您好!我用dynare做impulse response,具体mod文件如下:
var pi pi_h yhat i r_n a s e;
varexo x;
parameters sigma_a beta alpha phi_pi rho_a kai_a Gamma_a;
sigma_a=1;
beta=0.99;
alpha=0.4;
phi_pi=1.5;
rho_a=0.66;
kai_a=0.3433;
Gamma_a=1;
model;
pi_h=beta*pi_h(+1)+kai_a*yhat;
yhat=yhat(+1)-(1/sigma_a)*(i-pi_h(+1)-r_n);
r_n=-log(beta)-sigma_a*Gamma_a*(1-rho_a)*a;
a(+1)=rho_a*a+x;
pi=pi_h+alpha*(s(+1)-s);
s(+1)=s+e(+1)-e-pi_h;
pi_h=(1/phi_pi)*(e(+1)-e);
i=r_n+phi_pi*pi_h;
end;
initval;
pi_h=0;
pi=0;
yhat=0;
i=0;
r_n=0;
a=0;
s=0;
e=0;
end;
steady;
check;
shocks;
var x=0.1^2;
end;
stoch_simul(periods=2100,irf=20);
却遇到如下运行结果,
Error using /
Matrix dimensions must agree.
Error in lnsrch1 (line 64)
alamin = tolx/test ;
Error in solve1 (line 127)
[x,f,fvec,check]=lnsrch1(xold,fold,g,p,stpmax,func,j1,j2,varargin{:});
Error in dynare_solve (line 124)
[x,info]=solve1(func,x,j1(r(i):r(i+1)-1),j2(r(i):r(i+1)-1),jacobian_flag, bad_cond_flag, varargin{:});
Error in steady_ (line 120)
[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
Error in steady (line 54)
steady_;
Error in chap7 (line 125)
steady;
Error in dynare (line 120)
evalin('base',fname) ;
不明白怎么回事,请老师指点!谢谢老师啦!