var
c,l,w,R,Rf,q,pi,pih,tot,k,inv,Qwave,mc,Rwave,p1,n,Dwave,Rk,pwave,x1,x2,thetabar,y,ex;
varexo
e_ex,e_rf;
parameters rho,fi,eta,ei,fii,delta,alpha,theta,omega,epselo,beta rhor rhopi rhoy rho_ex rho_rf  sigma_rf sigma_ex;

beta = 0.99;   
rho = 2;  
fi=1;
eta = 1.5;      
ei=0.43;  
fii=12;      
delta=0.025;
alpha=0.36;   
theta=0.75;   
omega=0.97;  
epselo=6;

//--- Parameters in shock processes
rho_ex = 0.7;      // Persistence of foreign interest rate shock
rho_rf = 0.59;     //Persistence of foreign demand shock
sigma_rf = 0.1;  //Standard deviation of foreign interest rate shock
sigma_ex = 0.08;  //Standard deviation of foreign demand shock
//---parameters in monetary policy
rhor=0.8;
rhopi=0.4;
rhoy=0.1;

//-- Model specification
//--------------------------------------------------------------------
model;
rho*c+fi*l=w;
rho*(c-c(+1))=pi(+1)-R;
Rf+rho*(c-c(+1))=q-q(+1);
exp(pi-pih)=((1-ei+ei*(exp(tot))^(1-eta))/(1-ei+ei*exp(tot(-1))^(1-eta)))^1/(1-eta);
exp(q)=exp(tot)/(1-ei+ei*(exp(tot)^(1-eta)))^1/(1-eta);
exp(p1)=(1-ei+ei*(exp(tot))^(1-eta))^1/(1-eta);
exp(k(+1)-k)=delta*exp(inv-k)-0.5*fii*(delta*exp(inv-k)-delta)^2+1-delta;
exp(Qwave)=(1-fii*(delta*exp(inv-k)-delta))^(-1);
mc=(1-alpha)*(w+p1)+alpha*(p1+Rwave);
0.9798*exp(n)=0.9808*exp(Qwave+k(+1))-0.0010*exp(Dwave);
Rk(+1)=R+Qwave+k(+1)-n;
0.9798*exp(n)=omega*(1.0111*0.9808*exp(Rk+Qwave(-1)-pih+k)-0.0010/beta*0.9808/0.9798*exp(Dwave(-1)-pih+Qwave(-1)+k-n(-1)+R));
1.0111*exp(Rk(+1))=0.0361*exp(Rwave(+1)+pi(+1)+p1-Qwave)+exp(Qwave(+1)-Qwave+pih(+1))*(1-delta*fii*(delta*exp(inv(+1)-k(+1))-delta)*delta*exp(inv(+1)-k(+1))-0.5*fii*(delta*exp(inv(+1)-k(+1)))^2);
1=theta*(exp(pih))^(-1+epselo)+(1-theta)*(exp(pwave))^(1-epselo);
pwave=x1-x2;
3.2239*exp(x1)=0.9962*5/6*exp(y+mc)+theta*beta*3.2239*exp(rho*(c-c(+1))-pi(+1)+(epselo+1)*pih(+1)+x1(+1));
3.8687*exp(x2)=0.9962*exp(y)+theta*beta*3.8687*exp(rho*(c-c(+1))-pi(+1)+epselo*pih(+1)+x2(+1));
0.9962*exp(y)=(1-ei)*(1-ei+ei*(exp(tot))^(1-eta))^(eta/(1-eta))*(1.3212*exp(c)+0.0245*exp(inv))+exp(tot)*0.23*0.9962*exp(ex);
y=alpha*k+(1-alpha)*l-thetabar;
exp(thetabar)=(1-theta)*(exp(pwave))^(-epselo)+theta*exp(pi+thetabar(-1));
Rk-k=w-p1-l;
R=rhopi*pih+rhoy*y;//monetary policy
//Exogenous variables
ex=rho_ex*ex(-1)+e_ex;
Rf=rho_rf*Rf(-1)+e_rf;

end;

initval;
c=0;
l=0;
w=0;
R=0;
Rf=0;
q=0;
pi=0;
pih=0;
tot=0;
k=0;
inv=0;
Qwave=0;
mc=0;
Rwave=0;
p1=0;
n=0;
Dwave=0;
Rk=0;
pwave=0;
x1=0;
x2=0;
thetabar=0;
y=0;
ex=0;
end;

shocks;
var e_rf; stderr sigma_rf; // Foreign interest rate shock


end;
stoch_simul
;
错误使用 print_info (line 74)
Impossible to find the steady state. Either the model doesn't have a steady state, there are an infinity of steady states,  or the guess values are too far
from the solution

出错 stoch_simul (line 98)
    print_info(info, options_.noprint, options_);

出错 example1 (line 292)
info = stoch_simul(var_list_);

出错 dynare (line 180)
evalin('base',fname) ;