28 lines
372 B
Modula-2
28 lines
372 B
Modula-2
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@#define N = 4
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var A B;
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varexo eB;
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parameters Bss rho;
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Bss=1;
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rho=0.9;
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model;
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A = B(@{N});
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B = (1-rho)*Bss +rho*B(-1) +eB;
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end;
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steady_state_model;
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A = Bss;
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B = Bss;
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end;
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resid;
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steady;
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check;
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shocks;
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var eB ; stderr 1 ;
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end;
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stoch_simul(order=1,irf=0) ;
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