每次阅读文献中都会出现,正向1%技术冲击等等,不知道dynare代码中是怎样体现的求大神指导。下面是我的代码
var a n c k i r g w y p;
varexo ea ep;
parameters theta enta beta delta alpha1 alpha2 alpha3 sigma rho1 rho2 sda;
parameters ns cs ks as is rs ws gs ps m;
alpha1 = 0.4;
alpha2 = 0.45;
alpha3 = 0.15;
beta = 0.99;
delta = 0.025;
sigma = 1;
rho1 = 0.85;
rho2 = 0.75;
enta = 20
sda = 0.009;
as = 1;
ns = 1/3;
rs = 1/beta;
m = ns^(1+enta)/(1/beta+delta);
cs = (m*alpha1/alpha2)^(alpha1/alpha2)*(ns^(1+enta)*alpha3/alpha2)^(alpha3/alpha2)*ns;
ks = cs*m*alpha1/alpha2;
ys = ks*(1/beta+delta)/alpha1;
is= delta*ks;
ws = alpha2*ys/ns;
ps = 2;
gs = alpha3*ys/ps;
model;
% (1) Euler equation, capital
exp(y)=(exp(n)^(enta+1))/alpha2;
%(2)
exp(g)=alpha3*exp(y)/exp(p);
%(3)
exp(r)=alpha1*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3)-delta;
%(4)
exp(w)=alpha2*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2-1)*(exp(p)*exp(g))^(alpha3);
%(5)
exp(y)=exp(c)+exp(i)+exp(p)*exp(g);
%(6)
exp(k)=exp(i)+(1-delta)*exp(k(-1));
%(7)
exp(y)=exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3);
%(8)
exp(y)=exp(c)+exp(k)-(1-delta)*exp(k(-1))+exp(p)*exp(g);
%(9)
a=(rho1)*a(-1)+ea;
%(10)
p=(rho2)*p(-1)+ep;
end;
initval;
k=log(ks);
y=log(ys);
c=log(cs);
i=log(is);
a=log(as);
r=log(rs);
w=log(ws);
n=log(ns);
g=log(gs);
p=log(ps);
end;
resid;
steady;
shocks;
var ea = sda^2;
var ep = sda^2;
end;
resid(1);
steady;
check;
stoch_simul;



雷达卡




京公网安备 11010802022788号







