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Rewrite examples/fs2000.mod with a steady_state_model block. Improve the doc.

time-shift
Sébastien Villemot 2013-12-03 13:04:33 +01:00
parent 7ada720e7b
commit ed7f17b06f
3 changed files with 39 additions and 83 deletions
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23
doc/dynare.texi
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@ -2837,22 +2837,25 @@ steady(homotopy_mode = 1, homotopy_steps = 50);
If you know how to compute the steady state for your model, you can
provide a MATLAB/Octave function doing the computation instead of
using @code{steady}. If your MOD-file is called
@file{@var{FILENAME}.mod}, the steady state file should be called
@file{@var{FILENAME}_steadystate.m}.
Again, there are two options for creating this file:
using @code{steady}. Again, there are two options for doing that:
@itemize
@item
The easiest way is to write a @code{steady_state_model} block.
The easiest way is to write a @code{steady_state_model} block, which
is described below in more details. See also @file{fs2000.mod} in the
@file{examples} directory for an example.
The steady state file generated by Dynare will be called
@file{@var{FILENAME}_steadystate2.m}.
@item
You can write the corresponding Matlab function by hand. See @file{fs2000_steadystate.m}
in the @file{examples} directory for an example. This option
gives a bit more flexibility, at the expense of a heavier
programming burden and a lesser efficiency.
You can write the corresponding MATLAB function by hand. If your
MOD-file is called @file{@var{FILENAME}.mod}, the steady state file
must be called @file{@var{FILENAME}_steadystate.m}. See
@file{NK_baseline_steadystate.m} in the @file{examples} directory for
an example. This option gives a bit more flexibility, at the expense
of a heavier programming burden and a lesser efficiency.
@end itemize

26
examples/fs2000.mod
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@ -87,6 +87,32 @@ var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady_state_model;
dA = exp(gam);
gst = 1/dA;
m = mst;
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
n = xist/(nust+xist);
P = xist + nust;
k = khst*n;
l = psi*mst*n/( (1-psi)*(1-n) );
c = mst/P;
d = l - mst + 1;
y = k^alp*n^(1-alp)*gst^alp;
R = mst/bet;
W = l/n;
ist = y-c;
q = 1 - d;
e = 1;
gp_obs = m/dA;
gy_obs = dA;
end;
steady;
check;

73
examples/fs2000_steadystate.m
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@ -1,73 +0,0 @@
% computes the steady state of fs2000 analyticaly
% largely inspired by the program of F. Schorfheide
% Copyright (C) 2004-2010 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
function [ys,check] = fs2000_steadystate(ys,exe)
global M_
alp = M_.params(1);
bet = M_.params(2);
gam = M_.params(3);
mst = M_.params(4);
rho = M_.params(5);
psi = M_.params(6);
del = M_.params(7);
check = 0;
dA = exp(gam);
gst = 1/dA;
m = mst;
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
n = xist/(nust+xist);
P = xist + nust;
k = khst*n;
l = psi*mst*n/( (1-psi)*(1-n) );
c = mst/P;
d = l - mst + 1;
y = k^alp*n^(1-alp)*gst^alp;
R = mst/bet;
W = l/n;
ist = y-c;
q = 1 - d;
e = 1;
gp_obs = m/dA;
gy_obs = dA;
ys =[
m
P
c
e
W
R
k
d
n
l
gy_obs
gp_obs
y
dA ];