きずな 发表于 2015-12-12 11:33 
请提供具体模型和code~~另外,你是log-linearization的模型还是nonlinear让dynare求稳态?
我求出稳态后,直接用原方程;或线性化后来做;都出现同样的问题!大概是啥问题呀?code如下:
var ch yh ih kh wh lh dh qh chh chf ihh ihf shh shf cah nfah vah zh cf yf if kf wf lf df qf cff cfh iff ifh sff sfh caf nfaf vaf zf ;
varexo epszh epszf;
parameters sigma kappa alpha delta phi beta omega rhoh rhof etaa etab etac etad muc muy mui muk muw mul mud muq much mucf muih muif mush musf ;
sigma = 2.00; //elasticity of substitution (consumption)
kappa = 0.34; //captial weight
alpha = 0.85; //home bias
delta = 0.06; //depreciation rate
phi = 2.00; //elasticity of substitution between home and foreign
beta = 0.96; //discount factor
omega = 0.50; //elasticity of labor supply w.r.t. real wage
rhoh = 0.50; //persistence of home
rhof = 0.30; //persistence of foreign
etaa = 1-beta+delta*beta-delta*kappa*beta;
etab = 1-beta+delta*beta;
etac = sigma+omega-kappa*sigma-kappa*omega;
etad = (1-kappa)^(1/(sigma+omega)); //temporary variable
//steady
muc=(etaa^(omega/(sigma+omega)))*((kappa*beta)^((kappa+omega*kappa)/etac))*etad/(etab^((omega+kappa)/etac));
muy=(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^((kappa+omega*kappa)/etac))*etad/(etab^((kappa-sigma+kappa*sigma+kappa*omega)/etac));
mui=delta*(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^((kappa+sigma+omega-kappa*sigma)/etac))*etad/(etab^((kappa+omega)/etac));
muk=(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^((kappa+sigma+omega-kappa*sigma)/etac))*etad/(etab^((kappa+omega)/etac));
muw=(1-kappa)*((kappa*beta)/etab)^(kappa/(1-kappa));
mul=(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^(kappa*(1-sigma)/etac))*etad/(etab^((kappa-sigma)/etac));
mud=(1-beta)*(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^((kappa+sigma+omega-kappa*sigma)/etac))*etad/(beta*(etab^((kappa+omega)/etac)));
muq=(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^((kappa+sigma+omega-kappa*sigma)/etac))*etad/(etab^((kappa+omega)/etac));
much=alpha*(etaa^(omega/(sigma+omega)))*((kappa*beta)^((kappa+omega*kappa)/etac))*etad/(etab^((omega+kappa)/etac));
mucf=(1-alpha)*(etaa^(omega/(sigma+omega)))*((kappa*beta)^((kappa+omega*kappa)/etac))*etad/(etab^((omega+kappa)/etac));
muih=alpha*delta*(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^((kappa+sigma+omega-kappa*sigma)/etac))*etad/(etab^((kappa+omega)/etac));
muif=(1-alpha)*delta*(etaa^(-sigma/(sigma+omega)))*((kappa*beta)^((kappa+sigma+omega-kappa*sigma)/etac))*etad/(etab^((kappa+omega)/etac));
mush=0.5+0.5*((1-kappa)*(2*alpha-1))/(1-kappa*(2*alpha-1));
musf=0.5-0.5*((1-kappa)*(2*alpha-1))/(1-kappa*(2*alpha-1));
model(linear);
//consumption CES home
ch(-1) = alpha*chh(-1)+(1-alpha)*chf(-1); // 1
//consumption CES foreign
cf(-1) = alpha*cff(-1)+(1-alpha)*cfh(-1); // 2
//production function home
yh(-1) = kappa*kh(-1)+(1-kappa)*lh(-1)+zh(-1); // 3
//production function foreign
yf(-1) = kappa*kf(-1)+(1-kappa)*lf(-1)+zf(-1); // 4
//dynamic capital home
kh = (1-delta)*kh(-1)+delta*ih(-1); // 5
//dynamic capital foreign
kf = (1-delta)*kf(-1)+delta*if(-1); // 6
//investment index home
ih(-1) = alpha*ihh(-1)+(1-alpha)*ihf(-1); // 7
//investment index foreign
if(-1) = alpha*iff(-1)+(1-alpha)*ifh(-1); // 8
//wage and output home
wh(-1)+lh(-1) = yh(-1); // 9
//wage and output foreign
wf(-1)+lf(-1) = yf(-1); // 10
//dividend appartment home
yh(-1) =(mud*dh(-1)+mui*ih(-1))/(mud+mui); // 11
//dividend appartment foreign
yf(-1) = (mud*df(-1)+mui*if(-1))/(mud+mui); // 12
//firm optimal home
kh-sigma*ch(-1)+sigma*ch = ((kappa*muy)/(kappa*muy+1-delta))*yh(-1); // 13
//firm optimal foreign
kf-sigma*cf(-1)+sigma*cf = ((kappa*muy)/(kappa*muy+1-delta))*yf(-1); // 14
//budget consumption home
muc*ch(-1)+shh*mush*muq+shf*musf*muq = (wh(-1)+lh(-1))*muw*mul+shh(-1)*mush*muq+(shh(-1)+dh(-1))*mush*mud+shf(-1)*musf*muq+(shf(-1)+df(-1))*musf*mud; //15
//budget consumption foreign
muc*cf(-1)+sff*mush*muq+sfh*musf*muq = (wf(-1)+lf(-1))*muw*mul+sff(-1)*mush*muq+(sff(-1)+df(-1))*mush*mud+sfh(-1)*musf*muq+(sfh(-1)+dh(-1))*musf*mud; //16
//euler of consumption home
sigma*ch-sigma*ch(-1) = (muq*qh+mud*dh)/(muq+mud); //17
//euler of consumption foreign
sigma*cf-sigma*cf(-1) = (muq*qf+mud*df)/(muq+mud); //18
//euler of equity share home/foreign
sigma*(ch(-1)-cf(-1))=sigma*(ch-cf); //19
//euler labor home
wh(-1)-omega*lh(-1) = sigma*ch(-1); //20
//euler labor foreign
wf(-1)-omega*lf(-1) = sigma*cf(-1); //21
//market clean production home
much*chh(-1)+mucf*cfh(-1)+muih*ihh(-1)+muif*ifh(-1) = muy*yh(-1); //22
//market clean production foreign
much*cff(-1)+mucf*chf(-1)+muih*iff(-1)+muif*ihf(-1) = muy*yf(-1); //23
//market clean equity
mush*shh(-1)+musf*sfh(-1) = mush*sff(-1)+musf*shf(-1); //24
//NFA expression home
nfah(-1)=(musf*muq/muy)*(shf(-1)+qf(-1))-(musf*muq/muy)*(sfh(-1)+qh(-1)); //25
//NFA expression foreign
nfaf(-1) = -nfah(-1); //26
//CA expression home
cah(-1) = nfah-nfah(-1)-vah(-1); //27
//CA expression foreign
caf(-1) = cah(-1); //28
//VA expression home
vah(-1) = (musf*muq/muy)*(qf(-1)-qf)-(musf*muq/muy)*(qh-qh(-1)); //29
//VA expression foreign
vaf(-1) = -vah(-1); //30
//consumption chh and chf home
chh(-1) = ch(-1); //31
//consumption cff and cfh foreign
cff(-1) = cf(-1); //32
//investment ihh and ihf home
ihh(-1) = ih(-1); //33
//investment ihh and ihf foreign
iff(-1) = if(-1); //34
//technology shock home
zh(-1) = rhoh*zh(-2)+epszh; //35
//technology shock foreign
zf(-1) = rhof*zf(-2)+epszf; //36
end;
shocks;
var epszh; stderr 0.0210;
var epszf; stderr 0.0150;
corr epszh, epszf = 0.25;
end;
steady;
stoch_simul(order=1,irf=20);