dynare 问题求教

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

dynare报错，不知道是出了什么问题，哪位好心人能帮忙解答一下？
Error: File: model.m Line: 360 Column: 50
Unbalanced or unexpected parenthesis or bracket.

Error in dynare (line 120)
evalin('base',fname) ;

Error in program (line 3)
dynare model.mod
完整dynare 码：
//----------------------------------------------
//--  Declare varaibles, shocks,  and parameter
//----------------------------------------------
//% Declaration of endogenous variable
var
//% basic endogeneous variables
chat c1hat Ihat  Yhat Lam_ehat Lam_bhat Rhat pihat Lam_hhat Khat Xhat qkhat  phihat Lhat qhhat hhat h1hat  bhat
//% Endogenous variables with exogenous dynamics
muhat Ahat upsilonhat thetahat psihat xihat Ghat
//--- 6 Observed data
dlY dlb dlqh dli dlG;
//--- Additional (auxillary) variables

varexo Eps_muhat Eps_Ahat Eps_upsilonhat Eps_thetahat  Eps_psihat Eps_xihat Eps_Ghat;

parameters
//---  estimated parameters
omega eta deltap
//---  calibrated parameters
delta GtoY taue tauh gamma beta alpha phix zeta theta X mu aa bb cc dd ee ff gg ll ss tt j1 j2 j3 j4
//--- 8 parameters related to shock processes
rho_mu rho_A rho_upsilon rho_theta rho_y rho_psi rho_xi rho_G  sigma_mu sigma_A sigma_upsilon sigma_theta sigma_psi sigma_xi sigma_G;

//----------------------------------------------------------------
//-- Calibrate parameters to check steady state
//----------------------------------------------------------------
//% Setting of numerical values for parameters
beta = 0.98;
gamma = 0.97;
delta = 0.025;
taue = 0.7;
tauh = 0.7;
alpha = 0.45;
phix = 0.05;
zeta = 0.72;
GtoY = 0.14;
theta = 0.6;//0.3
X=1.2;
mu=0.06;
j1=0.75;
j2=2.6;
j3=0.4;
j4=0.6;
//--- Persistence parameters
rho_mu = 0;
rho_A = 0;
rho_upsilon = 0;
rho_theta = 0;
rho_psi = 0;
rho_xi = 0;
rho_y=0;
rho_G = 0;

//--- Deep parameters
taue  =  0.7;
tauh  =  0.7;


//% Defined parameters
aa =(gamma*alpha)/(X*(1-gamma*(1-delta)-gamma*(1-gamma/beta)*theta));
bb = (gamma*phix)/(X*(1-gamma-(1-gamma)*beta*theta));
cc = theta*(beta*bb+aa);
dd =1/X+(1-1/beta)*cc-(1-alpha-phix)/X-delta*aa;
ee = (1-alpha-phi)/X+(X-1)/X+(1/beta-1)*cc-GtoY;
ff = gamma*alpha/(X*aa);
gg = theta*(1-gamma/beta);
ll = (gamma*phix)/(X*bb);
ss = (mu*ee*(1-tauh))/((1-beta)*(1-beta*tauh));
tt = 1/((1-taue)*(1-gamma*taue));
//--- Targeted steady state values


//--------------------------------------------------------------------
//-- Model specification
//--------------------------------------------------------------------
model(linear);
//1
Yhat=dd*chat+ee*c1hat+delta*aa*Ihat+GtoY*Ghat;
//2
chat=(taue/(1+gamma*taue^2))*chat(-1)+((gamma*taue)/(1+gamma*taue^2))*chat(+1)-(1/(tt*(1+gamma*taue^2)))*Lam_ehat;
//3
Lam_ehat=(1-gamma/beta)*Lam_bhat+gamma/beta*Lam_ehat(+1)+gamma/beta*Rhat-gamma/beta*pihat(+1);
//5
Lam_hhat=(-1/(1-tauh)*(1-beta*tauh))*(c1hat-tauh*c1hat(-1))+(beta*tauh/(1-tauh)*(1-beta*tauh))*(c1hat(+1)-tauh*c1hat);
//4
Rhat=-Lam_hhat(+1)+pihat(+1)+Lam_hhat;
//6
Lam_ehat=(ff+gamma*(1-delta))*Lam_ehat(+1)+ff*Yhat(+1)-ff*Khat-ff*Xhat(+1)+(gamma*(1-delta+gg))*qkhat(+1)+gamma*gg*Lam_bhat(+1)-qkhat+gamma*gg*thetahat(+1);
//7
qkhat+phihat-(1+gamma)*omega*Ihat+omega*Ihat(-1)+gamma*omega*Ihat(+1)=0;
//9
-Lam_ehat-qhhat+beta*gg*Lam_bhat+beta*gg*Lam_hhat(+1)+beta*gg*pihat(+1)+beta*gg*thetahat-beta*gg*Rhat+ll*Yhat(+1)-ll*chat(+1)-ll*Xhat(+1)-ll*hhat+gamma*Lam_ehat(+1)+gamma*qhhat(+1)=0;
//bu
beta*qhhat(+1)+(1-beta)*muhat-(1-beta)*h1hat-Lam_hhat+beta*Lam_hhat(+1)-qhhat=0;
//10
bb*hhat+ss*h1hat=0;
//11
beta*theta*bb*qhhat(+1)+beta*theta*bb*hhat+beta*theta*bb*pihat(+1)+beta*theta*bb*thetahat-beta*theta*bb*Rhat+theta*aa*Khat(-1)+theta*aa*qkhat+theta*aa*thetahat-cc*bhat=0;
//12
Ahat+alpha*Khat(-1)+phix*hhat(-1)+(1-alpha-phix)*Lhat-Yhat=0;
//13
Lhat=1/eta*Yhat-1/eta*Xhat-1/eta*c1hat;
//14
pihat=(beta/(1+beta*deltap))*pihat(+1)+deltap/(1+beta*deltap)*pihat(-1)+((1-zeta)*(1-zeta*beta)/zeta)*(deltap/(1+beta))*(-Xhat);
//15
Khat=(1-delta)*Khat(-1)+delta*Ihat+delta*phihat;
//16
X*dd*chat+X*bb*hhat-X*bb*hhat(-1)+X*cc/beta*Rhat(-1)+cc*X/beta*bhat(-1)-cc*X/beta*pihat-(alpha+phix)*Yhat+(alpha+phix)*Xhat+X*delta*aa*bhat=0;
//8
eta*Lhat-Lam_hhat=Yhat-Xhat;
//Monetary policy 17
Rhat=j1*Rhat(-1)+(1-j1)*j2*pihat(+1)-(1-j1)*(j3-j2)*pihat+(1-j1)*j4*Yhat+xihat;
//Shock processes
muhat=rho_mu*muhat(-1)+Eps_muhat;
Ahat=rho_A*Ahat(-1)+Eps_Ahat;
upsilonhat=rho_upsilon*upsilonhat(-1)+Eps_upsilonhat;
thetahat=rho_theta*thetahat(-1)+rho_y*Yhat(-1)+Eps_thetahat;
psihat=rho_psi*psihat(-1)+Eps_psihat;
xihat=rho_xi*xihat(-1)+Eps_xihat;
Ghat=rho_G*Ghat(-1)+Eps_Ghat;
//--- Observer equations
dlY=Yhat-Yhat(-1);
dlb=bhat-bhat(-1);
dlqh=qhhat-qhhat(-1);
dli=Ihat-Ihat(-1);
dlG=Ghat-Ghat(-1);
end;

shocks;
var Eps_muhat; stderr sigma_mu; //Housing demand shock
var Eps_Ahat; stderr sigma_A; //Technology shock
var Eps_upsilonhat; stderr sigma_upsilon; //investment shock
var Eps_thetahat; stderr sigma_theta; //credit shock
var Eps_psihat; stderr sigma_psi; //mark price shock
var Eps_xihat; stderr sigma_xi; //monetary policy shock
var Eps_Ghat; stderr sigma_G; //fiscal policy shock
end;

steady;
check;

//--------------------------------------------------------------------
//-- Estimation
//--------------------------------------------------------------------
varobs dlY dlb dlqh dli dlG;
estimated_params;
// PARAM NAME, INITVAL, LB, UB, PRIOR_SHAPE, PRIOR_P1, PRIOR_P2, PRIOR_P3, PRIOR_P4, JSCALE
// PRIOR_SHAPE: BETA_PDF, GAMMA_PDF, NORMAL_PDF, INV_GAMMA_PDF
//--- The following prior will be overwritten by DynareModifications/inverse_gamma
eta,normal_pdf,0.5,0.1;
omega,gamma_pdf,4,1;
deltap,beta_pdf,1.6,0.1;
rho_mu,beta_pdf,0.5,0.1;
rho_A,beta_pdf,0.5,0.1;
rho_upsilon,beta_pdf,0.5,0.1;
rho_psi,beta_pdf,0.5,0.1;
rho_xi,beta_pdf,0.5,0.1;
rho_y,beta_pdf,-0.5,0.2;
rho_G ,beta_pdf,0.5,0.1;
stderr sigma_mu,inv_gamma_pdf,0.1,inf;
stderr sigma_A,inv_gamma_pdf,0.1,inf;
stderr sigma_upsilon,inv_gamma_pdf,0.1,inf;
stderr sigma_theta,inv_gamma_pdf,0.1,inf;
stderr sigma_psi,inv_gamma_pdf,0.1,inf;
stderr sigma_xi,inv_gamma_pdf,0.1,inf;
stderr sigma_G,inv_gamma_pdf,0.1,inf;
end;
//
options_.nit = 10000;  //Max number of iterations; Default 1000
estimation(datafile=datapull, mode_check, mh_nblocks=20000, smoother);
stoch_simul(conditional_variance_decomposition=[1 4 8 16 30]) dlY dlb dlqh dli dlG;

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：dynare 问题求教 ARE Modification Declaration unexpected 好心人 Error

Error: File: model.m Line: 360 Column: 50
Unbalanced or unexpected parenthesis or bracket.

ELM受到英国FSA以及美国期货协会NFA的监管（监管号：0297183）；同时按照美国商品与期货委员会（CFTC）及注册的期货经纪商（FCM）的行业标准和相应规定.ELM技术研究团队实时对汇价波动进行分析，并且每日出具当日交易策略和汇评报告。 2．ELM具备成熟的交易员培训流程和系统，通过实盘训练造就高胜算交易员。 3．ELM独创帮带模式，通过交易行为编排，1对1行为导师帮带，以及交易门诊辅导交易员持续进步，帮助客户实现稳定盈,有兴趣请咨询2846859375

ELM受到英国FSA以及美国期货协会NFA的监管（监管号：0297183）；同时按照美国商品与期货委员会（CFTC）及注册的期货经纪商（FCM）的行业标准和相应规定.ELM技术研究团队实时对汇价波动进行分析，并且每日出具当日交易策略和汇评报告。 2．ELM具备成熟的交易员培训流程和系统，通过实盘训练造就高胜算交易员。 3．ELM独创帮带模式，通过交易行为编排，1对1行为导师帮带，以及交易门诊辅导交易员持续进步，帮助客户实现稳定盈,有兴趣请咨询2846859375