putting code for other languages and test examples in ./others

time-shift
Michel Juillard 2013-10-20 14:55:26 +02:00
parent 98a7d67478
commit e9cee44de8
3 changed files with 45 additions and 0 deletions

View File

@ -0,0 +1,45 @@
// Example 1 from Collard's guide to Dynare
var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
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 = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
steady_state_model;
a = 0;
b = 0;
k_h = ((1-beta*(1-delta))/(beta*alpha))^(1/(alpha-1));
y_h = k_h^alpha;
c_h = y_h - delta*k_h;
h = (y_h*(1-alpha)/(c_h*theta))^(1/(1+psi));
k = k_h*h;
c = c_h*h;
y = y_h*h;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul;