百里一横 发表于 2020-7-6 06:24 
没有看见过程很难判断错误在哪里
var c h l l_c l_h i_c i_h k_c k_h m
qc qh pi pi_h pi_star pi_hstar r r_c r_h q
a_h a_c hm mc_m mc_h w_c w_h y_c y_h y
dp dph x1 x2 land j ql vg vm g
b t dc dh M i;
varexo epsilon_j epsilon_ac epsilon_ah epsilon_g epsilon_m epsilon_ql;
parameters xi eta psi kappa tao tao_c tao_h iota zeta delta_c delta_h chi epsilon alpha_ck alpha_ch alpha_hk alpha_hl theta rho_j jss rho_ac
rho_ah rho_g rho_m rho_ql qlss yss mss gss bss piss acss ahss phi_c phi_h psi_y psi_Y psi_pi psi_b psi_m a tss ycss kcss lcss mcmss khss yhss
lhss;
iota=0.99;
xi=0.995;
delta_c=0.035;
delta_h=0.01;
alpha_hk=0.2;
alpha_hl=0.6;
theta=0.8;
tao_c=0.2;
tao=0.06;
phi_c=11.0755;
phi_h=7.6390;
tao_h=0.2116;
psi=1.7785;
psi_y=0.2060;
psi_Y=0.0872;
psi_b=0.9886;
psi_pi=1.8321;
psi_y=0.2060;
psi_m=0.7484;
rho_ac=0.7552;
rho_ah=0.3713;
rho_j=0.9287;
rho_m=0.3925;
rho_g=0.9554;
rho_ql=0.7164;
jss=0.698089577100408;
chi=0.001551521251559;
a=6;
tss=0.3;
alpha_ck=0.2093;
alpha_ch=0.75;
lcss=0.2846;
lhss=0.019421352331793;
mcmss=0.600616292047455;
epsilon=2.503857769077602;
qlss=0.146367578294505;
acss=1;
ahss=1;
zeta=4.61;
kappa=1.25;
eta=1.440440380230277;
mss=0.10936875;
gss=0.3*0.993686868686869;
bss=0.1875;
piss=1;
yss=1.1462+0.876888731*0.1471110249;
yhss=0.1471110249;
ycss=1.1462;
kcss=3.8317;
khss=0.9060026109;
model;
#IC=i_c/i_c(-1);
#IH= i_h/i_h(-1);
#C=c/c(+1);
#hm_c=hm-(1-delta_h)*hm(-1);
j/h=q/c-iota*((1-delta_h)*q(+1)/c(+1));//
1/c=(iota/c(+1))*r/pi(+1);//2
eta*l^psi*(xi*l/l_c)^(-1/kappa)=(1-tao)*w_c/c;//3
eta*l^psi*((1-xi)*l/l_h)^(-1/kappa)=(1-tao)*w_h/c;//4
qc*(1-phi_c/2*(IC-1)^2-phi_c*(IC-1)*IC)+iota*qc(+1)*C*phi_c*(i_c(+1)/i_c-1)*(i_c(+1)/i_c)^2=1;
qh*(1-phi_h/2*(IH-1)^2-phi_h*(IH-1)*IH)+iota*qh(+1)*C*phi_h*(i_h(+1)/i_h-1)*(i_h(+1)/i_h)^2=1;
qc=iota*C*((1-tao_c)*r_c(+1)+(1-delta_c)*qc(+1));//7
qh=iota*C*((1-tao_h)*r_h(+1)+(1-delta_h)*qh(+1));//8
chi*c=(1-1/r)*m; //9
l=(xi^(-1/kappa)*l_c^(1+1/kappa)+(1-xi)^(-1/kappa)*l_h^(1+1/kappa))^(kappa/(1+kappa));//10
k_c(+1)=(1-delta_c)*k_c+i_c*(1- phi_c/2*(IC-1)^2);//11
k_h(+1)=(1-delta_h)*k_h+i_h*(1- phi_h/2*(IH-1)^2);//12
pi_h(+1)/pi(+1)=q(+1)/q;//13
y_c=a_c*k_c(-1)^alpha_ck*hm(-1)^alpha_ch*l_c^(1-alpha_ck-alpha_ch)/dp;//14
y_h=a_h*k_h(-1)^alpha_hk*land(-1)^alpha_hl*l_h^(1-alpha_hk-alpha_hl)/dph;//15
dp=(1-theta)*pi_star^(-epsilon)*pi^epsilon+pi^epsilon*theta*dp(-1);//16
dph=(1-theta)*pi_hstar^(-zeta)*pi_h^zeta+pi_h^zeta*theta*dph(-1);//17
mc_m=alpha_ck^(-alpha_ck)*alpha_ch^(-alpha_ch)*(1-alpha_ck-alpha_ch)^(-1+alpha_ck+alpha_ch)*r_c^alpha_ck*q^alpha_ch*w_c^(1-alpha_ck-alpha_ch)/a_c;//18
mc_h=alpha_hk^(-alpha_hk)*alpha_hl^(-alpha_hl)*(1-alpha_hk-alpha_hl)^(-1+alpha_hk+alpha_hl)*r_h^alpha_hk*ql^alpha_hl*w_h^(1-alpha_hk-alpha_hl)/a_h;//19
alpha_ck/(1-alpha_ck-alpha_ch)*l_c*w_c=r_c*k_c(-1);//20
alpha_ch/(1-alpha_ck-alpha_ch)*l_c*w_c=q*hm(-1);//21
alpha_hk/(1-alpha_hk-alpha_hl)*l_h*w_h=r_h*k_h(-1);//22
alpha_hl/(1-alpha_hk-alpha_hl)*l_h*w_h=ql*land(-1);//23
pi^(1-epsilon)=(1-theta)*pi_star^(1-epsilon)+theta;//24
pi_h^(1-zeta)=(1-theta)*pi_hstar^(1-zeta)+theta;//25
x1=1/c*mc_m*y_c+theta*iota*x1(+1)*pi(+1)^epsilon;//26
x2=1/c*y_c+theta*iota*x2(+1)*pi(+1)^(epsilon-1);//27
pi_star=epsilon/(epsilon-1)*pi*x1/x2;//28
pi_hstar=zeta/(zeta-1)*pi_h*mc_h;//29
dc=y_c-r_c*k_c(-1)-w_c*l_c-q*hm_c;//30
dh=q*y_h-r_h*k_h(-1)-w_h*l_h-ql*land;//31
g/gss=(y/yss)^(-psi_y)*(b/bss)^(-psi_b)*vg;//32
t=tao*(w_c*l_c+w_h*l_h)+tao_c*(r_c*k_c(-1)+dc)+tao_h*(r_h*k_h(-1)+dh)+ql*land;//33
g+r(-1)*b(-1)/pi=t+b+m-m(-1)/pi;//34
M/mss=(M(-1)/mss)^psi_m*((pi/piss)^(-psi_pi)*(y/yss)^(-psi_Y))^(1-psi_m)*vm;//35
M/M(-1)=m*pi/m(-1);//36
y_c=c+i_c+i_h+g;//37
y_h=h-(1-delta_h)*h(-1)+hm_c;//38
y=y_c+q*y_h;//39
i=i_c+i_h;
vm=vm(-1)^rho_m*exp(epsilon_m);//
vg=vg(-1)^rho_m*exp(epsilon_g);
ql=qlss^(1-rho_ql)*ql(-1)^rho_ql*exp(epsilon_ql);
a_c=acss^(1-rho_ac)*a_c(-1)^rho_ac*exp(epsilon_ac);
a_h=ahss^(1-rho_ah)*a_h(-1)^rho_ah*exp(epsilon_ah);
j=jss^(1-rho_j)*j(-1)^rho_j*exp(epsilon_j);
end;
resid;
initval;
r=1.010101010101010101;
r_c=0.0563762626262626263;
r_h=0.025495954;
pi=1;
pi_h=1;
pi_star=1;
pi_hstar=1;
a_h=1;
a_c=1;
j=jss;
vg=1;
vm=1;
ql=qlss;
qh=1;
qc=1;
b=bss;
m=mss;
g=gss;
t=tss;
x2=7.81738587;
x1=mcmss*7.81738587;
dp=1;
dph=1;
c=0.615*ycss;
i_c=0.035*kcss;
i_h=0.01*khss;
i=0.035*kcss+0.01*khss;
k_c=kcss;
k_h=khss;
y_c=ycss;
mc_m=mcmss;
mc_h=0.78308026;
hm=a*yhss;
q=0.876888731;
y_h=yhss;
land=0.23*tss/qlss;
l=0.363866645917148;
l_c=lcss;
l_h=lhss;
w_c=0.14*tss/lcss;
w_h=0.077*tss/lhss;
M=mss;
y=yss;
dc=3.654766*tss-0.05637626262626263*kcss;
dh=0.046*tss;
h=94*tss;//
epsilon_j=0;
epsilon_ac=0;
epsilon_ah=0;
epsilon_g=0;
epsilon_m=0;
epsilon_ql=0;
end;
steady;
check;
model_info;
model_diagnostics;
check;
shocks;
var epsilon_j; stderr 0.3835;
var epsilon_ac; stderr 0.1417;
var epsilon_ah; stderr 0.2337;
var epsilon_g; stderr 0.2841;
var epsilon_m; stderr 0.1399;
var epsilon_ql; stderr 0.5862;
end;
stoch_simul(order=1,irf=40,periods=10000,conditional_variance_decomposition=[1 4 8 16 20]) y y_h c pi r i q ql h hm l l_c l_h i_c i_h land pi_h ;
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