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Update userguide .mod files: change to unix-type line ending and remove extra spaces

time-shift
Houtan Bastani 2010-06-23 15:46:55 +02:00
parent b5baf45f36
commit 441ecaee30
6 changed files with 314 additions and 546 deletions
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88
doc/userguide/models/Alt_Ex1.mod
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@ -4,48 +4,48 @@
\paperw11900\paperh16840\margl1440\margr1440\vieww9000\viewh8400\viewkind0
\pard\tx566\tx1133\tx1700\tx2267\tx2834\tx3401\tx3968\tx4535\tx5102\tx5669\tx6236\tx6803\ql\qnatural\pardirnatural
\f0\fs24 \cf0 // example 1 from Collard's guide to Dynare \
var y, c, k, a, h, b; \
varexo e,u; \
\
parameters beta, rho, beta, alpha, delta, theta, psi, tau; \
\
alpha = 0.36; \
rho = 0.95; \
tau = 0.025; \
beta = 0.99; \
delta = 0.025; \
psi = 0; \
theta = 2.95; \
\
phi = 0.1; \
\
model; \
c*theta*h^(1+psi)=(1-alpha)*y; \
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1))) \
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k)); \
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha)); \
k = exp(b)*(y-c)+(1-delta)*k(-1); \
a = rho*a(-1)+tau*b(-1) + e; \
b = tau*a(-1)+rho*b(-1) + u; \
end; \
\
initval; \
y = 1.08068253095672; \
c = 0.80359242014163; \
h = 0.29175631001732; \
k = 5; \
a = 0; \
b = 0; \
e = 0; \
u = 0; \
end; \
\
shocks; \
var e; stderr 0.009; \
var u; stderr 0.009; \
var e, u = phi*0.009*0.009; \
end; \
\
stoch_simul(periods=2100); \
\f0\fs24 \cf0 // example 1 from Collard's guide to Dynare
var y, c, k, a, h, b;
varexo e,u;
parameters beta, rho, beta, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 5;
a = 0;
b = 0;
e = 0;
u = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul(periods=2100);
}

139
doc/userguide/models/RBC_DataGen.mod
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@ -1,208 +1,69 @@
% 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;

1
doc/userguide/models/RBC_Est.mod
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@ -36,5 +36,4 @@ epsilon, gamma_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);

1
doc/userguide/models/RBC_Monop_Det.mod
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@ -1,6 +1,7 @@
var y c k i l y_l w r ;
varexo z;
parameters beta psi delta alpha sigma epsilon;
alpha = 0.33;
beta = 0.99;
delta = 0.023;

88
doc/userguide/models/RBC_Monop_JFV.mod
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@ -1,133 +1,45 @@
// Adapted from Jesus Fernandez-Villaverde, Basic RBC Model with Monopolistic Competion Philadelphia, March 3, 2005
var y c k i l y_l w r z;
varexo e;
parameters beta psi delta alpha rho gamma 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(-1);
i = k-(1-delta)*k(-1);
y_l = y/l;
z = rho*z(-1)+e;
end;
initval;
k = 9;
c = 0.76;
l = 0.3;
w = 2.07;
r = 0.03;
z = 0;
e = 0;
end;
steady;
check;
shocks;
var e = sigma^2;
end;
steady;
stoch_simul(periods=2100);

5
doc/userguide/models/fs2000ns.mod
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@ -20,11 +20,8 @@
var m P c e W R k d n l Y_obs P_obs y dA;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
model;
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
@ -68,7 +65,6 @@ end;
steady;
estimated_params;
alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
@ -81,6 +77,5 @@ stderr e_a, inv_gamma_pdf, 0.035449, inf;
stderr e_m, inv_gamma_pdf, 0.008862, inf;
end;
estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=2000,
mode_compute=4,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65);