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1913 2
2014-01-02
var
W Q R N I Y C K B m M P Gamma //---  Endogenous state variables
Psi Phi bb A Lamdaa Lamdaz Z Ksi Theta //--- variables appearing in shock pricesses
DLogGDP  DLogC  DLogI  DLogP  DLogM //---  Observed data
;
varexo Eps_psi Eps_phi Eps_b Eps_a Eps_lamdaa Eps_lamdaz Eps_z Eps_ksi Eps_theta;
parameters
h omega ksi //---  estimated parameters
alpha beta  g_gamma g_z deta r //---  calibrated parameters
rho_psi rho_phi rho_b  rho_a rho_lamdaa rho_lamdaz rho_z rho_ksi rho_theta;//---  parameters related to shock processes
rho_psi = 0;
rho_phi = 0;
rho_b = 0;
rho_a = 0;
rho_lamdaa = 0;
rho_lamdaz = 0;
rho_z = 0;
rho_ksi = 0;
rho_theta = 0;
h = 0.7;
omega = 2;
alpha = 0.41;
beta = 0.9702;
deta = 0.025;
g_gamma = 1.02477375;
g_z = 1.73261;
theta_bar = 1;
r = 1.01626;
ik = 0.45862;
iy = 0.352347;
  phiMgamma = 1-beta/g_gamma;
  Q_bar = 1/beta;
  ksi_barb_bar = ((g_gamma*g_z*Q_bar)/beta-r-(1-deta)*Q_bar-(Q_bar-1)*r)/Q_bar;
  yk = r/(alpha*g_gamma*g_z);
  ik = yk*iy;
  cy = 1-iy;
  bi = 1-r/ik-ksi_bar*b_bar*Q_bar/ik;
model(linear);
  
Gamma =(g_gamma/(g_gamma-beta*h))*((h*(C(-1) - G_Gamma)/(g_gamma - h)) -
g_gamma*C/g_gamma - h) - beta*h/(g_gamma - beta*h)*(hC/(g_gamma - h) - g_gamma*(C(+1) + G_Gamma(+1))/g_gamma - h);
Psi = gamma + Y - N;
Gamma = phiMgamma*(Phi - M) + beta*(gamma(+1) - G_Gamma(+1))/g_gamma;
Q_bar*g_gamma*g_z*(Q + gamma + G_Gamma(+1) + G_z(+1)) = beta*(r*R(+1) + (1 - deta)*Q_bar*Q(+1) +
(Q_bar - 1)*(r*R(+1) + ksi_barb_bar*Q_bar*(Ksi(+1) + bb(+1) + Q(+1))) + gamma(+1)*(r + (1 - deta)*Q_bar + (Q_bar - 1)*(r + ksi_barb_bar*Q_bar)));
B = beta*Q_bar*theta_bar*(gamma(+1) + Q(+1) - gamma - P(+1) + B(+1) + m - m(-1) + Theta);
P = (1 + beta)*omega*g_gamma^2*g_z^2*I + omega*g_gamma^2*g_z^2*(G_Gamma + G_Z) -
omega*g_gamma^2*g_z^2*I(-1) - beta*omega*g_gamma^2*g_z^2*(I(+1) + G_Gamma(+1) + G_Z(+1));
R = Y - K;
W = Y - N;
Y = alpha*K + (1 - alpha)*N;
K(+1) = (1 - deta)*(K - G_Gamma(+1) - G_z(+1))/g_gamma*g_z + ik*(I - G_Gamma(+1) - G_z(+1)))/g_gamma*g_z;
Y = cy*C + iy*I;
P + I = r*ky*(R + K) + ky*ksi_barb_bar*Q_bar*(Ksi + bb + Q + K) + bi*B;
m = theta_bar*(Theta(-1) + m(-1));
G_Gamma = (alpha/(1 - alpha))*(Lamdaz + Z - Z(-1))+(1/(1-alpha))*(A + Lamdaa - Lamdaa(-1));
G_Z = Lamdaz + Z - Z(-1);

Psi = rho_psi*Psi(-1) + Eps_psi;
Phi = rho_phi*Phi(-1) + Eps_phi;
bb = rho_b*bb(-1) + Eps_b;
A = rho_a*A(-1) + Eps_a;
Lamdaa = rho_lamdaa*Lamdaa(-1) + Eps_lamdaa;
Lamdaz = rho_lamdaz*Lamdaz(-1) + Eps_lamdaz;
Z = rho_z*Z(-1) + Eps_z;
Ksi = rho_ksi*Ksi(-1) + Eps_ksi;
Theta = rho_theta*Theta(-1) + Eps_theta;
DLogP =  (P -P(-1)+ log(g_z)+G_z);
DLogI = (I - I(-1) + log(g_gamma) + G_gamma);
DLogC = (C-C(-1) + log(g_gamma) + G_gamma);
DLogM = (M - M(-1) + log(g_gamma) + G_gamma);
DLogGDP = i0y*DLogI + (1-i0y)*DLogC;
end;
shocks;
var Eps_psi; stderr 0;
var Eps_phi; stderr 0;
var Eps_b; stderr 0;
var Eps_A; stderr 0;
var Eps_lamdaa; stderr 0;
var Eps_lamdaz; stderr 0;
var Eps_z; stderr 0;
var Eps_ksi; stderr 0;
var Eps_theta; stderr 0;
end;
steady;




老是说我 :
Starting Dynare (version 4.3.3).
Starting preprocessing of the model file ...
ERROR: hyy_model.mod:54.48-54: Unknown symbol: G_Gamma
??? Error using ==> dynare at 114
DYNARE: preprocessing failed

G_Gamma 已经定义了啊,见红色的式子。急求大师们解决问题出在哪里??
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全部回复
2014-1-5 08:51:57
LZ的编程问题太多了,不仅仅是G_Gamma没有定义,hC也没有定义,gamma也没有定义。。。。因为gamma是结构参数,我不知道你的校准值是多少。所以就没法排错了。建议楼主好好阅读下dynare的例子,重新排查吧。
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2014-3-8 22:34:09
richardgu26 发表于 2014-1-5 08:51
LZ的编程问题太多了,不仅仅是G_Gamma没有定义,hC也没有定义,gamma也没有定义。。。。因为gamma是结构参数 ...
谢谢。请问一个问题,RBC模型采用的实际宏观数据,怎么判断我需要收集哪几个变量的数据做模拟?
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