92 lines
1.8 KiB
Modula-2
92 lines
1.8 KiB
Modula-2
var m P c e W R k d n l gy_obs gp_obs y dA;
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varexo e_a e_m;
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parameters alp bet gam mst rho psi del;
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alp = 0.33;
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bet = 0.99;
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gam = 0.003;
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mst = 1.011;
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rho = 0.7;
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psi = 0.787;
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del = 0.02;
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@#if block_bytecode == 2
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model(block, bytecode);
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@#else
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@# if block_bytecode == 1
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model(block);
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@# else
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model;
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@# endif
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@#endif
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/*0*/ exp(gam+e_a) = dA ;
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/*1*/ log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
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/*2*/ -P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
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/*3*/ l/n = W;
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/*4*/ -(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
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/*5*/ R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
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/*6*/ 1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
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/*7*/ c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
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/*8*/ P*c = m;
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/*9*/ m-1+d = l;
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/*10*/ e = exp(e_a);
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/*11*/ k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)) = y ;
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/*12*/ gy_obs = dA*y/y(-1);
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/*13*/ gp_obs = (P/P(-1))*m(-1)/dA;
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end;
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initval;
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k = 6;
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m = mst;
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P = 2.25;
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c = 0.45;
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e = 1;
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W = 4;
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R = 1.02;
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d = 0.85;
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n = 0.19;
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l = 0.86;
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y = 0.6;
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gy_obs = exp(gam);
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gp_obs = exp(-gam);
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dA = exp(gam);
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e_a=0;
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e_m=0;
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end;
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shocks;
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var e_a; stderr 0.014;
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var e_m; stderr 0.005;
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end;
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options_.maxit_=10;
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steady(solve_algo = @{solve_algo});
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@#if block_bytecode > 0
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model_info;
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@#endif
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shocks;
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var e_a;
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periods 1;
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values 0.16;
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end;
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simul(periods=200, stack_solve_algo = @{stack_solve_algo});
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@#if block_bytecode > 0
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if ~exist('fs2000_simk_results.mat','file');
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error('fs2000_simk must be run first');
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end;
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oo1 = load('fs2000_simk_results','oo_');
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err = max(max(abs(oo_.endo_simul - oo1.oo_.endo_simul)))
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disp(['Max error in simulation: ' num2str(err)])
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if err > 1e-4
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error('Error above the threshold')
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end;
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@#endif
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