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[DSGE讨论专题] 模型构建问题求助 [推广有奖]

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jwzzyh001 发表于 2018-12-17 22:57:49 |显示全部楼层 |坛友微信交流群

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以下是我在财贸研究上看到的一篇论文模型,我根据自己的理解尝试着进行了程序的书写,dynare显示未存在稳态解,请问各位大神,我看网上说是由于模型线性相关导致的,本人小白,想知道具体问题是出现在模型的构建上还是期初值的设定上(由于我没法看到作者的数据,所以我的期初值是瞎编的):
var C_1mt C_1st C_2mt C_2st Tt W_1mt W_1st W_2mt W_2st L_1mt L_1st L_2mt L_2st K_1mt K_1st K_2mt K_2st R_1mt R_1st R_2mt R_2st G_1zt G_2zt G_0zt G_1pt G_2pt G_0pt G_1ct G_2ct G_0ct Y_1mt Y_1st Y_2mt Y_2st M_11mt M_21mt S_11mt S_21mt S_11st S_21st M_11st M_21st M_22mt M_12mt S_22mt S_12mt S_22st S_12st M_22st M_12st P_1mt P_2mt P_1st P_2st A_1mt A_2mt A_1st A_2st v_11t v_12t v_13t v_21t v_22t v_23t M_1t M_2t S_1t S_2t;
varexo eAt egzt egct egpt ev11t ev12t ev13t ev21t ev22t ev23t;
parameters beta omega gamma delta epsilon rho alpha_1m alpha_1s alpha_2m alpha_2s lambda_1m lambda_2m lambda_3m lambda_1s lambda_2s lambda_3s zeta_1m zeta_2m zeta_3m zeta_1s zeta_2s zeta_3s chi phi_p phi_c mu eta_1 eta_2 rho_Am rho_As rho_Gz rho_Gp rho_Gc rho_v;
beta=0.96;
omega=0.35;
gamma=0.6;
delta=0.2;
epsilon=0.5;
rho=0.2;
alpha_1m=0.5;
alpha_1s=0.5;
alpha_2m=0.6;
alpha_2s=0.4;
lambda_1m=0.5;
lambda_2m=0.1;
lambda_3m=0.1;
lambda_1s=0.4;
lambda_2s=0.3;
lambda_3s=0.1;
zeta_1m=0.2;
zeta_2m=0.6;
zeta_3m=0.1;
zeta_1s=0.3;
zeta_2s=0.4;
zeta_3s=0.1;
chi=0.6;
phi_p=0.4;
phi_c=0.6;
mu=0.5;
eta_1=0.5;
eta_2=0.5;
rho_Am=0.6;
rho_As=0.9;
rho_Gz=0.4;
rho_Gp=0.8;
rho_Gc=0.6;
rho_v=0.6;
model;
//home1
C_1mt=C_1st;
(W_1mt/C_1mt)*(1-Tt)=gamma/(1-L_1mt-L_1st);
(W_1st/C_1st)*(1-Tt)=gamma/(1-L_1mt-L_1st);
C_1mt(+1)/C_1mt=beta*((1-Tt(+1))*R_1mt(+1)+1-delta);
C_1st(+1)/C_1st=beta*((1-Tt(+1))*R_1st(+1)+1-delta);
K_1mt(+1)+K_1st(+1)=(1-Tt)*(W_1mt*L_1mt+R_1mt*K_1mt+W_1st*L_1st+R_1st*K_1st)-C_1mt-C_1st+(1-delta)*(K_1mt+K_1st)+G_1zt+epsilon*G_0zt;
//home2
C_2mt=C_2st;
(W_2mt/C_2mt)*(1-Tt)=gamma/(1-L_2mt-L_2st);
(W_2st/C_2st)*(1-Tt)=gamma/(1-L_2mt-L_2st);
C_2mt(+1)/C_2mt=beta*((1-Tt(+1))*R_2mt(+1)+1-delta);
C_2st(+1)/C_2st=beta*((1-Tt(+1))*R_2st(+1)+1-delta);
K_2mt(+1)+K_2st(+1)=(1-Tt)*(W_2mt*L_2mt+R_2mt*K_2mt+W_2st*L_2st+R_2st*K_2st)-C_2mt-C_2st+(1-delta)*(K_2mt+K_2st)+G_2zt+(1-epsilon)*G_0zt;
//finally production
M_11mt=(((1/lambda_1m)*P_1mt)^(1-rho))*Y_1mt;
M_21mt=(((1/lambda_2m)*P_2mt)^(1-rho))*Y_1mt;
S_11mt=(((1/lambda_3m)*P_1st)^(1-rho))*Y_1mt;
S_21mt=(((1/(1-lambda_1m-lambda_2m-lambda_3m))*P_2st)^(1-rho))*Y_1mt;
((lambda_1m^(rho^2-rho+1))*((P_1mt)^(rho-rho^2))+(lambda_2m^(rho^2-rho+1))*((P_2mt)^(rho-rho^2))+(lambda_3m^(rho^2-rho+1))*((P_1st)^(rho-rho^2))+((1-lambda_1m-lambda_2m-lambda_3m)^(rho^2-rho+1))*((P_2st)^(rho-rho^2)))^(1/rho)=1;
S_11st=(((1/lambda_1s)*P_1st)^(1-rho))*Y_1st;
S_21st=(((1/lambda_2s)*P_2st)^(1-rho))*Y_1st;
M_11st=(((1/lambda_3s)*P_1mt)^(1-rho))*Y_1st;
M_21st=(((1/(1-lambda_1s-lambda_2s-lambda_3s))*P_2mt)^(1-rho))*Y_1st;
((lambda_1s^(rho^2-rho+1))*((P_1st)^(rho-rho^2))+(lambda_2s^(rho^2-rho+1))*((P_2st)^(rho-rho^2))+(lambda_3s^(rho^2-rho+1))*((P_1mt)^(rho-rho^2))+((1-lambda_1s-lambda_2s-lambda_3s)^(rho^2-rho+1))*((P_2mt)^(rho-rho^2)))^(1/rho)=1;
M_22mt=(((1/zeta_1m)*P_2mt)^(1-rho))*Y_2mt;
M_12mt=(((1/zeta_2m)*P_2mt)^(1-rho))*Y_2mt;
S_22mt=(((1/zeta_3m)*P_2st)^(1-rho))*Y_2mt;
S_12mt=(((1/(1-zeta_1m-zeta_2m-zeta_3m))*P_2st)^(1-rho))*Y_2mt;
((zeta_1m^(rho^2-rho+1))*((P_2mt)^(rho-rho^2))+(zeta_2m^(rho^2-rho+1))*((P_1mt)^(rho-rho^2))+(zeta_3m^(rho^2-rho+1))*((P_2st)^(rho-rho^2))+((1-zeta_1m-zeta_2m-zeta_3m)^(rho^2-rho+1))*((P_1st)^(rho-rho^2)))^(1/rho)=1;
S_22st=(((1/zeta_1s)*P_2st)^(1-rho))*Y_2st;
S_12st=(((1/zeta_2s)*P_1st)^(1-rho))*Y_2st;
M_22st=(((1/zeta_3s)*P_2mt)^(1-rho))*Y_2st;
M_12st=(((1/(1-zeta_1s-zeta_2s-zeta_3s))*P_1mt)^(1-rho))*Y_2st;
((zeta_1s^(rho^2-rho+1))*((P_2st)^(rho-rho^2))+(zeta_2s^(rho^2-rho+1))*((P_1st)^(rho-rho^2))+(zeta_3s^(rho^2-rho+1))*((P_2mt)^(rho-rho^2))+((1-zeta_1s-zeta_2s-zeta_3s)^(rho^2-rho+1))*((P_1mt)^(rho-rho^2)))^(1/rho)=1;
//middle production
alpha_1m*P_1mt*A_1mt*(G_0pt^(phi_p*chi))*(G_1pt^(chi*(1-phi_p)))*(K_1mt^(alpha_1m-1))*(L_1mt^(1-alpha_1m))=R_1mt;
(1-alpha_1m)*P_1mt*A_1mt*(G_0pt^(phi_p*chi))*(G_1pt^(chi*(1-phi_p)))*(K_1mt^(alpha_1m))*(L_1mt^(-alpha_1m))=W_1mt;
alpha_1s*P_1st*A_1st*(G_0pt^(phi_p*chi))*(G_1pt^(chi*(1-phi_p)))*(K_1st^(alpha_1s-1))*(L_1st^(1-alpha_1s))=R_1st;
(1-alpha_1s)*P_1st*A_1st*(G_0pt^(phi_p*chi))*(G_1pt^(chi*(1-phi_p)))*(K_1st^(alpha_1s))*(L_1st^(-alpha_1s))=W_1st;
alpha_2m*P_2mt*A_2mt*(G_0pt^(phi_p*chi))*(G_2pt^(chi*(1-phi_p)))*(K_2mt^(alpha_2m-1))*(L_2mt^(1-alpha_2m))=R_2mt;
(1-alpha_2m)*P_2mt*A_2mt*(G_0pt^(phi_p*chi))*(G_2pt^(chi*(1-phi_p)))*(K_2mt^(alpha_2m))*(L_1mt^(-alpha_2m))=W_2mt;
alpha_2s*P_2st*A_2st*(G_0pt^(phi_p*chi))*(G_2pt^(chi*(1-phi_p)))*(K_2st^(alpha_2s-1))*(L_2st^(1-alpha_2s))=R_2st;
(1-alpha_2s)*P_2st*A_2st*(G_0pt^(phi_p*chi))*(G_2pt^(chi*(1-phi_p)))*(K_2st^(alpha_2s))*(L_2st^(-alpha_2s))=W_2st;
//central goverment
mu*Tt*(W_1mt*L_1mt+W_1st*L_1st+W_2mt*L_2mt+W_2st*L_2st+R_1mt*K_1mt+R_2mt*K_2mt+R_1st*K_1st+R_2st*K_2st)=G_0ct+G_0pt+G_0zt;
//local goverment
v_11t*omega*(1-phi_c)*(1/G_1ct)=v_11t/((1-Tt)*(W_1mt*L_1mt+R_1mt*K_1mt+W_1st*L_1st+R_1st*K_1st)-(K_1mt(+1)+K_1st(+1))+(1-delta)*(K_1mt+K_1st)+G_1zt+epsilon*G_0zt);
v_11t*omega*(1-phi_c)*(1/G_1ct)=((v_12t/Y_1mt)*(lambda_1m*M_11mt^(rho-1)*(chi*(1-phi_p))*(M_1t/G_1pt)+lambda_3m*S_11mt^(rho-1)*(chi*(1-phi_p))*(S_1t/G_1pt)))+((v_13t/Y_1st)*(lambda_1s*S_11st^(rho-1)*(chi*(1-phi_p))*(S_1t/G_1pt)+lambda_3s*M_11st^(rho-1)*(chi*(1-phi_p))*(M_1t/G_1pt)));
(1-mu)*Tt*(W_1mt*L_1mt+W_1st*L_1st+R_1mt*K_1mt+R_1st*K_1st)=G_1ct+G_1pt+G_1zt;
M_1t=A_1mt*(G_0pt^(phi_p*chi))*(G_1pt^(chi*(1-phi_p)))*(K_1mt^(alpha_1m))*(L_1mt^(1-alpha_1m));
S_1t=A_1st*(G_0pt^(phi_p*chi))*(G_1pt^(chi*(1-phi_p)))*(K_1st^(alpha_1s))*(L_1st^(1-alpha_1s));
v_21t*omega*(1-phi_c)*(1/G_2ct)=v_21t/((1-Tt)*(W_2mt*L_2mt+R_2mt*K_2mt+W_2st*L_2st+R_2st*K_2st)-(K_2mt(+1)+K_2st(+1))+(1-delta)*(K_2mt+K_2st)+G_2zt+(1-epsilon)*G_0zt);
v_21t*omega*(1-phi_c)*(1/G_2ct)=((v_22t/Y_2mt)*(zeta_1m*M_22mt^(rho-1)*(chi*(1-phi_p))*(M_2t/G_2pt)+zeta_3m*S_22mt^(rho-1)*(chi*(1-phi_p))*(S_2t/G_2pt)))+((v_23t/Y_2st)*(zeta_1s*S_22st^(rho-1)*(chi*(1-phi_p))*(S_2t/G_2pt)+zeta_3s*M_22st^(rho-1)*(chi*(1-phi_p))*(M_2t/G_2pt)));
(1-mu)*Tt*(W_2mt*L_2mt+W_2st*L_2st+R_2mt*K_2mt+R_2st*K_2st)=G_2ct+G_2pt+G_2zt;
M_2t=A_2mt*(G_0pt^(phi_p*chi))*(G_2pt^(chi*(1-phi_p)))*(K_2mt^(alpha_2m))*(L_2mt^(1-alpha_2m));
S_2t=A_2st*(G_0pt^(phi_p*chi))*(G_2pt^(chi*(1-phi_p)))*(K_2st^(alpha_2s))*(L_2st^(1-alpha_2s));
//Market clearing
Y_1mt=C_1mt+K_1mt(+1)-(1-delta)*K_1mt+eta_1*G_1ct+eta_1*G_1pt+mu*Tt*P_1mt*(M_11mt+M_12mt+M_11st+M_12st)-eta_1*epsilon*G_0zt+P_2mt*(M_21mt+M_21st)-P_1mt*(M_12mt+M_12st);
Y_1st=C_1st+K_1st(+1)-(1-delta)*K_1st+(1-eta_1)*G_1ct+(1-eta_1)*G_1pt+mu*Tt*P_1st*(S_11st+S_12st+S_11mt+S_12mt)-(1-eta_1)*epsilon*G_0zt+P_2st*(S_21mt+S_21st)-P_1st*(S_12mt+S_12st);
Y_2mt=C_2mt+K_2mt(+1)-(1-delta)*K_2mt+eta_2*G_2ct+eta_2*G_2pt+mu*Tt*P_2mt*(M_22mt+M_21mt+M_22st+M_21st)-eta_2*epsilon*G_0zt+P_1mt*(M_12mt+M_12st)-P_2mt*(M_21mt+M_21st);
Y_2st=C_2st+K_2st(+1)-(1-delta)*K_2st+(1-eta_2)*G_2ct+(1-eta_2)*G_2pt+mu*Tt*P_2st*(S_22st+S_21st+S_22mt+S_21mt)-(1-eta_2)*epsilon*G_0zt+P_1st*(S_12mt+S_12st)-P_2st*(S_21mt+S_21st);
//shock
A_1mt=rho_Am*A_1mt(-1)+eAt;
A_1st=rho_As*A_1st(-1)+eAt;
A_2mt=rho_Am*A_2mt(-1)+eAt;
A_2st=rho_As*A_2st(-1)+eAt;
G_0zt=rho_Gz*G_0zt(-1)+egzt;
G_0ct=rho_Gc*G_0ct(-1)+egct;
G_0pt=rho_Gp*G_0pt(-1)+egpt;
v_11t=rho_v*v_11t(-1)+ev11t;
v_12t=rho_v*v_12t(-1)+ev12t;
v_13t=rho_v*v_13t(-1)+ev13t;
v_21t=rho_v*v_21t(-1)+ev21t;
v_22t=rho_v*v_22t(-1)+ev22t;
v_23t=rho_v*v_23t(-1)+ev23t;
end;


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