程序如下
var g, q, junk;
varexo e;
parameters beta,gamma,miu,sigma;
beta = 0.99;
miu = 0.017;
sigma = 0.01;
gamma = 1;
model;
g = exp(miu)*exp(e);
q = beta * g^(1-gamma) * (q(+1)+1);
junk = 0.9 * (junk(-1)+1);
end;
initval;
g = exp(miu);
q = beta * exp(miu)^(1-gamma) / (1 - beta*exp(miu)^(1 - gamma));
junk= 9;
end;
steady;
shocks;
var e = sigma^2;
end;
stoch_simul(periods=2200,drop=200);