var  w i p y h k pi a c inv;

varexo epsilon_a;

parameters sigma gamma phi_y phi_pi beta alpha rho_a delta;


sigma = 0.2;

gamma = 2;

beta = 0.98;

alpha=0.3;

rho_a=0.9;

phi_pi=1.5;

phi_y=1.1;

delta=0.02;


model;

y=c+inv;

inv=k-(1-delta)*k(-1);

c(-1)=c-(1/sigma)*(i(-1)-pi+log(beta));

w-p=sigma*c+gamma*h;

w-p=a-alpha*h+alpha*k(-1)+log(1-alpha);

log(i)-p=a+(alpha-1)*k(-1)+(1-alpha)*h+log(alpha);

y=a+(1-alpha)*h+alpha*k(-1);

a=rho_a*a(-1)+epsilon_a;

i=-log(beta)+phi_pi*pi+phi_y*y;

p-p(-1)=pi;


end;


initval;

w = 0;

p = 0;

k = 0;

y = 0;

h = 0;

pi = 0;

a =0;

i=0.02;

end;

steady;



shocks;

var epsilon_a;

stderr 0.09;

end;

stoch_simul;

还是不行，还是提示“??? Error using ==> stochastic_solvers at 160
2nd and 3rd order approximation not implemented for purely backward models”

这是提到的那篇帖子里面的equilibrium equations，这就是为什么w-p用了两次

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 33 Column: 4
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 33 Column: 4
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 35 Column: 4
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 37 Column: 9
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 37 Column: 9
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 44 Column: 8
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 44 Column: 8
The expression to the left of the equals sign is not a valid target for an assignment.

??? Error: File: D:\MATLAB7\work\Untitled.m Line: 44 Column: 8
The expression to the left of the equals sign is not a valid target for an assignment.

>>

我给你逐行调试，还是有这么多问题！
看epoh老师有没有办法？
我只是帮你，不要你的论坛币

这么多方程都是错的？我的模型基本和那个note上面的一致，至是加了个k (capital), 不至于吧

我已经帮你把你的程序给了epoh老师，请等我的回话！
我去看蓝球了

谢谢

我已经帮你把你的程序给了epoh老师，请等我的回话！
尽一切努力帮你解决问题

>> dynare dynaret.mod

Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.

Starting Dynare (version 4.3.1).
Starting preprocessing of the model file ...
Found 10 equation(s).
Evaluating expressions...done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives:
- order 1
- order 2
Processing outputs ...done
Preprocessing completed.
Starting MATLAB/Octave computing.


STEADY-STATE RESULTS:

w                    -2.65956
i                    0.0202027
p                    -2.42141
y                    0
h                    -0.118523
k                    0.276553
pi                   0
a                    0
c                    -0.00553107
inv                  0.00553107
??? Error using ==> stochastic_solvers
2nd and 3rd order approximation not implemented for purely backward models

Error in ==> resol at 118
    [dr,info] = stochastic_solvers(dr,check_flag,M,options,oo);

Error in ==> stoch_simul at 76
    [oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);

Error in ==> dynaret at 148
info = stoch_simul(var_list_);

Error in ==> dynare at 120
evalin('base',fname) ;

>>
其他部分咱们共同尽力解决

有没有什么解决思路？

你模型设置错了，同时dynare code也没写完整， 改成 model(linear); 和 stoch_simul(periods = 200, order = 1); 你会看到Matlab说你模型要么BK条件不满足，要么说系数矩阵不可逆

notes我是这样推导的，但我好像不是这样写进Dynare里面的吧

那老师您能不能帮我看一下我的模型推导错在哪里？这个模型基本完全基于你原来推导的那个，就只是加了一个变量capital K.

Configuring Dynare ...
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.

Starting Dynare (version 4.3.1).
Starting preprocessing of the model file ...
Found 10 equation(s).
Evaluating expressions...done
Computing static model derivatives:
- order 1
Computing dynamic model derivatives:
- order 1
Processing outputs ...done
Preprocessing completed.
Starting MATLAB/Octave computing.


STEADY-STATE RESULTS:

w                    -2.65956
i                    0.0202027
p                    -2.42141
y                    0
h                    -0.118523
k                    0.276553
pi                   0
a                    0
c                    -0.00553107
inv                  0.00553107
??? Error using ==> print_info
Blanchard Kahn conditions are not satisfied: no stable equilibrium

Error in ==> stoch_simul at 81
    print_info(info, options_.noprint);

Error in ==> dynaret at 150
info = stoch_simul(var_list_);

Error in ==> dynare at 120
evalin('base',fname) ;

>>

路过学习一下！

厉害，我只能瞻仰！

～～～～～～～～～～～～～～

实在不知道模型错哪里了，你能帮我检验下推导过程吗

你的方程最好完全线性化 ，这样赋初值全为零，比较整齐容易发现问题。  另：你的模型就是一个系统，不能够把别人系统中的方程拿过来应用或是对比。仔细重新推导即可。

老师，我的dsge程序运行出现“syntax error, unexpected TIMES”是怎么一回事啊？

你第六个方程的log(i)把系统爆掉了。还有，你至少还差两个forward-looking variable来稳定系统。

看高人的解答