get it right. You can put the equation in Dynare. Depends on how you calibra ...
关键词:dynare 求答案 ARE 小问题 0论坛币 宏观经济学 dsge dynare
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yvonne-hyq 发表于 2013-3-29 17:10:58 |只看作者 |坛友微信交流群
First, log-linearisation using first order Taylor expansion is what was used in Uhlig's paper. It is a common way to use. Maybe I misunderstood your YY't....That should be steady state value of output times percentage output deviation to its steady state value. Similar structure on the right hand side.

Second, once you get it right. You can put the equation in Dynare. Depends on how you calibrate your model, you can figure out what are the steady state value. How do you calibrate your steady state investment to output ratio? There are loads of literature from which you can find the calibrations. Otherwise, you can estimate them with some prior conditions.

Last, I cannot see your attached file.

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藤椅
zsy_yale 发表于 2013-3-30 12:56:30 |只看作者 |坛友微信交流群
没人回复,自己顶一个吧~

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板凳
zsy_yale 发表于 2013-3-30 12:57:07 |只看作者 |坛友微信交流群
请各位大神能帮忙啊啊

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zsy_yale 发表于 2013-4-3 20:14:39 |只看作者 |坛友微信交流群
求问是不是可以写成:Ybar*y=YCbar*yc+YHbar*yh呢?

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地板
zsy_yale 发表于 2013-4-5 12:58:20 |只看作者 |坛友微信交流群
没人回复啊,水个帖吧
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zsy_yale 发表于 2013-4-5 13:08:29 |只看作者 |坛友微信交流群
给自己顶一个,真心求大神帮忙!
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yvonne-hyq 发表于 2013-4-18 20:54:24 |只看作者 |坛友微信交流群
You need to linearise your equation to a specification the same as your equation (1). Except that the meaning of the variable will be changed to the deviation of output from steady state (normalised to 0) at time t.

Put all the equations in your dynare file. Remember to specify that your model is linearised.

Yvette

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zsy_yale 发表于 2013-4-18 23:10:41 |只看作者 |坛友微信交流群
yvonne-hyq 发表于 2013-4-18 20:54
You need to linearise your equation to a specification the same as your equation (1). Except that th ...
Dear Yvette,
i really appreciate your generous help.
i'm still a little confused though.
in the equation(4), i thought i had  already log-linearised,using the Ulig log-linearised method.was i wrong?
Suppose equation (4) is correct,what bothered me all the time is that how can i input equation (4)into dynare,since the initial value of steady state  Y is still unkown?
or is there any other method to log-linearise,so that i can give all the variable the initial value(zero)?
Help me please ,i really appreciate that.
By the way ,there is a similiar problem,the same,problem,actually.
I've already log-linearised ,and i don't know how to deal with it in dynare.i describe the problem in the attachment,Could you please have a look  at it for me ?I really really appreciate your help!
The 300 forum currency will be sent to you account soon .
Looking forward for your reply.
Yale

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zsy_yale 发表于 2013-4-22 15:00:46 |只看作者 |坛友微信交流群
yvonne-hyq 发表于 2013-4-22 06:14
First, log-linearisation using first order Taylor expansion is what was used in Uhlig's paper. It is ...
Thank you so much for your time, i've uploaded the attachment once again,would you please have a look at it for  me?
In fact ,this is not a problem of a single equation for me, but a series of equations  which i cannont always calibrate a percentage like  yc/y. So ,i  sincerely hope you can have a look at my attachment, my problem has been discribed in detail ,and i really appreciate your help!!
Looking forward for your reply.
Yale
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