70 lines
1.4 KiB
PHP
70 lines
1.4 KiB
PHP
var y
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y_s
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R
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pie $\pi$
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dq
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pie_s
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de
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A
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y_obs ${y^{obs}}$
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pie_obs ${\pi^{obs}}$
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R_obs ${R^{obs}}$;
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varexo e_R ${\varepsilon^R}$
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e_q ${\varepsilon^q}$
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e_ys ${\varepsilon^{ys}}$
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e_pies ${\varepsilon^\pi}$
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e_A ${\varepsilon^A}$;
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parameters psi1 ${\psi_1}$
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psi2 ${\psi_2}$
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psi3 ${\psi_3}$
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rho_R ${\rho_R}$
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tau ${\tau}$
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alpha ${\alpha}$
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rr
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k
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rho_q ${\rho_q}$
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rho_A ${\rho_A}$
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rho_ys ${\rho_{ys}}$
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rho_pies ${\rho_\pi}$;
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psi1 = 1.54;
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psi2 = 0.25;
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psi3 = 0.25;
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rho_R = 0.5;
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alpha = 0.3;
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rr = 2.51;
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k = 0.5;
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tau = 0.5;
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rho_q = 0.4;
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rho_A = 0.2;
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rho_ys = 0.9;
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rho_pies = 0.7;
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model(linear);
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y = y(+1) - (tau +alpha*(2-alpha)*(1-tau))*(R-pie(+1))-alpha*(tau +alpha*(2-alpha)*(1-tau))*dq(+1) + alpha*(2-alpha)*((1-tau)/tau)*(y_s-y_s(+1))-A(+1);
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pie = exp(-rr/400)*pie(+1)+alpha*exp(-rr/400)*dq(+1)-alpha*dq+(k/(tau+alpha*(2-alpha)*(1-tau)))*y+k*alpha*(2-alpha)*(1-tau)/(tau*(tau+alpha*(2-alpha)*(1-tau)))*y_s;
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pie = de+(1-alpha)*dq+pie_s;
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R = rho_R*R(-1)+(1-rho_R)*(psi1*pie+psi2*(y+alpha*(2-alpha)*((1-tau)/tau)*y_s)+psi3*de)+e_R;
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dq = rho_q*dq(-1)+e_q;
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y_s = rho_ys*y_s(-1)+e_ys;
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pie_s = rho_pies*pie_s(-1)+e_pies;
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A = rho_A*A(-1)+e_A;
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y_obs = y-y(-1)+A;
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pie_obs = 4*pie;
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R_obs = 4*R;
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end;
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shocks;
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var e_R = 1.25^2;
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var e_q = 2.5^2;
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var e_A = 1.89;
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var e_ys = 1.89;
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var e_pies = 1.89;
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end;
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varobs y_obs R_obs pie_obs dq de;
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options_.TeX=1; |