请问这个是怎么回事啊?有的人可能说rho_x没有设定,可是明明设定了啊,以下是dynare程序:
var y,x,g,r,pi,a,e,z;
varexo eps_r,eps_a,eps_e,eps_z;
parameters beta,omega,psi,rho_pi,rho_g,rho_a, rho_e,sig_r,sig_z,sig_z,sig_e;
beta=0.09;
rho_pi=0.3597;
rho_a=0.9470;
sig_e=0.0012;
psi=0.1;
rho_x=0.0347;
rho_e=0.9625;
sig_z=0.0109;
omega=0.0617;
rho_g=0.0000;
sig_a=0.0405;
sig_r=0.0031;
model(linear);
x=x(+1)-(r-pi(+1))+(1-omega)*(1-rho_a)*a;
pi=beta*pi(+1)+psi*x-e;
r=r(-1)+rho_pi*pi+rho_g*g+rho_x*x+eps_r;
x=y-omega*a;
g=y-y(-1)+z;
a=rho_a*a(-1)+eps_a;
e=rho_e*e(-1)+eps_e;
z=eps_z;
end;
steady;
shocks;
var eps_a=sig_a^2;
var eps_e=sig_e^2;
var esp_z=sig_z^2;
var eps_r=sig_r^2;
end;
stoch_simul;