47 lines
1.7 KiB
Modula-2
47 lines
1.7 KiB
Modula-2
var lambda a1 a2 k1 k2 i1 i2 c1 c2 l1 l2;
|
|
varexo e e1 e2;
|
|
parameters beta delta rho sigma phi AA alpha gamma mu chi b Le tau;
|
|
beta = 0.99;
|
|
delta = 0.025;
|
|
rho = 0.95;
|
|
sigma = 0.001;
|
|
phi = 0.5;
|
|
alpha = 0.36;
|
|
AA = 0.028058361;
|
|
tau = 6.36522e-11;
|
|
gamma = 0.25;
|
|
mu = -0.2;
|
|
chi = 0.83;
|
|
b = 2.16872693993;
|
|
Le = 2.5;
|
|
|
|
model;
|
|
log(a1) = rho*log(a1(-1))+sigma*(e+e1);
|
|
log(a2) = rho*log(a2(-1))+sigma*(e+e2);
|
|
lambda = tau*c1^(-1/chi)*(c1^(1-1/chi)+b*(Le-l1)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1);
|
|
lambda = tau*c2^(-1/chi)*(c2^(1-1/chi)+b*(Le-l2)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1);
|
|
tau*(-b)*(Le-l1)^(-1/chi)*(c1^(1-1/chi)+b*(Le-l1)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1) = -lambda*a1*AA*(1-alpha)*l1^(mu-1)*(alpha*k1(-1)^mu+(1-alpha)*l1^mu)^(1/mu-1);
|
|
tau*(-b)*(Le-l2)^(-1/chi)*(c2^(1-1/chi)+b*(Le-l2)^(1-1/chi))^((1-1/gamma)/(1-1/chi)-1) = -lambda*a2*AA*(1-alpha)*l2^(mu-1)*(alpha*k2(-1)^mu+(1-alpha)*l2^mu)^(1/mu-1);
|
|
lambda*(1+phi*(i1/k1(-1)-delta)) =beta*lambda(+1)*(1+a1(+1)*AA*alpha*k1^(mu-1)*(alpha*k1^mu+(1-alpha)*l1(+1)^mu)^(1/mu-1)+phi*(1-delta+i1(+1)/k1-0.5*(i1(+1)/k1-delta))*(i1(+1)/k1-delta));
|
|
lambda*(1+phi*(i2/k2(-1)-delta)) =beta*lambda(+1)*(1+a2(+1)*AA*alpha*k2^(mu-1)*(alpha*k2^mu+(1-alpha)*l2(+1)^mu)^(1/mu-1)+phi*(1-delta+i2(+1)/k2-0.5*(i2(+1)/k2-delta))*(i2(+1)/k2-delta));
|
|
k1 = i1 + (1-delta)*k1(-1);
|
|
k2 = i2 + (1-delta)*k2(-1);
|
|
c1+i1-delta*k1(-1) + c2+i2-delta*k2(-1) = a1*AA*(alpha*k1(-1)^mu+(1-alpha)*l1^mu)^(1/mu)-(phi/2)*k1(-1)*(i1/k1(-1)-delta)^2 + a2*AA*(alpha*k2(-1)^mu+(1-alpha)*l2^mu)^(1/mu)-(phi/2)*k2(-1)*(i2/k2(-1)-delta)^2;
|
|
end;
|
|
initval;
|
|
a1 = 1;
|
|
a2 = 1;
|
|
k1 = 1;
|
|
k2 = 1;
|
|
c1 = 0.028058361;
|
|
c2 = 0.028058361;
|
|
i1 = 0.025;
|
|
i2 = 0.025;
|
|
l1 = 1;
|
|
l2 = 1;
|
|
lambda = 1;
|
|
end;
|
|
|
|
vcov = [1 0 0; 0 1 0; 0 0 1];
|
|
|
|
order = 4; |