stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

NK_baseline.mod: handle forgotten parameter dependence

time-shift
Johannes Pfeifer 2017-05-26 10:17:01 +02:00
parent 4195033561
commit a940bed446
2 changed files with 6 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
examples/NK_baseline.mod
View File

@ -155,18 +155,18 @@ sigma_m =-5.85;
Lambdamu=3.4e-3;
LambdaA = 2.8e-3;
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
/*
The following parameters are set in the steady state file as they depend on other
deep parameters that were estimated in the original study. Setting them in the
deep parameters (some were estimated in the original study). Setting them in the
steady state file means they are updated for every parameter draw in the MCMC
algorithm, while the parameters initialized here are only set once for the initial
values of the parameters they depend on:
gammma1 as it depends on LambdaA, alppha, Lambdamu, betta, and delta
Rbar =0 as it depends on PI, LambdaA, alppha, Lambdamu, and betta
Lambdax
gammma1=mu_z*mu_I/betta-(1-delta);
R=1+(PIbar*mu_z/betta-1);
Lambdax=exp(LambdaYd);
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
*/

1
examples/NK_baseline_steadystate.m
View File

@ -36,6 +36,7 @@ d=1;
phi=1;
m=0;
zeta=1;
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
mu_z=exp(LambdaYd);
mu_I=exp(Lambdamu);
mu_A=exp(LambdaA);