%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
var lamb mu C HO H i pi R u Z I v pssi w w_star h1 h2 N_d K_hat K
mc pi_star x1 x2 Y G A v_p
tauc tauhf tauhc taun tauk Welfare;
%Y_obs C_obs HO_obs H_obs I_obs N_d_obs R_obs pi_obs
varexo e_g e_i e_a e_z e_v e_pssi
e_tauc e_tauhf e_tauhc e_taun e_tauk;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
parameters betta b alfa rhoh delta0 delta1 delta2 pi_target ki fiw epsilonw ka
etaw epsilonp etap fip rhoi fipi fiy rhoa rhoz rhog rhov rhopsi
psis rhotauc taucs rhotauhf tauhfs rhotauhc tauhcs rhotaun tauns rhotauk tauks omegga fin fik;
%F
betta=0.995;
b=0.7;
alfa=0.33;
rhoh=0.05;
delta0=0.025;
delta2=0.05;
pi_target=0.02;
ki=4;
epsilonw=3;
epsilonp=3;
ka=2;
etaw=0.2;
etap=0.2;
fiw=0.75;
fip=0.66;
%F=0;
rhoi=0.8;
fipi=1.5;
fiy=0.2;
rhoa=0.92;
rhoz=0.94;
rhog=0.72;
rhov=0.9;
rhopsi=0.7;
psis=6;
rhotauhf=0.05;
tauhfs=0.12;
rhotauhc=0.05;
taucs=0.12;
rhotauc=0.15;
tauhcs=0.04;
rhotaun=0.72;
tauns=0.05;
rhotauk=0.1;
tauks=0.012;
omegga=0.2;
fin=0.5;
fik=0.5;
delta1=1/betta-(1-delta0);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
model;
[name='方程1：预算约束的拉格朗日乘数']
(1+tauc)*lamb=v/(C-b*C(-1))-betta*b*v(1)/(C(1)-b*C);
[name='方程2：资本可利用程度']
lamb*(1-tauk)*R=mu*(delta1+delta2*(u-1));
[name='方程3：个人居住用房消费方程']
1/HO=lamb*(1+tauhf);
[name='方程4：债券欧拉方程']
lamb=betta*lamb(1)*(1+i)*(1+pi(1))^(-1);
[name='方程5：tobin q']
(1+tauc)*lamb=mu*Z*(1-ki/2*(I/I(-1)-1)^2-ki*(I/I(-1)-1)*I/I(-1))+betta*mu(1)*Z(1)*ki*(I(1)/I-1)*(I(1)/I)^2;
[name='方程6：资本欧拉的方程']
mu=betta*(lamb(1)*(1-tauk(1))*R(1)*u(1)+mu(1)*(1-delta0-delta1*(u(1)-1)-delta2/2*(u(1)-1)^2));
[name='方程7：h1']
h1=v*pssi*(w/w_star)^(epsilonw*(1+ka))*N_d^(1+ka)+fiw*betta*(1+pi)^(-etaw*epsilonw*(1+ka))*(1+pi(1))^(epsilonw*(1+ka))*(w_star(1)/w_star)^(epsilonw*(1+ka))*h1(1);
[name='方程8：h2']
h2=(1-taun)*lamb*(w/w_star)^epsilonw*N_d+fiw*betta*(1+pi)^(etaw*(1-epsilonw))*(1+pi(1))^(epsilonw-1)*(w_star(1)/w_star)^epsilonw*h2(1);
[name='方程9：最优工资定价']
w_star=epsilonw/(epsilonw-1)*h1/h2;
[name='方程10：最优要素需求比']
w/R=(1-alfa)/alfa*(K_hat(-1)/N_d);
[name='方程11：边际成本']
mc=w/((1-alfa)*A*(H^rhoh)*(K_hat(-1)/N_d)^alfa);
[name='方程12：x1']
x1=lamb*mc*Y+fip*betta*(1+pi)^(-etap*epsilonp)*(1+pi(1))^epsilonp*x1(1);
[name='方程13：x2']
x2=lamb*Y+fip*betta*(1+pi)^(etap*(1-epsilonp))*(1+pi(1))^(epsilonp-1)*x2(1);
[name='方程14：最优通胀']
1+pi_star=epsilonp/(epsilonp-1)*(1+pi)*x1/x2;
[name='方程15：总资源约束']
Y=C+I+G;
[name='方程16：房地产市场资源约束']
H+HO=1;
[name='方程17：资本演化方程']
K=Z*(1-ki/2*(I/I(-1)-1)^2)*I+(1-delta0-delta1*(u-1)-delta2/2*(u-1)^2)*K(-1);
[name='方程18：经营用房使用量演化方程']
H=（rhoh*R*K）/alfa;
[name='方程19：生产函数']
Y*v_p=A*K_hat(-1)^alfa*N_d^(1-alfa)*H^rhoh;
[name='方程20：有效资本服务']
K_hat=u*K;
[name='方程21：价格扩散方程']
v_p=(1-fip)*((1+pi_star)/(1+pi))^(-epsilonp)+(1+pi(-1))^(-etap*epsilonp)*(1+pi)^epsilonp*fip*v_p(-1);
[name='方程22：通胀演化方程']
(1+pi)^(1-epsilonp)=(1-fip)*(1+pi_star)^(1-epsilonp)+(1+pi(-1))^(etap*(1-epsilonp))*fip;
[name='方程23：工资演化方程']
w^(1-epsilonw)=(1-fiw)*w_star^(1-epsilonw)+(1+pi(-1))^(etaw*(1-epsilonw))*fiw*(1+pi)^(epsilonw-1)*w(-1)^(1-epsilonw);
[name='方程24：货币政策-泰勒规则']
i=(1-rhoi)*steady_state(i)+rhoi*i(-1)+(1-rhoi)*(fipi*(pi-pi_target)+fiy*(log(Y)-log(Y(-1))))+e_i;
[name='方程25：财政支出政策']
log(G)=(1-rhog)*log(omegga*Y)+rhog*log(G(-1))+e_g;
[name='方程26：生产率冲击']
log(A)=rhoa*log(A(-1))+e_a;
[name='方程27：投资效率冲击']
log(Z)=rhoz*log(Z(-1))+e_z;
[name='方程28：跨期偏好冲击']
log(v)=rhov*log(v(-1))+e_v;
[name='方程29：期内偏好冲击']
log(pssi)=(1-rhopsi)*log(psis)+rhopsi*log(pssi(-1))+e_pssi;
[name='方程30：增值税冲击']
tauc=(1-rhotauc)*taucs+rhotauc*tauc(-1)+e_tauc;
[name='方程31：个人居住用房房产税冲击']
tauhf=(1-rhotauhf)*tauhfs+rhotauhf*tauhf(-1)+e_tauhf;
[name='方程32：经营用房房产税冲击税冲击']
tauhc=(1-rhotauhc)*tauhcs+rhotauhc*tauhc(-1)+e_tauhc;
[name='方程33：劳动所得税冲击']
taun=(1-rhotaun)*(tauns+fin*log(w*N_d/(steady_state(w)*steady_state(N_d))))+rhotaun*taun(-1)+e_taun;
[name='方程34：资本所得税冲击']
tauk=(1-rhotauk)*(tauks+fik*log(R*K_hat(-1)/(steady_state(R)*steady_state(K_hat))))+rhotauk*tauk(-1)-e_tauk;
/*
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
[name='方程35：产出的观测方程']
Y_obs=log(Y)-log(Y(-1));
[name='方程36:消费的观测方程']
C_obs=log(C)-log(C(-1));
[name='方程37:个人居住用房的观测方程']
HO_obs=log(HO)-log(HO(-1));
[name='方程38:经营用房的观测方程']
H_obs=log(H)-log(H(-1));
[name='方程39:投资的观测方程']
I_obs=log(I)-log(I(-1));
[name='方程40:通胀的观测方程']
pi_obs=pi-steady_state(pi);
[name='方程41:利率的观测方程']
R_obs=R-steady_state(R);
[name='方程42:劳动的观测方程']
N_d_obs=log(N_d)-log(N_d(-1));
*/
[name='方程43:福利函数']
Welfare=v*(log(C-b*C(-1))-pssi*N_d^(1+ka)/(1+ka))+betta*Welfare(1);
end;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
/*
initval;
A=1;
Z=1;
v=1;
pssi=psis;
tauc=taucs;
taun=tauns;
tauk=tauks;
tauhf=tauhfs;
tauhc=tauhcs;
pi=pi_target;
i=1/betta*(1+pi)-1;
u=1;
R=(1+tauc)/(1-tauk)*(1/betta-(1-delta0));
pi_star=(((1+pi)^(1-epsilonp)-fip*(1+pi)^(etap*(1-epsilonp)))/(1-fip))^(1/(1-epsilonp))-1;
HO=1/(lamb*(1+tauhf));
v_p=(1-fip)*((1+pi_star)/(1+pi))^(-epsilonp)/(1-fip*(1+pi)^(epsilonp*(1-etap)));
mc=(epsilonp-1)/epsilonp*(1+pi_star)/(1+pi)*(1-fip*betta*(1+pi)^(epsilonp*(1-etap)))/(1-fip*betta*(1+pi)^((1-epsilonp)*(etap-1)));
w=(1-alfa)*mc*(alfa*mc/R)^(alfa/(1-alfa));
w_star=w*((1-fiw*(1+pi)^((epsilonw-1)*(1-etaw)))/(1-fiw))^(1/(1-epsilonw));
N_d=((epsilonw-1)/epsilonw/psis*(1-taun)/(1+tauc)/(1-b)*(1-betta*b)*((1-omegga)*(alfa*mc/R)^(alfa/(1-alfa))/v_p-delta0*(alfa*mc/R)^(1/(1-alfa)))^(-1)*(w/w_star)^(-epsilonw*ka)*((1-fiw*betta*(1+pi)^(epsilonw*(1+ka)*(1-etaw)))/(1-fiw*betta*(1+pi)^((epsilonw-1)*(1-etaw))))*w_star)^(1/(1+ka));
K_hat=(alfa*mc/R)^(1/(1-alfa))*N_d;
K=K_hat;
H=alfa*R/(K_hat);
I=delta0*K;
Y=A*K_hat^alfa*N_d^(1-alfa)*H^rhoh/v_p;
G=omegga*Y;
C=Y-G-I;
lamb=1/C*(1-betta*b)/(1-b)/(1+tauc);
mu=(1+tauc)*lamb;
x1=lamb*mc*Y/(1-fip*betta*(1+pi)^((1-etap)*epsilonp));
x2=lamb*Y/(1-fip*betta*(1+pi)^((etap-1)*(1-epsilonp)));
h1=psis*(w/w_star)^(epsilonw*(1+ka))*N_d^(1+ka)/(1-fiw*betta*(1+pi)^(epsilonw*(1+ka)*(1-etaw)));
h2=(1-taun)*lamb*(w/w_star)^epsilonw*N_d/(1-fiw*betta*(1+pi)^((epsilonw-1)*(1-etaw)));
Welfare=1/(1-betta)*(log(C-b*C)-pssi*N_d^(1+ka)/(1+ka));
end;
*/
resid;
check;
steady;
model_diagnostics;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
shocks;
var e_tauhf;
stderr 0.01;
end;
/*
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
estimated_params;
rhoa,beta_pdf,0.72,0.05;
stderr e_a,inv_gamma_pdf,0.01,inf;
end;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%第七步 声明观测变量
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
varobs Y_obs C_obs HO_obs H_obs I_obs N_d_obs R_obs pi_obs;
*/
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%第八步 模拟或估计
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%estimation(datafile=,mode_compute=6,mh_replic=2000,mh_jscale=0.8,mode_check,bayesian_irf,forecast=100);
stoch_simul(order=1, periods=0,irf=100, conditional_variance_decomposition =[1:100]);
参照许立文老师2019年的中等规模DSGE模型，想在里面加入居住用房房产税以及企业用房房产税的分析，不知道模型设定哪里出错了。求助各位大神。
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