33 lines
913 B
Modula-2
33 lines
913 B
Modula-2
var c,a1,k1,a2,k2;
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varexo e,e1,e2;
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parameters beta, gamma, phi, delta, alpha, rho, zeta, sigma, N;
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alpha = 0.36;
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delta = 0.025;
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phi = 2;
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gamma = 1;
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beta = 0.99;
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rho = 0.95;
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zeta = 2;
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sigma = 0.005;
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N = 2;
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model;
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c^(-gamma)*(1+phi*zeta*(k1-k1(-1))^(zeta-1)/(2*k1(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k1-k1(-1))^(zeta-1)/(2*k1(-1))+phi*(k1-k1(-1))^zeta/(2*k1(-1)^2)-delta+alpha*a1(+1)*k1^(alpha-1));
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log(a1) = rho*log(a1(-1))+sigma*(e+e1);
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c^(-gamma)*(1+phi*zeta*(k2-k2(-1))^(zeta-1)/(2*k2(-1))) = beta*c(+1)^(-gamma)*(1+phi*zeta*(k2-k2(-1))^(zeta-1)/(2*k2(-1))+phi*(k2-k2(-1))^zeta/(2*k2(-1)^2)-delta+alpha*a2(+1)*k2^(alpha-1));
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log(a2) = rho*log(a2(-1))+sigma*(e+e2);
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N*c+k1+phi*(k1-k1(-1))^zeta/(2*k1)-(1-delta)*k1(-1)+k2+phi*(k2-k2(-1))^zeta/(2*k2)-(1-delta)*k2(-1)= a1*k1(-1)^alpha+a2*k2(-1)^alpha;
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end;
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initval;
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c=1;
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e=0;
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a1=1;
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e1=0;
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k1=10;
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a2=1;
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e2=0;
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k2=10;
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end;
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vcov=[1 0 0; 0 1 0; 0 0 1];
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order = 4; |