87 lines
1.8 KiB
Modula-2
87 lines
1.8 KiB
Modula-2
var DOTQ Q1 Q2 Q3 Q4 X1 X2 X3 X4 C D1 D2 D3 D4 V;
|
|
|
|
varexo E_D1 E_D2 E_D3 E_D4;
|
|
|
|
parameters beta, r1, r2, r3, r4, gamma, ed1, ed2, ed3, ed4, rho1, rho2, rho3, rho4;
|
|
|
|
beta = 0.95;
|
|
r1 = 0.2;
|
|
r2 = 0.1;
|
|
r3 = 0.06;
|
|
r4 = 0.03;
|
|
|
|
gamma = 0.7;
|
|
ed1 = 0.1;
|
|
ed2 = 0.1;
|
|
ed3 = 0.1;
|
|
ed4 = 0.1;
|
|
|
|
rho1 = 0.3;
|
|
rho2 = 0.01;
|
|
rho3 = 0.6;
|
|
rho4 = 0.6;
|
|
|
|
model;
|
|
1 = (C + X1 + X2 + X3 + X4)/ (D1*Q1 + D2*Q2 + D3*Q3 + D4*Q4);
|
|
1 = (Q1(-1) + X1(-1) - r1*X1(-1)*X1(-1))/(DOTQ*Q1);
|
|
1 = (Q2(-1) + X2(-1) - r2*X2(-1)*X2(-1))/(DOTQ*Q2);
|
|
1 = (Q3(-1) + X3(-1) - r3*X3(-1)*X3(-1))/(DOTQ*Q3);
|
|
1 = (Q4(-1) + X4(-1) - r4*X4(-1)*X4(-1))/(DOTQ*Q4);
|
|
Q1+Q2+Q3+Q4 = 1;
|
|
1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r1*X1(+1))*(D1(+1)*(1-2*r1*X1(+1))+1)/(C^(-gamma)/(1-2*r1*X1));
|
|
1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r2*X2(+1))*(D2(+1)*(1-2*r2*X2(+1))+1)/(C^(-gamma)/(1-2*r2*X2));
|
|
1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r3*X3(+1))*(D3(+1)*(1-2*r3*X3(+1))+1)/(C^(-gamma)/(1-2*r3*X3));
|
|
1 = beta*DOTQ(+1)^(-gamma)*C(+1)^(-gamma)/(1-2*r4*X4(+1))*(D4(+1)*(1-2*r4*X4(+1))+1)/(C^(-gamma)/(1-2*r4*X4));
|
|
|
|
|
|
1 = D1(-1)^rho1/D1*ed1^(1-rho1)*exp(E_D1);
|
|
1 = D2(-1)^rho2/D2*ed2^(1-rho2)*exp(E_D2);
|
|
1 = D3(-1)^rho3/D3*ed3^(1-rho3)*exp(E_D3);
|
|
1 = D4(-1)^rho4/D4*ed4^(1-rho4)*exp(E_D4);
|
|
|
|
/*
|
|
D1-ed1 = rho1*(D1(-1)-ed1) + E_D1;
|
|
D2-ed2 = rho2*(D2(-1)-ed2) + E_D2;
|
|
D3-ed3 = rho3*(D3(-1)-ed3) + E_D3;
|
|
D4-ed4 = rho4*(D4(-1)-ed4) + E_D4;
|
|
*/
|
|
|
|
V/(C^(1-gamma)/(1-gamma) + beta*V(+1)) = 1;
|
|
end;
|
|
|
|
initval;
|
|
Q1 =0.0769231;
|
|
Q2 =0.1538462;
|
|
Q3 =0.2564103;
|
|
Q4 =0.5128205;
|
|
X1 =0.0049761;
|
|
X2 =0.0099522;
|
|
X3 =0.0165871;
|
|
X4 =0.0331741;
|
|
D1 =0.1;
|
|
D2 =0.1;
|
|
D3 =0.1;
|
|
D4 =0.1;
|
|
DOTQ =1.0646251;
|
|
C =0.0353105;
|
|
V =24.450057;
|
|
end;
|
|
|
|
/*
|
|
vcov = [
|
|
0.0005 0 0 0;
|
|
0 0.00025 0 0;
|
|
0 0 0.0005 0;
|
|
0 0 0 0.00025
|
|
];
|
|
*/
|
|
|
|
vcov = [
|
|
0.05 0 0 0;
|
|
0 0.025 0 0;
|
|
0 0 0.05 0;
|
|
0 0 0 0.025
|
|
];
|
|
|
|
order=4;
|