var  y ch w l pi r  rk  k  ii mc  
     a    mu_r ;

varexo  eps_a      eps_r  ;  

parameters  alpha  gamma  sigmma  delta beta theta  GAMMA  
             kappa_r kappa_y kappa_pi  rho_a  rho_pi  rho_r chi
             l_ss a_ss  mu_pi_ss   mc_ss  r_ss    rk_ss
             w_ss  k_ss  ii_ss  y_ss  ch_ss ;

alpha = 1/3 ;
gamma = 1 ;
sigmma = 1 ;
delta = 0.025 ;
beta  = 0.99 ;
theta = 0.75 ;
GAMMA = 4.5 ;

rho_a  =  0.5 ;
rho_pi  = 0.5 ;
rho_r   = 0.5 ;
kappa_r   = 0.8 ;
kappa_y   = 0.5;
kappa_pi  = 1.5 ;


l_ss  = 1/3 ;
a_ss = 1 ;
mu_pi_ss = 1;
mu_r_ss =  1;
mc_ss =  (GAMMA - 1) / GAMMA   ;
r_ss = 1 / 0.99 ;
rk_ss = 1 / beta - ( 1 - delta )  ;
w_ss = (1 - alpha ) * (alpha^alpha * mc_ss / rk_ss^alpha)^(1/(1-alpha))  ;
k_ss = w_ss / rk_ss * (alpha /(1 - alpha)) * l_ss ;
ii_ss = delta * k_ss ;
y_ss = a_ss * k_ss^alpha * l_ss^(1 - alpha);
ch_ss = y_ss - ii_ss;
chi = ch_ss^(-sigmma) * w_ss / l_ss^gamma ;

%----------------------------------------------------------------
% 3. Model
%----------------------------------------------------------------

model(linear);

%%%%%%%%%% HOUSEHOLD PROBLEM %%%%%%%%%%%%%%%%%%%%%%%%%%%
//1. labor supply equation
w  = sigmma * ch + gamma * l ;

//2. Euler equation;
ch = ch(+1) - (1/sigmma)*( r - pi(+1) );

//3. Capital Euler equation;
- sigmma * ch = - sigmma * ch(+1) +  rk * rk_ss / ( 1 - delta + rk_ss ) - pi(+1);

%%%%%%%%%%    FIRM PROBLEM    %%%%%%%%%%%%%%%%%%%%%%%%%%%
//4. wages condition
w = mc + a + alpha * k(-1) - alpha * l;
//5. interest rate condition

//6. Actual marginal cost
rk = mc +a + (alpha-1)* k(-1) + (1-alpha)*l  ;
//7. Enterprise leverage

//8. Enterprise cost composition

//9. Interest rate composition

//10. Capital accumulation equation
k  = (1 - delta) * k(-1) + delta * ii ;
//11. philipus curve
pi = beta * pi(+1) + (1 - theta)*(1 - beta * theta) * mc / theta    ;

%%%%%%%%%%    BANK PROBLEM    %%%%%%%%%%%%%%%%%%%%%%%%%%%
//12. Financial sector leverage

//13. Equality of the financial sector

//14. Financial sector capital accumulation

//15. Financial sector consumption

//16. Financial sector equation


%%%%%%%%%%    EQUATION PROBLEM    %%%%%%%%%%%%%%%%%%%%%%%%%%%
//17. resource equation
y =ch_ss/ y_ss * ch + ii_ss/ y_ss *  ii ;
//18. production function
y = a + alpha * k(-1) + (1 - alpha) * l ;
//19. Inflation

//20. Taylor Rule
r =  kappa_r * r(-1)  + (1 - kappa_r) *(kappa_y * y +  kappa_pi * pi) + mu_r;


a  = rho_a * a(-1) + eps_a;

mu_r = rho_r * mu_r(-1) + eps_r;





end;


initval;

y=0.0;

ch=0.0;
w=0.0;
l=0.0;
pi=0.0;
r=0.0;
rk=0.0;
k=0.0;

ii=0.0;
mc=0.0;
a=0.0;


mu_r=0.0;




end;

resid(1);
steady;
check;
model_diagnostics;

shocks;
var eps_a      =0.01^2;

var eps_r      =0.01^2;
end;


estimated_params_init(use_calibration); end;
estimated_params;

rho_a,beta_pdf,0.5,0.2;
rho_r,beta_pdf,0.5,0.2;
stderr eps_a,inv_gamma_pdf,0.01,2;
stderr eps_r,inv_gamma_pdf,0.01,2;


end;
varobs y r ;
estimation(datafile=deleverage1,order=1,mode_check,smoother,mh_replic=250) r ;
stoch_simul(order=1,hp_filter=1600,periods=2100);


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Dynare?

楼主能说的稍微具体点吗，例如什么语言做的？你做的分析是一个宏观的问题嘛？基于哪一篇论文做的？是Schorfheide的那篇吗？

This zip file contains eleven m-files for estimating Ghysels' (2012) mixed frequency vector autoregression
and implementing related analysis like impulse response functions, forecast error variance decomposition,
and Ghysels, Hill, and Motegi's (2013) mixed frequency Granger causality tests.
MFVAR_example.m is the main m-file illustrating all these tools via an artificial trivariate example.
Written by Kaiji Motegi, Waseda University.
September 9, 2014.

好的，感谢！