73 lines
3.5 KiB
Modula-2
73 lines
3.5 KiB
Modula-2
@#include "sw-common-header.inc"
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model;
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# PI_star = 1 + pi_bar/100;
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# gamma = 1 + gamma_bar/100 ;
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# beta = 1/(1 + beta_const/100);
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# beta_bar = beta*gamma^(-sigma_c);
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# Rk = (beta^(-1)) * (gamma^sigma_c) - (1-delta);
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# W = (alpha^alpha*(1-alpha)^(1-alpha)/(phi_p*Rk^alpha))^(1/(1-alpha));
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# I_K_bar = (1-(1-delta)/gamma);
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# I_K = (1-(1-delta)/gamma)*gamma;
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# L_K = ((1-alpha)/alpha)*(Rk/W);
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# K_Y = phi_p*(L_K)^(alpha-1);
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# I_Y = I_K * K_Y;
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# C_Y = 1 - G - I_K*K_Y;
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# Z_Y = Rk*K_Y;
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# WL_C = (1/phi_w)*(1-alpha)/alpha*Rk*K_Y/C_Y;
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# r_bar=((PI_star/(beta*gamma^(-sigma_c)))-1)*100;
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eps_a = alpha * rkf + (1-alpha)*wf;
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zcapf = (1/(psi/(1-psi))) * rkf;
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rkf = (wf)+labf-kf;
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kf = kpf(-1) + zcapf;
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invef = (1/(1+beta_bar*gamma))*(invef(-1) + beta_bar*gamma*invef(1)+(1/(gamma^2*phi))*pkf) + eps_i;
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pkf = ((1-delta)/(Rk+(1-delta))) * pkf(+1) + (Rk/(Rk+(1-delta))) * rkf(+1) + (-rrf) + (1/((1-lambda/gamma)/(sigma_c*(1+lambda/gamma)))) * eps_b ;
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cf = (lambda/gamma)/(1+lambda/gamma)*cf(-1) + (1/(1+lambda/gamma))*cf(+1) +((sigma_c-1)*WL_C/(sigma_c*(1+lambda/gamma)))*(labf-labf(+1)) - (1-lambda/gamma)/(sigma_c*(1+lambda/gamma))*(rrf+0*eps_b) + eps_b ;
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yf = C_Y*cf+I_Y*invef+eps_g + Z_Y*zcapf;
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yf = phi_p*( alpha*kf+(1-alpha)*labf +eps_a );
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wf = sigma_l*labf +(1/(1-lambda/gamma))*cf - (lambda/gamma)/(1-lambda/gamma)*cf(-1) ;
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kpf = (1-I_K_bar)*kpf(-1)+(I_K_bar)*invef + (I_K_bar)*(gamma^2*phi)*eps_i ;
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mc = alpha*rk + (1-alpha)*w - eps_a;
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zcap = ((1 - psi)/psi) * rk;
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rk = w + l - k_s;
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k_s = k(-1) + zcap;
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i = (1/(1 + beta_bar*gamma)) * (i(-1) + (beta_bar * gamma) * i(1) + (1/(gamma^2*phi)) * q) + eps_i;
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q = ((1-delta)/(Rk+(1-delta)))*q(1) + (Rk/(Rk+(1-delta))) * rk(1) - r + pinf(+1) + (1/((1-lambda/gamma)/(sigma_c*(1+lambda/gamma)))) * eps_b ;
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c = (lambda/gamma)/(1+lambda/gamma) * c(-1) + (1/(1+lambda/gamma)) * c(+1) + ((sigma_c-1)*WL_C/(sigma_c*(1+lambda/gamma))) * (l - l(+1)) - (1-lambda/gamma)/(sigma_c*(1+lambda/gamma)) * (r - pinf(+1)) + eps_b;
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y = C_Y * c + I_Y * i + eps_g + Z_Y * zcap;
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y = phi_p * (alpha * k_s + (1-alpha) * l + eps_a);
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pinf = (1/(1+beta_bar*gamma*iota_p)) * (beta_bar*gamma*pinf(+1) + iota_p * pinf(-1) + ((1-xi_p)*(1-beta_bar*gamma*xi_p)/xi_p)/((phi_p-1)*curv_p+1) * mc) + eps_p ;
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w = (1/(1+beta_bar*gamma))*w(-1)
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+(beta_bar*gamma/(1+beta_bar*gamma))*w(1)
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+(iota_w/(1+beta_bar*gamma))*pinf(-1)
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-(1+beta_bar*gamma*iota_w)/(1+beta_bar*gamma)*pinf
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+(beta_bar*gamma)/(1+beta_bar*gamma)*pinf(1)
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+(1-xi_w)*(1-beta_bar*gamma*xi_w)/((1+beta_bar*gamma)*xi_w)*(1/((phi_w-1)*curv_w+1))*
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(sigma_l*l + (1/(1-lambda/gamma))*c - ((lambda/gamma)/(1-lambda/gamma))*c(-1) -w)
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+ 1*eps_w ;
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[mcp='r > -1.944781619515523']
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r = r_pi * (1-rho) * pinf + r_y * (1-rho) * (y-yf) + r_dy * ( y - yf - (y(-1) - yf(-1))) + rho * r(-1) + eps_r;
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eps_a = rho_a * eps_a(-1) + eta_a;
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eps_b = rho_b * eps_b(-1) + eta_b;
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eps_g = rho_g * eps_g(-1) + eta_g + rho_ga * eta_a;
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eps_i = rho_i * eps_i(-1) + eta_i;
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eps_r = rho_r * eps_r(-1) + eta_r;
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eps_p = rho_p * eps_p(-1) + eta_p_ma - Mu_p * eta_p_ma(-1);
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eta_p_ma = eta_p;
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eps_w = rho_w * eps_w(-1) + eta_w_ma - Mu_w * eta_w_ma(-1);
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eta_w_ma = eta_w;
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k = (1-I_K_bar) * k(-1) + I_K_bar * i + I_K_bar*gamma^2*phi*eps_i;
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dy = y - y(-1) + gamma_bar;
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dc = c - c(-1) + gamma_bar;
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dinve = i - i(-1) + gamma_bar;
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dw = w - w(-1) + gamma_bar;
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pinfobs = pinf + pi_bar;
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robs = r + r_bar;
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labobs = l + l_bar;
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end;
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@#include "sw-common-footer.inc"
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perfect_foresight_setup(periods=1000);
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perfect_foresight_solver(lmmcp);
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