parent
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commit
d61f4166ad
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@ -1,5 +1,5 @@
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var y y_s R pie dq pie_s de A y_obs pie_obs R_obs vv ww;
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varexo e_R e_q e_ys e_pies e_A;
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var y y_s R pie dq pie_s de A y_obs pie_obs R_obs vv ww pure_forward;
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varexo e_R e_q e_ys e_pies e_A e_pure_forward;
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parameters psi1 psi2 psi3 rho_R tau alpha rr k rho_q rho_A rho_ys rho_pies;
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@ -53,6 +53,10 @@ det = 0.25-0.02 = 0.23
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= 1/0.23* = 1/0.23* =
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[ww] [0.1 0.5] [2] [1.1] [4.7826]
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*/
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/* Test a purely forward variable (thus within a block of type “evaluate
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backward”). See #1727. */
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pure_forward = 0.9*pure_forward(+1) + e_pure_forward;
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end;
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shocks;
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@ -76,6 +80,9 @@ shocks;
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var e_q;
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periods 1;
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values 0.5;
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var e_pure_forward;
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periods 19;
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values 1;
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end;
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simul(periods=20, markowitz=0, stack_solve_algo = @{stack_solve_algo});
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