userguide: added models directory for examples

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1289 ac1d8469-bf42-47a9-8791-bf33cf982152

doc/userguide/models/RBC_DataGen.mod

@@ -0,0 +1,208 @@
+% Basic RBC Model with Monopolistic Competion. 
+
+
+%
+
+
+% Jesus Fernandez-Villaverde
+
+
+% Philadelphia, March 3, 2005
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 0. Housekeeping
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+close all
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 1. Defining variables
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+var y c k i l y_l w r  z;
+
+
+varexo e;
+
+
+
+
+
+parameters beta psi delta alpha rho gamma sigma epsilon;
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 2. Calibration
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+alpha   = 0.33;
+
+
+beta    = 0.99;
+
+
+delta   = 0.023;
+
+
+psi     = 1.75;
+
+
+rho     = 0.95;  
+
+
+sigma   = (0.007/(1-alpha));
+
+
+epsilon = 10;
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 3. Model
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+model;
+
+
+  (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+
+
+  psi*c/(1-l) = w;
+
+
+  c+i = y;
+
+
+  y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+
+
+  w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+
+
+  r = y*((epsilon-1)/epsilon)*alpha/k;
+
+
+  i = k-(1-delta)*k(-1);
+
+
+  y_l = y/l;
+
+
+  z = rho*z(-1)+e;
+
+
+end;
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 4. Computation
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+initval;
+
+
+  k = 9;
+
+
+  c = 0.76;
+
+
+  l = 0.3;
+
+
+  w = 2.07;
+
+
+  r = 0.03;
+
+
+  z = 0; 
+
+
+  e = 0;
+
+
+end;
+
+
+
+
+
+shocks;
+
+
+var e = sigma^2;
+
+
+end;
+
+
+
+
+
+steady;
+
+
+
+
+
+stoch_simul(periods=1000,irf=0,simul_seed=3);
+datatomfile('simuldataRBC',[]);
+return;
+

doc/userguide/models/RBC_Est.mod

@@ -0,0 +1,34 @@
+var y c k i l y_l w r z; 
+varexo e; 
+parameters beta psi delta alpha rho epsilon;
+
+model; 
+(1/c) = beta*(1/c(+1))*(1+r(+1)-delta); 
+psi*c/(1-l) = w; 
+c+i = y; 
+y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha); 
+w = y*((epsilon-1)/epsilon)*(1-alpha)/l; 
+r = y*((epsilon-1)/epsilon)*alpha/k; 
+i = k-(1-delta)*k(-1); 
+y_l = y/l; 
+z = rho*z(-1)+e; 
+end; 
+
+varobs y; 
+
+estimated_params; 
+alpha, beta_pdf, 0.35, 0.02; 
+beta, beta_pdf, 0.99, 0.002; 
+delta, beta_pdf, 0.025, 0.003; 
+psi, beta_pdf, 1.75, 0.02; 
+rho, beta_pdf, 0.95, 0.05; 
+epsilon, beta_pdf, 10, 0.003; 
+stderr e, inv_gamma_pdf, 0.01, inf; 
+end; 
+
+
+estimation(datafile=simuldataRBC,nobs=200,first_obs=500,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.8); 
+
+
+
+

doc/userguide/models/RBC_Monop_Det.mod

@@ -0,0 +1,42 @@
+var y c k i l y_l w r ; 
+varexo z; 
+parameters beta psi delta alpha rho sigma epsilon; 
+alpha   = 0.33; 
+beta    = 0.99; 
+delta   = 0.023; 
+psi     = 1.75; 
+rho     = 0.95;   
+sigma   = (0.007/(1-alpha)); 
+epsilon = 10; 
+ 
+model; 
+  (1/c) = beta*(1/c(+1))*(1+r(+1)-delta); 
+  psi*c/(1-l) = w; 
+  c+i = y; 
+  y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha); 
+  w = y*((epsilon-1)/epsilon)*(1-alpha)/l; 
+  r = y*((epsilon-1)/epsilon)*alpha/k; 
+  i = k-(1-delta)*k(-1); 
+  y_l = y/l; 
+end; 
+ 
+initval; 
+  k = 9; 
+  c = 0.7; 
+  l = 0.3; 
+  w = 2.0; 
+  r = 0; 
+  z = 0;  
+end; 
+ 
+steady; 
+ 
+check; 
+ 
+shocks; 
+var z;
+periods 1:9; 
+values 0.1; 
+end; 
+ 
+simul(periods=2100);

doc/userguide/models/RBC_Monop_JFV.mod

@@ -0,0 +1,231 @@
+% Basic RBC Model with Monopolistic Competion. 
+
+
+%
+
+
+% Jesus Fernandez-Villaverde
+
+
+% Philadelphia, March 3, 2005
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 0. Housekeeping
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+close all
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 1. Defining variables
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+var y c k i l y_l w r  z;
+
+
+varexo e;
+
+
+
+
+
+parameters beta psi delta alpha rho gamma sigma epsilon;
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 2. Calibration
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+alpha   = 0.33;
+
+
+beta    = 0.99;
+
+
+delta   = 0.023;
+
+
+psi     = 1.75;
+
+
+rho     = 0.95;  
+
+
+sigma   = (0.007/(1-alpha));
+
+
+epsilon = 10;
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 3. Model
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+model;
+
+
+  (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+
+
+  psi*c/(1-l) = w;
+
+
+  c+i = y;
+
+
+  y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+
+
+  w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+
+
+  r = y*((epsilon-1)/epsilon)*alpha/k;
+
+
+  i = k-(1-delta)*k(-1);
+
+
+  y_l = y/l;
+
+
+  z = rho*z(-1)+e;
+
+
+end;
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 4. Computation
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+initval;
+
+
+  k = 9;
+
+
+  c = 0.76;
+
+
+  l = 0.3;
+
+
+  w = 2.07;
+
+
+  r = 0.03;
+
+
+  z = 0; 
+
+
+  e = 0;
+
+
+end;
+
+
+
+
+
+shocks;
+
+
+var e = sigma^2;
+
+
+end;
+
+
+
+
+
+steady;
+
+
+
+
+
+stoch_simul(dr_algo=0, hp_filter = 1600, order = 1);
+
+
+
+
+
+%----------------------------------------------------------------
+
+
+% 5. Some Results
+
+
+%----------------------------------------------------------------
+
+
+
+
+
+statistic1 = 100*sqrt(diag(oo_.var(1:8,1:8)))./oo_.mean(1:8);
+
+
+
+
+
+table('Relative standard deviations in %',strvcat('VARIABLE','REL. S.D.'),lgy_(1:8,:),statistic1,10,8,4)
+
+