悬赏 2 个论坛币 未解决
Untitled_2.gms
*no technology progress
*11generations :first 8 works
*save for "Untitled_3.gms"
Options limcol=0,limrow=0,solprint=off,decimals=4;
Set m generations /m1*m11/;
Set mi(m) first generation /m1/;
Set mj(m) generations working /m1*m8/;
Set mm(m) retired generations /m9*m11/;
Set mn(m) last generations /m11/;
Scalars
ces1 intertemporal elasticity of substitution
ir interest rate
w2
tw wage tax rate
tr interest tax rate
tc consumption tax rate
pr1 pension rate
n birth rate
dr1
;
ces1=1.25;
ir=0.19;
tw=0.11;
tr=0.21;
tc=0.2;
pr1=0.5;
n=1.2;
Parameter h1(m) effective labour supply;
h1(m)=1; h1(mm)=0;
Parameter po1(m) population of age group m ;
po1(mi)=1;loop(m,po1(m+1)=po1(m)/n);
dr1=sum(mm,po1(mm))/sum(m,po1(m)*h1(m));
Parameter p production function prameter;
p=0.4;
Parameter lc,k1,y1,yy1 output;
yy1=1;
Parameter kc2;
Positive variables
w1 wage rate per unit of human capital
a1 unit of measure for the production function
kc1 capital stock
c1(m) consumption level for goods by generation m
lc1 human captial stock
g1 government expenditure
ta1(m) government tax income
pen1(m) pension
cr1 contribution rate
Free variables
tp1
s1(m) saving variable
as1(m)
di1(m)
ob objective function
wal walras variable
Equations
ep1
ep2
ep3
ec1(m)
ec2(m)
ec3(m)
ec4(m)
ec5(m)
ec6(m)
ec8(m)
eg1(m)
eg2
eg3
ee1
ee2
ee3
eob
;
*Equtions
ep1..w1=e=(1-p)*a1*((kc1/lc1)**p);
ep2..ir=e=p*a1*(kc1/lc1)**(p-1);
ep3..yy1=e=a1*(kc1**P)*(lc1**(1-p));
*consumer problem :calibration of cons. and ces1.
ec1(m+1)..c1(m+1)=e=(((1+ir*(1-tr))/(1+tp1))**ces1)*c1(m);
ec2(m)..di1(m)=e=w2*(1-cr1)*(1-tw)*h1(m)+ir*(1-tr)*as1(m)+(1-tw)*pen1(m);
ec3(m)..s1(m)=e=di1(m)-c1(m)*(1+tc);
ec4(mn)..s1(mn)=e=-as1(mn);
ec5(m+1)..as1(m+1)=e=as1(m)+s1(m);
ec6(mm)..pen1(mm)=e=pr1*w2;
*government sector
eg1(m).. ta1(m)=e=tw*(1-cr1)*w2*h1(m)+tr*ir*as1(m)+tc*c1(m)+tw*pen1(m);
eg2.. g1=e=sum(m,po1(m)*ta1(m));
eg3.. sum(mm,po1(mm)*pen1(mm))=e=cr1*sum(m,po1(m)*h1(m)*w2);
*aggregation and equilibrium conditions
ee1.. lc1=e=sum(m,po1(m)*h1(m));
ee2.. kc2=e=sum(m,po1(m)*as1(m));
ee3.. wal=e=yy1-sum(m,po1(m)*(c1(m)+s1(m)+ta1(m)));
eob.. ob=e=10;
*restrictions
as1.fx(mi)=0;
lc1.l=1 ;
pen1.fx(mj)=0;
*initial guesses
w1.l=1;a1.l=2;
kc1.l=0.6;
c1.l(m)=1;
s1.l(m)=1;
as1.l(mm)=1;
di1.l(m)=1;
tp1.l=0.2;
wal.l=0;
g1.l=1;
ta1.l(m)=0;
pen1.l(m)=0.4;
cr1.l=0.25;
Model ca1/ep1,ep2,ep3,ee1,eob/
Model ca2/ec1,ec2,ec3,ec4,ec5,ec6,eg1,eg2,eg3,ee2,ee3,eob/;
Option nlp=minos;
ca1.HOLDFIXED=1;
Solve ca1 using nlp minimizing ob;
w2=w1.l;
kc2=kc1.l;
ca2.HOLDFIXED=1;
Solve ca2 using nlp minimizing ob;
lc=sum(mj,po1(mj)*h1(mj));
k1=lc*(kc1.l/lc1.l);
y1=a1.l*(k1**p)*(lc**(1-p));
Parameter th total human captial stock;
th=sum(m,po1(m)*h1(m));
Display w1.l,w2,kc1.l,kc2,a1.l,di1.l,c1.l,s1.l,as1.l,
ces1,lc1.l,lc,wal.l,tp1.l,pen1.l,cr1.l,th;
Untited_3.gms
$include"Untitled_2.gms"
*save for "Untitled_4.gms"
Set t welfare periods/t1*t60/
Set ti(t) first period;ti(t)=yes$(ord(t) eq(1));
set tn(t) last two period/t59,t60/
Scalars ces intertemporal substitution elast;
ces=ces1;
Parameter dr(t) dependency ratio;
Parameter tp(t) pure rate of time preference;
tp(t)=tp1.l;
Parameter nn(t) population growth rate;
nn(t)=n;
Parameter a(t) output coefficient;
a(t)=a1.l;
Parameter h(t,m) effective labour supply per cohort;
h(t,m)=h1(m);
Parameter gov(t) government expenditure;
gov(ti)=g1.l;
loop(t,gov(t+1)=nn(t)*gov(t));
Parameter pr(t) pension rate;
pr(t)=pr1;
Parameter pom(t,m),pop(t) population at time t for age-group m;
pom(ti,m)=po1(m);
loop(t,pom(t+1,mi)=pom(t,mi)*nn(t));
loop(t,pom(t+1,m+1)=pom(t,m));
Parameter l(t) aggregate effective labour supply;
l(ti)=lc;
loop(t,l(t)=sum(m,pom(t,m)*h(t,m)));
dr(t)=sum(mm,pom(t,mm))/sum(m,pom(t,m)*h(t,m))*100;
Positive Variables
w(t) wages per unit of human capital
tw1(t) wage tax
r(t) rental rate of physical capital
k(t) physical capital stock
y(t) output
c(t,m) consumption level for goods by generation m
cr(t) contribution rate
tax(t,m) government tax income
pen(t,m) pension;
y.lo(t)=0.1 ;
y.up(t)=30000;
k.lo(t)=0.1;
k.up(t)=30000;
c.up(t,m)=1;
pen.up(t,m)=1;
w.lo(t)=0.1;
w.up(t)=0.5;
r.lo(t)=0.02;
r.up(t)=0.5;
cr.lo(t)=0.07;
cr.up(t)=0.5;
tw1.up(t)=0.2;
tax.up(t,m)=1;
Free variables
as(t,m)
sv(t,m)
di(t,m)
walras(t)
oc;
sv.up(t,m)=1;
sv.lo(t,m)=-0.3;
as.up(t,m)=1;
as.lo(t,m)=-0.01;
di.up(t,m)=1;
di.lo(t,m)=0;
Equations
es1(t)
es2(t)
es3(t)
es4(t)
eh1(t,m)
eh2(t,m)
eh3(t,m)
eh4(t,m)
eh5(t,m)
eh6(t,m)
eh7(t,m)
eh8(t,m)
eh9(t,m)
eh10(t,m)
eh11(t,m)
ea1(t,m)
ea2(t)
ea3(t)
eq1(t)
eq2(t)
eq3(t)
eoc
;
*Equations
es1(t)..w(t)=e=((1-p)*a(t)*((k(t)/l(t))**p));
es2(t)..r(t)=e=p*a(t)*(k(t)/l(t))**(p-1);
es3(t)..y(t)/l(t)=e=a(t)*((k(t)/l(t))**p);
es4(t)..tw1(t+1)=e=tw1(t)*(w(t+1)/w(t));
eh1(t+1,m+1)..c(t+1,m+1)=e=(((1+r(t)*(1-tr))/(1+tp(t)))**ces)*c(t,m);
eh2(tn+1,m)..c(tn+1,m)=e=c(tn,m);
eh3(t,m)..di(t,m)=e=w(t)*(1-cr(t))*(1-tw1(t))*h(t,m)+r(t)*(1-tr)*as(t,m)
+(1-tw1(t))*pen(t,m)-c(t,m)*tc;
eh4(t,m)..sv(t,m)=e=di(t,m)-c(t,m);
eh5(t,"m11")..sv(t,'m11')=e=-as(t,'m11');
eh6(t+1,m+1)..as(t+1,m+1)=e=as(t,m)+sv(t,m);
eh7(ti,mm)..pen(ti,mm)=e=pr(ti)*w(ti)*sum(mj,h(ti,mj))/card(mj);
eh8(t+1,'m9')..pen(t+1,'m9')=e=pr(t)*w(t)*(1-h(t,'m9'));
eh9(t+1,'m10')$(h(t,'m9')gt(0))..pen(t+1,'m10')=e=pr(t)*w(t);
eh10(t+1,mm+1)$(h(t,'m9')eq(0))..pen(t+1,mm+1)=e=pen(t,mm);
eh11(t+1,mm+2)$(h(t,'m10')gt(0))..pen(t+1,mm+2)=e=pen(t,mm+1);
ea1(t,m)..tax(t,m)=e=tw1(t)*(1-cr(t))*w(t)*h(t,m)+tr*r(t)*as(t,m)
+tc*c(t,m)+tw1(t)*pen(t,m);
ea2(t)..sum(m,pom(t,m)*pen(t,m))=e=cr(t)*sum(m,pom(t,m)*h(t,m)*w(t));
eq1(t)..k(t)=e=sum(m,pom(t,m)*as(t,m));
eq2(t)..walras(t)=e=y(t)-sum(m,pom(t,m)*(c(t,m)+sv(t,m)+tax(t,m)));
eoc..oc=e=10;
*restrictions
k.fx(ti)=k1;
loop(t,k.l(t+1)=nn(t)*k.l(t));
as.fx(t,mi)=0;
as.fx(ti,m)=as1.l(m);
tw1.fx(ti)=tw;
*Initial guesses
tax.l(t,m)=ta1.l(m);
cr.l(t)=cr1.l;
w.l(t)=w1.l;
r.l(t)=ir;
y.l(ti)=y1;
loop(t,y.l(t+1)=nn(t)*y.l(t));
c.l(t,m)=c1.l(m);
sv.l(t,m)=s1.l(m);
as.l(t,m)=as1.l(m);
di.l(t,m)=di1.l(m);
pen.l(t,m)=pen1.l(m);
pen.fx(t,mj)=0;
walras.l(t)=0;
tw1.l(t+1)=tw;
Model sim1/es1,es2,es3,es4,eh1,eh2,eh3,eh4,eh5,eh6,eh7,eh8,eh9,eh10,eh11,
ea1,ea2,eq1,eq2,eoc/;
Option nlp=minos5;
sim1.HOLDFIXED=1;
Solve sim1 using nlp minimizing oc;
loop(t,nn(t+3)=nn(t+2)-0.01);
loop(t,nn(t+5)=nn(t+4)-0.038);
loop(t,nn(t+7)=nn(t+6)-0.058);
loop(t,nn(t+9)=nn(t+8));
loop(t,pom(t+1,mi)=pom(t,mi)*nn(t));
loop(t,pom(t+1,m+1)=pom(t,m));
l(ti)=lc;
loop(t,l(t)=sum(m,pom(t,m)*h(t,m)));
dr(t)=sum(m,pom(t,m)*(1-h(t,m)))/sum(m,pom(t,m)*h(t,m))*100;
option nlp=conopt2;
Solve sim1 using nlp minimizing oc;
option nlp=MINOS5, solprint=on;
Solve sim1 using nlp minimizing oc;
Untited_4.gms
$include "Untitled_3.gms"
*save for "Untitled_5.gms"
loop(t,nn(t+5)=nn(t+4)-0.038-0.007);
loop(t,nn(t+7)=nn(t+6)-0.058);
loop(t,nn(t+9)=nn(t+8));
loop(t,nn(t+10)=nn(t+9)+0.0018);
loop(t,nn(t+30)=1);
loop(t,pom(t+1,mi)=pom(t,mi)*nn(t));
loop(t,pom(t+1,m+1)=pom(t,m));
l(ti)=lc;
loop(t,l(t)=sum(m,pom(t,m)*h(t,m)));
dr(t)=sum(mm,pom(t,mm))/sum(m,pom(t,m)*h(t,m))*100;
solve sim1 using nlp minimizing oc;
Display w1.l,w2,kc1.l,kc2,a1.l,di1.l,c1.l,s1.l,as1.l,
ces1,lc1.l,lc,wal.l,tp1.l,pen1.l,cr1.l,th;
Untitled_5.gms
$include "Untitled_4.gms"
*increase retirement age
set it/1*5/
loop(it,h(t+10,"m9")=ord(it)/5;
l(t)=sum(m,pom(t,m)*h(t,m));
dr(t)=sum(m,pom(t,m)*(1-h(t,m)))/sum(m,pom(t,m)*h(t,m))*100;
option nlp=minos;
Solve sim1 using nlp minimizing oc;); Display w1.l,w2,kc1.l,kc2,a1.l,di1.l,c1.l,s1.l,as1.l,
ces1,lc1.l,lc,wal.l,tp1.l,pen1.l,cr1.l,th;
这个代码是用Untitled_3调用2；再用4调用3；再用5调用4..但是每次输出的都是程序Untitled_2的数据结果，不知道哪里出了问题。。。。
求各位大神指点。。。。在线等
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