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2019-04-18
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2019-4-18 22:15:26
mod文件源码放上来看一下
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2019-4-20 20:50:12
きずな 发表于 2019-4-18 22:15
mod文件源码放上来看一下
var a n c k i r g w y m;
varexo ea ep;
parameters theta enta beta delta alpha1 alpha2 alpha3 sigma rho1 rho2 sda;
parameters ns cs ks as is rs ws gs ps;

alpha1 = 0.4;
alpha2 = 0.45;
alpha3 = 0.15;
beta  = 0.95;
delta = 0.11;
sigma = 1;
rho1 = 0.85;
rho2 = 0.75; %calibrated
theta = 0.84;
enta = 3;
sda = 0.009 %calibrated

as = 1;
ns = 1/3;
rs = 1/beta;
m = ns^(1+enta)/(1/beta+delta);
cs = (m*alpha1/alpha2)^(alpha1/alpha2)*(ns^(1+enta)*alpha3/alpha2)^(alpha3/alpha2)*ns;
ks = cs*m*alpha1/alpha2;
ys = ks*(1/beta+delta)/alpha1;
is=  delta*ks;
ws = alpha2*ys/ns;
gs = alpha3*ys/ps;


exp(n)^(enta)=alpha2*exp(y)/exp(n);

exp(p)=alpha3*exp(y)/exp(g);

1=beta*(exp(c(+1))^(-theta)/exp(c)^(-theta)*alpha1*exp(y(+1)/exp(k)-delta);


exp(r)=alpha1*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3);


exp(w)=alpha2*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2-1)*(exp(p)*exp(g))^(alpha3);


exp(y)=exp(c)+exp(i)+exp(p)*exp(g);
exp(y)=exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3);


exp(k)=exp(i)+(1-delta)*exp(k(-1));


a=rho1*a(-1)+ea;
p=rho2*p(-1)+ep;



end;
initval;
k=log(ks);
y=log(ys);
c=log(cs);
i=log(is);
a=log(as);
r=log(rs);
w=log(ws);
n=log(ns);
g=log(gs);
p=log(ps);
end;

shocks;
var ea = sda^2;
var ep = sda^2;
end;
resid(1);
steady;
check;

stoch_simul(order =1, hp_filter =1600,periods=1000);
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2019-4-20 20:50:18
きずな 发表于 2019-4-18 22:15
mod文件源码放上来看一下
var a n c k i r g w y m;
varexo ea ep;
parameters theta enta beta delta alpha1 alpha2 alpha3 sigma rho1 rho2 sda;
parameters ns cs ks as is rs ws gs ps;

alpha1 = 0.4;
alpha2 = 0.45;
alpha3 = 0.15;
beta  = 0.95;
delta = 0.11;
sigma = 1;
rho1 = 0.85;
rho2 = 0.75; %calibrated
theta = 0.84;
enta = 3;
sda = 0.009 %calibrated

as = 1;
ns = 1/3;
rs = 1/beta;
m = ns^(1+enta)/(1/beta+delta);
cs = (m*alpha1/alpha2)^(alpha1/alpha2)*(ns^(1+enta)*alpha3/alpha2)^(alpha3/alpha2)*ns;
ks = cs*m*alpha1/alpha2;
ys = ks*(1/beta+delta)/alpha1;
is=  delta*ks;
ws = alpha2*ys/ns;
gs = alpha3*ys/ps;


exp(n)^(enta)=alpha2*exp(y)/exp(n);


exp(p)=alpha3*exp(y)/exp(g);


1=beta*(exp(c(+1))^(-theta)/exp(c)^(-theta)*alpha1*exp(y(+1)/exp(k)-delta);


exp(r)=alpha1*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3);




exp(w)=alpha2*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2-1)*(exp(p)*exp(g))^(alpha3);


exp(y)=exp(c)+exp(i)+exp(p)*exp(g);
exp(y)=exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3);


exp(k)=exp(i)+(1-delta)*exp(k(-1));


a=rho1*a(-1)+ea;
p=rho2*p(-1)+ep;



end;
initval;
k=log(ks);
y=log(ys);
c=log(cs);
i=log(is);
a=log(as);
r=log(rs);
w=log(ws);
n=log(ns);
g=log(gs);
p=log(ps);
end;

shocks;
var ea = sda^2;
var ep = sda^2;
end;
resid(1);
steady;
check;

stoch_simul(order =1, hp_filter =1600,periods=1000);
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2019-4-20 20:50:49
きずな 发表于 2019-4-18 22:15
mod文件源码放上来看一下
var a n c k i r g w y m;
varexo ea ep;
parameters theta enta beta delta alpha1 alpha2 alpha3 sigma rho1 rho2 sda;
parameters ns cs ks as is rs ws gs ps;

alpha1 = 0.4;
alpha2 = 0.45;
alpha3 = 0.15;
beta  = 0.95;
delta = 0.11;
sigma = 1;
rho1 = 0.85;
rho2 = 0.75; %calibrated
theta = 0.84;
enta = 3;
sda = 0.009 %calibrated

as = 1;
ns = 1/3;
rs = 1/beta;
m = ns^(1+enta)/(1/beta+delta);
cs = (m*alpha1/alpha2)^(alpha1/alpha2)*(ns^(1+enta)*alpha3/alpha2)^(alpha3/alpha2)*ns;
ks = cs*m*alpha1/alpha2;
ys = ks*(1/beta+delta)/alpha1;
is=  delta*ks;
ws = alpha2*ys/ns;
gs = alpha3*ys/ps;


exp(n)^(enta)=alpha2*exp(y)/exp(n);


exp(p)=alpha3*exp(y)/exp(g);


1=beta*(exp(c(+1))^(-theta)/exp(c)^(-theta)*alpha1*exp(y(+1)/exp(k)-delta);


exp(r)=alpha1*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3);




exp(w)=alpha2*exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2-1)*(exp(p)*exp(g))^(alpha3);


exp(y)=exp(c)+exp(i)+exp(p)*exp(g);
exp(y)=exp(a)*exp(k(-1))^(alpha1)*exp(n)^(alpha2)*(exp(p)*exp(g))^(alpha3);


exp(k)=exp(i)+(1-delta)*exp(k(-1));


a=rho1*a(-1)+ea;
p=rho2*p(-1)+ep;



end;
initval;
k=log(ks);
y=log(ys);
c=log(cs);
i=log(is);
a=log(as);
r=log(rs);
w=log(ws);
n=log(ns);
g=log(gs);
p=log(ps);
end;

shocks;
var ea = sda^2;
var ep = sda^2;
end;
resid(1);
steady;
check;


stoch_simul(order =1, hp_filter =1600,periods=1000);
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2019-4-20 20:53:21
きずな 发表于 2019-4-18 22:15
mod文件源码放上来看一下
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