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Drop obsolete Dynare++ example 

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new-samplers
Sébastien Villemot 2023-12-07 16:04:33 +01:00
parent 1f5f668313
commit 56289c72d0
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examples/dynare++/README.txt
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Assuming that the dynare++ binary is in your PATH, you can run the example by using the following command
in a Command Prompt Window:
... > dynare++ example1.mod
Please, read the manual (doc\dynare++\dynare++-tutorial.pdf) for a description of the generated output.

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examples/dynare++/example1.mod
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/*
* This Dynare++ mod-file implements the RBC model with time-to-build
* described in Kamenik (2011): "DSGE Models with Dynare++. A Tutorial."
* Note that Dynare++ uses the same stock-at-the-end-of-period timing convention
* as the regular Dynare
*/
var Y, C, K, A, H, B;
varexo EPS, NU;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 1/(1.03^0.25);
delta = 0.025;
psi = 0;
theta = 2.95;
model;
C*theta*H^(1+psi) = (1-alpha)*Y;
beta*exp(B)*C/exp(B(1))/C(1)*
(exp(B(1))*alpha*Y(1)/K(1)+1-delta) = 1;
Y = exp(A)*K^alpha*H^(1-alpha);
K = exp(B(-1))*(Y(-1)-C(-1)) + (1-delta)*K(-1);
A = rho*A(-1) + tau*B(-1) + EPS;
B = tau*A(-1) + rho*B(-1) + NU;
end;
initval;
A = 0;
B = 0;
H = ((1-alpha)/(theta*(1-(delta*alpha)/(1/beta-1+delta))))^(1/(1+psi));
Y = (alpha/(1/beta-1+delta))^(alpha/(1-alpha))*H;
K = alpha/(1/beta-1+delta)*Y;
C = Y - delta*K;
end;
vcov = [0.0002 0.00005;
0.00005 0.0001
];
order = 7;