Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
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b8e1ecbcec
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2f5ce2403d
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@ -49,11 +49,11 @@ model(block,bytecode,cutoff=0);
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(((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption - LagrangeMultiplier - ExpectedTerm(1);
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// Eq. n°7:
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(Capital==(1-delta)*Capital(-1))*(Output-Consumption) + (1-(Capital==(1-delta)*Capital(-1)))*LagrangeMultiplier = 0;
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(Capital==(1-delta)*Capital(-1))*(Output-Consumption) + (1-(Capital==(1-delta)*Capital(-1)))*LM = 0;
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// Eq. n°8:
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(LM<0)*(LM+LagrangeMultiplier) + (1-(LM<0))*(LM-LagrangeMultiplier) = 0;
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// Eq. n°9:
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ExpectedTerm = beta*(((((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption)*(alpha*((Output/Capital(-1))^(1-psi))+(1-delta))-(1-delta)*LagrangeMultiplier);
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@ -67,14 +67,14 @@ end;
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end;
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steady;
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options_.maxit_ = 100;
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options_.ep.verbosity = 0;
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options_.ep.stochastic.status = 0;
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options_.console_mode = 0;
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ts = extended_path([],1000);
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options_.ep.stochastic.status = 1;
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sts = extended_path([],1000);
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@ -86,7 +86,7 @@ end;
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figure(3)
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plot(sts(2,:)-ts(2,:))
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@#else
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shocks;
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@ -96,10 +96,10 @@ end;
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end;
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steady;
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options_.maxit_ = 100;
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options_.stack_solve_algo = 4;
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simul(periods=4000);
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n = 100;
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@ -109,5 +109,5 @@ end;
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figure('Name','(rbcii) Lagrange multiplier associated to the positivity constraint on investment.');
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plot(LagrangeMultiplier(1:n),'-b','linewidth',2)
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@#endif
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