34 lines
514 B
Modula-2
34 lines
514 B
Modula-2
periods 20000;
|
|
var c k a;
|
|
varexo e;
|
|
parameters alpha beta delta gamma rho;
|
|
|
|
beta = 0.95;
|
|
delta = 1;
|
|
alpha = 0.3;
|
|
rho = 0;
|
|
gamma = 2;
|
|
|
|
model;
|
|
exp(c) + exp(k) = (1-delta) * exp(k(-1)) + exp(a) * exp(k(-1))^alpha;
|
|
exp(c)^(-gamma) = beta * exp(c(+1))^(-gamma) * (exp(a(+1)) * alpha * exp(k)^(alpha-1) + 1 - delta);
|
|
a = rho * a(-1) + e;
|
|
end;
|
|
|
|
initval;
|
|
k=0;
|
|
c=0;
|
|
a=0;
|
|
e=0;
|
|
end;
|
|
|
|
Sigma_e_ = 1;
|
|
|
|
stoch_simul(nomoments,irf=0,nocorr,ar=0);
|
|
|
|
global dr_
|
|
dr_obj_ = dr_;
|
|
|
|
save sgu_ex1 dr_obj_;
|
|
|