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2024-02-07
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【作者(必填)】傅坦

【文题(必填)】政府补贴与产能过剩——基于RBC模型的实证检验

【年份(必填)】2012

【全文链接或数据库名称】( )
看到本校一篇硕士学长的RBC改进模型,感觉代码不难,但是想要用matlab+dynare复现的时候按对数线性化输入相应代码却一直报错 Blanchard & Kahn conditions are not satisfied: indeterminacy,求问大佬解决!代码及报错如下:
%变量声明
var y c n i w r k u z g x;
predetermined_variables k;
varexo epsz epsg epsx;
parameters a b omiga beta k_y g_y roua roul roug roux rouz fi tao y_stea k_stea n_stea c_stea i_stea u_stea w_stea r_stea g_stea x_stea z_stea sigma csigma;




%参数赋值
a = 0.7;
b = 0.15;
tao = 0.33;
n_stea = 0.3386;
roua = 1.0555;
roul = 1.0206;
sigma = 0.05;
x_stea = 0.6677;
k_y = 3.21769911;
g_y = 0.14281824;
omiga = a/sigma/k_y;
u_stea = (omiga*sigma)^(1/omiga);
y_stea = (u_stea * k_y)^(a/(1-a-b)) * (x_stea * g_y)^(b/(1-a-b)) * n_stea;
k_stea = y_stea * k_y;
g_stea = y_stea * g_y;
i_stea = (roua*roul + sigma + 1) * k_stea;
c_stea = y_stea - i_stea - g_stea;
w_stea = (1-a-b) * (y_stea/n_stea);
r_stea = a*(y_stea/k_stea) - sigma;
z_stea = 1;
beta = roua*roul/(1+(1-tao)*r_stea);
fi = w_stea*(1-n_stea)/c;
roug = 0.9823;
roux = 0.9247;
rouz = 0.8737;

%加入产能利用率u的RBC模型建模

model(linear);
w = y - n;
0.1676* r = omiga * (omiga - 1) * sigma * u;
omiga^2 * sigma * u = a * y_stea / k_stea * (y - k);
c = y - 1 / (1 - n_stea) * n;
c(+1) - c =  beta * (1 - tao) * r_stea / (1+(1-tao)*r_stea) * r(+1);
k_stea * k(+1) = i_stea*i + (1-sigma)*k_stea*k + omiga*sigma*k_stea*u;
y*y_stea = i*i_stea + c*c_stea + g*g_stea;
y = z + a*(u+k) + b*(x+g) + (1-a-b)*n;
z(+1) = rouz * z + epsz;
g(+1) = roug * g + epsg;
x(+1) = roux * x + epsx;
end;


%初始值

initval;
y=0;
c=0;
n=0;
i=0;
w=0;
r=0;
k=0;
u=0;
z=0;
g=0;
x=0;
epsz=0;
epsg=0;
epsx=0;
end;


steady;

shocks;
var epsz;
stderr 0.1;
end;

stoch_simul(order = 2);
-----------------------------------以下是运行与报错结果--------------------------------------------------------------------


>> dynare new_rbc
Starting Dynare (version 5.5).
Calling Dynare with arguments: none
Starting preprocessing of the model file ...
Found 11 equation(s).
Evaluating expressions...done
Computing static model derivatives (order 1).
Computing dynamic model derivatives (order 2).
Processing outputs ...
done
Preprocessing completed.


STEADY-STATE RESULTS:

y                  0
c                  0
n                  0
i                  0
w                  0
r                  0
k                  0
u                  0
z                  0
g                  0
x                  0
错误使用 print_info
Blanchard & Kahn conditions are not satisfied: indeterminacy.

出错 stoch_simul (第 120 行)
    print_info(info, options_.noprint, options_);

出错 new_rbc.driver (第 345 行)
[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);

出错 dynare (第 281 行)
    evalin('base',[fname '.driver']);

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