求助各位大神,如何修改dynare命令才能得到贝叶斯估计的后验分布图?救人一命,胜造七级浮屠啊!附代码(可能漏洞百出。。。)
var Y,C,I,K,L,W,R,A,D,G;
varexo en et eg;
parameters alpha beta delta gamma rho_d rho_t rho_g;
alpha = 0.35;
beta = 0.97;
delta = 0.06;
gamma = 0.40;
rho_t = 0.95;
rho_d=0.80;
rho_g=0.6;
model;
C= (gamma/ (1-gamma))* (1-L)* (1-alpha)* Y/L ;
1=beta*D* ((C/C(+1))* (R(+1) +(1-delta)));
Y = A*(K (-1)) ^alpha * (L^ (1-alpha));
K = I +(1-delta) *K (-1);
I = Y-C-G;
W = (1-alpha) *A* (K (-1)^alpha) * (L^(-alpha));
R = alpha*A* (K (-1)^(alpha-1))*(L^(1-alpha));
log (A)=rho_t*log (A (-1))+et;
log (D)= rho_d*log(D (-1))+en;
log(G)= rho_g*log(G(-1))+eg;
end;
Y=1;
C=0.76;
K=3.1;
I=0.18;
G=0.15;
W=(1-alpha) * Y/L;
R=alpha* Y/K;
A=1; et=0 ;
D=1; en=0;
end;
steady;
check;
shocks;
var et; stderr 1;
var en; stderr 1;
end;
estimated_params;
stderr et, inv_gamma_pdf,0.02,10;
stderr en,inv_gamma_pdf,0.02,10;
stderr eg,inv_gamma_pdf,0.02,10;
rho_t, beta_pdf,0.8,0.04;
rho_g,beta_pdf,0.8,0.04;
rho_d,beta_pdf,0.8,0.04;
end;
varobs Y C I ;
estimation(bayesian_irf,datafile=HPdata,conf_sig=0.90,mode_check) Y C I;