kkkrain 发表于 2015-6-5 01:20
不把模型贴出来怎么看,形容又很模糊
也不知道lz是不完全替代还是完全替代的消费假定。
lz说的均衡价格是 ...
var y,c,ch,cf,k,a,p,ph,pf,h,w,r,y_star,c_star,k_star,p_star,h_star,s;
varexo e;
parameters beta,sigma,alpha,delta,gama,rho,psi,rhoa,theta,eta;
alpha=0.36;
sigma=2;
beta=0.99;
delta=0.01;
gama=0.2;
rhoa=1-1/gama;
rho=0.95;
psi=0.7;
theta=1;
eta=0.42;
model;
psi*pf/ph=(1-psi)*(ch/cf)^(1/gama);
alpha*y(+1)/k+1-delta=beta*(c/c(+1))^(1/gama)*(ch(+1)/ch)^(1/gama)*(c(+1)/c)^sigma*ph(+1)/ph*(p/p(+1));
ph*c^sigma*theta*h^(alpha+eta)=p*psi*(c/ch)^(1/gama)*exp(a)*(k(-1)^alpha)*(1-alpha);
c=(psi*ch^rhoa+(1-psi)*cf^rhoa)^(1/rhoa);
p=(psi^gama*ph^(1-gama)+(1-psi)^gama*pf^(1-gama))^(1/(1-gama));
k=(y-ph*ch-pf*cf)+(1-delta)*k(-1);
p*c=ph*ch+pf*cf;
y=exp(a)*k(-1)^alpha*h^(1-alpha);
r=alpha*exp(a)*k^(alpha-1)*h^(1-alpha);
w=(1-alpha)*exp(a)*k^(alpha)*h^(-alpha);
c+k-(1-delta)*k(-1)=w*h+r*k(-1);
ch/cf=((psi/(1-psi))^gama)*(ph/pf)^(-gama);
y_star=k_star(-1)^alpha*h_star^(1-alpha);
k_star=y_star-p_star*c_star+(1-delta)*k_star(-1);
c_star^(-sigma)*theta*h_star^(eta+alpha)=(1-alpha)*k_star(-1)^alpha;
(alpha*h_star(+1)^(1-alpha)*k_star^(alpha-1)+1-delta)*p_star(+1)/p_star=beta*((c_star/c_star(+1))^sigma);
s=pf/p_star;
a=rho*a(-1)+e;
end;
initval;
y=6.49;
c=1.5;
ch=1.4;
cf=1.26;
ph=3.34823;
pf=2.5314;
h=1.75;
k=66.527;
w=0.39;
r=0.035;
s=2;
p=1.96;
y_star=3.7;
c_star=1.5;
h_star=1;
k_star=38;
p_star=1.494979;
a=0;
e=0;
end;
steady;
shocks;
var e; stderr 0.15;
end;
stoch_simul;