26 lines
314 B
Modula-2
26 lines
314 B
Modula-2
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var c k x;
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varexo rho;
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parameters a alph gam bet lamb;
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alph = 0.7;
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bet = 0.95;
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gam = 2;
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a = 1.052632;
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lamb = 0.9;
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model;
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c^(-gam) = bet*c(+1)^(-gam)*a*exp(x(+1))*k^(-alph);
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k = a*exp(x)*k(-1)^(1-alph)/(1-alph)-c;
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x = lamb*x(-1)+rho;
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end;
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initval;
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k = 1;
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c = 2.508;
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x = 0;
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rho = 0;
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end;
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vcov=[0.0001];
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order=6;
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