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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
求问matlab+dynare进行DSGE求解时,线性化代码报错问题在哪里呀,急急急!!!
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;
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;
csigma = 0.1;
model(linear);
w = y - n;
r_stea * 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;
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);