var
N W C Rd pi K I Q Yi mc A r pistar f1 f2 d Y Re
V Z Leverage Omegabar Sigma
ln_N ln_W ln_C ln_Rd ln_pi ln_K ln_I ln_Q ln_Yi ln_mc ln_A ln_r ln_pistar ln_f1 ln_f2 ln_d ln_Y ln_Re
ln_V ln_Z ln_Leverage ln_Omegabar ln_Sigma;
varexo
e_a e_sigma;
parameters
beta eta chi delta fai alpha theta epsilon
F_ss Sigma_ss mu gamma We
rho_a rho_sigma sigma_a sigma_sigma;
Yi = A*K^alpha*N^(1-alpha);
W = mc*(1-alpha)*A*K^alpha*N^(-alpha);
r = mc*alpha*K^(alpha-1)*N^(1-alpha);
mc = 1/A*(1/alpha)^alpha*(1/(1-alpha))^(1-alpha)*r^alpha*W^(1-alpha);
pistar = epsilon/(epsilon-1)*pi*f1/f2;
f1 = mc*Y + beta*theta*C/C(+1)*pi(+1)^epsilon*f1(+1);
f2 = Y + beta*theta*C/C(+1)*pi(+1)^(epsilon-1)*f2(+1);
(1-theta)*pistar^(1-epsilon) + theta*pi^(epsilon-1) = 1;
d = (1-theta)*pistar^(-epsilon) + theta*pi^epsilon*d(-1);
Y*d = Yi;
Rd = 1/beta;
Re = 1/(1-mu*(G_ss+Omegabar*dF_ss*(1-GAMMA_ss)/(1-F_ss)))*Rd;
r = Re-(1-delta);
mc = (epsilon-1)/epsilon;
W = (1-alpha)*(r^alpha/(alpha^alpha)*mc)^(1/(alpha-1));
N = (1/chi*W/((alpha/(1-alpha)*W/r)^alpha-delta*(alpha/(1-alpha)*W/r)))^(1/(1+eta));
K = alpha/(1-alpha)*W/r*N;
I = delta*K;
Yi = K^alpha*N^(1-alpha);
Y = Yi;
C = Y-I;
f1 = mc*Y/(1-beta*theta);
f2 = Y/(1-beta*theta);
Leverage = 1/(1-Re/Rd*(GAMMA_ss-mu*G_ss));
Z = Omegabar*Re*Leverage/(Leverage-1);
V = gamma*(1-GAMMA_ss)*Re*K + We;
% Timing Convention:
% IRFs of ln_K and ln_Re from 2 to 21, others from 1 to 20
stoch_simul(order=1,irf=21)
ln_Y ln_C ln_I ln_K ln_Re ln_Rd ln_Omegabar ln_Leverage ln_A ln_Sigma;
显示报错:
错误使用 print_info (line 32)
The steadystate file did not compute the steady state
出错 stoch_simul (line 120)
print_info(info, options_.noprint, options_);
出错 nk_bgg1.driver (line 480)
[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);
出错 dynare (line 281)
evalin('base',[fname '.driver']);