var c k lab z;
varexo e;
parameters bet del alp rho the tau s;
bet = 0.987;
the = 0.357;
del = 0.012;
alp = 0.4;
tau = 2;
rho = 0.95;
s = 0.007;
model;
(c^the*(1-lab)^(1-the))^(1-tau)/c=bet*((c(+1)^the*(1-lab(+1))^(1-the))^(1-tau)/c(+1))*(1+alp*exp(z(+1))*k^(alp-1)*lab(+1)^(1-alp)-del);
c=the/(1-the)*(1-alp)*exp(z)*k(-1)^alp*lab^(-alp)*(1-lab);
k=exp(z)*k(-1)^alp*lab^(1-alp)-c+(1-del)*k(-1);
z=rho*z(-1)+s*e;
end;
initval;
k = 1;
c = 1;
lab = 0.3;
z = 0;
e = 0;
end;
shocks;
var e;
stderr 1;
end;
steady;
stoch_simul(dr_algo=0,periods=1000);datasaver('simudata',[]);
结果是变量的方差、协方差和相关系数;
图形为respanse
变量模拟曲线什么命令可以画出来?
附带问一下initval的值是 怎么设出来的?有什么作用?可以随便设吗?