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

Added dumpy parameter for illustrative purposes; 

Added alternative types of call to identification routines.
time-shift
Marco Ratto 2011-05-30 14:44:38 +02:00
parent a2b1e4111c
commit bec4058113
1 changed files with 7 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
tests/identification/kim/kim2.dyn
View File

@ -9,6 +9,7 @@ as
s
theta
phi
dumpy
;
@ -28,7 +29,8 @@ k=(delta*(i/delta)^(1-phi)+(1-delta)*k(-1)^(1-phi))^(1/(1-phi));
(betae*delta*alph/(1-betae+delta*betae))*(i/(betae*delta*alph/(1-betae+delta*betae)))^(1+theta))^(1/(1+theta))=
(a*k(-1)^alph);
a = as+ea;
lam = (1-(betae*delta*alph/(1-betae+delta*betae)))^theta/c^(1+theta)/(1+theta);
//lam = (1-(betae*delta*alph/(1-betae+delta*betae)))^theta/c^(1+theta)/(1+theta);
//cobs = c+ec;
end;
steady;
@ -36,6 +38,7 @@ check;
shocks;
var ea = 1;
var ec = 0;
end;
estimated_params;
@ -44,9 +47,11 @@ alph ,uniform_pdf,0.6,0.04,0.5,0.7;
//delta ,uniform_pdf,0.0125,0.001,0.01,0.015;
phi ,uniform_pdf,0.5,0.2,0,10;
theta ,uniform_pdf,0.3,0.1,0,10;
dumpy ,uniform_pdf,0.5,0.2,0,10;
end;
varobs c i;
identification(advanced=1,max_dim_cova_group=3);
//varobs c i lam; //to check if observing lam identifies phi and theta
identification(ar=1);
//identification(ar=1,advanced=1,max_dim_cova_group=3,prior_mc=250);
//identification(prior_mc=100);