80 lines
1.4 KiB
Modula-2
80 lines
1.4 KiB
Modula-2
var y a k c i h eoy eoc eoh oy oc oh;
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varexo e eeoy eeoc eeoh;
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parameters theta rho eta gam bet delta aa r11 r12 r13 r21 r22 r23 r31 r32 r33 scy shc shy;
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bet = 0.99;
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delta = 0.025;
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theta = 0.2;
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rho = 0.9959;
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eta = 1.0051;
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gam = 0.0045;
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aa = 1.8;
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r11 = 0.99;
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r12 = 0;
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r13 = 0;
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r21 = 0;
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r22 = 0.99;
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r23 = 0;
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r31 = 0;
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r32 = 0;
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r33 = 0.99;
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scy = 0.0040;
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shy = 0.0015;
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shc = 0.0010;
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model(bytecode, block,cutoff=0);
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exp(y) = exp(a)*exp(k(-1))^theta*exp(h)^(1-theta);
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a = (1-rho)*aa+rho*a(-1)+e;
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exp(y) = exp(c) + exp(i);
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eta*exp(k) = (1-delta)*exp(k(-1))+exp(i);
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gam*exp(c)*exp(h) = (1-theta)*exp(y);
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eta/exp(c) = bet*(1/exp(c(+1)))*(theta*(exp(y(+1))/exp(k))+1-delta);
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eoy = r11*eoy(-1) + r12*eoc(-1) + r13*eoh(-1) + eeoy;
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eoc = r21*eoy(-1) + r22*eoc(-1) + r23*eoh(-1) + scy*eeoy+eeoc;
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eoh = r31*eoy(-1) + r32*eoc(-1) + r33*eoh(-1) + shy*eeoy+shc*eeoc+eeoh;
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oy = y + eoy;
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oc = c + eoc;
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oh = h + eoh;
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end;
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initval;
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e=0;
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eeoy=0;
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eeoc=0;
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eeoh=0;
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y= 7.99331700544506;
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a= 1.8;
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k= 9.59646163090336;
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c= 7.83132048725623;
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i= 6.09323152367607;
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h= 5.34253084908048;
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eoy= 0.0000;
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eoc= 0.0000;
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eoh= 0;
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oy= 7.99331700544506;
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oc= 7.83132048725623;
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oh= 5.34253084908048;
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k=k+0.000001;
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end;
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options_.dynatol.f=1e-12;
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steady(solve_algo=2,maxit=50);
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options_.dynatol.f=4e-5;
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shocks;
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var e;
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periods 1;
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values 0.02;
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end;
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model_info;
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perfect_foresight_setup(periods=2000);
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perfect_foresight_solver(stack_solve_algo = 0, maxit=10);
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rplot y;
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rplot k;
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