39 lines
627 B
Modula-2
39 lines
627 B
Modula-2
// Do not forget to update deterministic_scalar.mod when this file is modified
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var(rows=3) X, Y, Z;
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var t;
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varexo(rows=3) E, U, V;
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parameters(rows=3, cols=3) P;
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P = [.1, .2, -.3; -.1, .5, .1; .2, -.3, .9];
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model;
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X = P*X(-1)+E;
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transpose(Y) = transpose(Y(-1))*transpose(P)+transpose(U);
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Z = V;
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t = Y[1](-1) + Y[2](+1);
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end;
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shocks;
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var E;
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periods 1 2;
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values [0.5; 0.6; 0.7] [0.2; 0.3; 0.4];
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var U[1];
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periods 3;
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values 0.8;
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var U[2];
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periods 3;
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values 0.7;
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var V[:];
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periods 1;
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values 0.1;
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end;
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perfect_foresight_setup(periods=50);
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perfect_foresight_solver;
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write_latex_dynamic_model;
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