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added lag on 2 periods to test with auxiliary variables

time-shift
Michel Juillard 2012-09-19 16:59:47 +02:00
parent c8c102b43a
commit c584245637
1 changed files with 5 additions and 4 deletions
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9
tests/example1_varexo_det.mod
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@ -4,7 +4,7 @@ var y, c, k, a, h, b;
varexo e,u;
varexo_det ahat, bhat;
parameters beta, rho, alpha, delta, theta, psi, tau;
parameters beta, rho, rho2, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
@ -13,6 +13,7 @@ beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
rho2 = -0.1;
phi = 0.1;
@ -22,9 +23,9 @@ 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 = ahat+ rho*a(-1)+tau*b(-1) + e;
b = bhat+ tau*a(-1)+rho*b(-1) + u;
end;
a = ahat + rho*a(-1) + rho2*a(-2) + tau*b(-1) + e;
b = bhat + tau*a(-1) + rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;