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