上面是DSGE模型的线性化均衡方程,下面是我的程序,可是总提示错误,求大神指教var y ch ce q h pai r x be;
varexo er;
parameters z1 z2 z3 z4 z5 z6 beta gamma eta d w tuo rr rpai ry rq;
z1=0.48;
z2=0.04;
z3=0.21;
z4=0.08;
z5=1.6;
z6=0.22;
beta=0.9805;
gamma=0.47;
eta=0.1;
d=0.7;
w=0.96;
tuo=0.75;
rr=0.73;
rpai=0.1;
ry=0.39;
rq=0.03;
model;
y=ch*z1+ce*(1-z1);
q=ch+beta*q(+1)+h*(1-beta)*z2-beta*ch(+1);
ch=pai(+1)+ch(+1)-r;
y=x*gamma/(gamma-(1+eta))+ch*gamma/(gamma-(1+eta))-h(-1)*(1-gamma)*(1+eta)/(gamma-(1+eta));
q=(d*beta+(1-beta)*w)*q(+1)+(1-(d*beta+(1-beta)*w))*y(+1)-(1-(d*beta+(1-beta)*w))*x(+1)-(1-(d*beta+(1-beta)*w))*h+d*beta*pai(+1)-d*beta*r-(1-d*beta)*ce(+1)+(1-d*beta)*ce;
ce=be*z3+pai*z4-r(-1)*z4-be(-1)*z4+y*(1-gamma)*z5-x*(1-gamma)*z5-h*z6+h(-1)*z6;
be=q(+1)+h+pai(+1)-r;
pai=beta*pai(+1)-x*(1-tuo)*(1-beta*tuo)/tuo;
r=(1-rr)*(1+rpai)*pai(-1)+(1-rr)*ry*y(-1)+(1-rr)*rq*q(-1)+rr*r(-1)+er;
end;
initval;
y=0;
ch=0;
ce=0;
q=0;
h=0;
pai=0;
r=0;
x=0;
be=0;
end;
steady;
check;
resid;
shocks;
var er; stderr 0.019;
end;
stoch_simul(periods=900,order=1,irf=40,drop=400,aim_solver);


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