99 lines
3.5 KiB
Modula-2
99 lines
3.5 KiB
Modula-2
var MC EH EF R_KF QF CF IF YF LF PIEF WF RF R_KH QH CH IH YH LH PIEH WH RH EE_A PIE_BAR EE_B EE_G EE_L EE_I KF KH ONE;
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varexo E_A E_B E_G E_L E_I ETA_R E_PIE_BAR ETA_Q ETA_P ETA_W ;
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parameters xi_e lambda_w alpha czcap beta phi_i tau sig_c hab ccs cinvs phi_y gamma_w xi_w gamma_p xi_p sig_l r_dpi r_pie r_dy r_y rho rho_a rho_pb rho_b rho_g rho_l rho_i ;
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alpha=.30;
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beta=0.99;
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tau=0.025;
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ccs=0.6;
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cinvs=.22;
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lambda_w = 0.5;
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phi_i= 6.771;
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sig_c= 1.353;
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hab= 0.573;
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xi_w= 0.737;
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sig_l= 2.400;
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xi_p= 0.908;
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xi_e= 0.599;
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gamma_w= 0.763;
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gamma_p= 0.469;
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czcap= 0.169;
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phi_y= 1.408;
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r_pie= 1.684;
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r_dpi= 0.14;
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rho= 0.961;
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r_y= 0.099;
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r_dy= 0.159;
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rho_a= 0.823;
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rho_b= 0.855;
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rho_g= 0.949;
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rho_l= 0.889;
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rho_i= 0.927;
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rho_pb= 0.924;
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model;
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CF = (1/(1+hab))*(CF(1)+hab*CF(-1))-((1-hab)/((1+hab)*sig_c))*(RF-PIEF(1)-EE_B) ;
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0 = alpha*R_KF+(1-alpha)*WF -EE_A ;
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PIEF = 0*ONE;
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IF = (1/(1+beta))* (( IF(-1) + beta*(IF(1)))+(1/phi_i)*QF)+0*ETA_Q+EE_I ;
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QF = -(RF-PIEF(1))+(1-beta*(1-tau))*((1+czcap)/czcap)*R_KF(1)+beta*(1-tau)*QF(1) +0*EE_I ;
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KF = (1-tau)*KF(-1)+tau*IF(-1) ;
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YF = (ccs*CF+cinvs*IF)+EE_G ;
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YF = 1*phi_y*( alpha*KF+alpha*(1/czcap)*R_KF+(1-alpha)*LF+EE_A ) ;
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WF = (sig_c/(1-hab))*(CF-hab*CF(-1)) + sig_l*LF - EE_L ;
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LF = R_KF*((1+czcap)/czcap)-WF+KF ;
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EF = EF(-1)+EF(1)-EF+(LF-EF)*((1-xi_e)*(1-xi_e*beta)/(xi_e));
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CH = (hab/(1+hab))*CH(-1)+(1/(1+hab))*CH(1)-((1-hab)/((1+hab)*sig_c))*(RH-PIEH(1)-EE_B) ;
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IH = (1/(1+beta))* (( IH(-1) + beta*(IH(1)))+(1/phi_i)*QH )+1*ETA_Q+1*EE_I ;
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QH = -(RH-PIEH(1))+(1-beta*(1-tau))*((1+czcap)/czcap)*R_KH(1)+beta*(1-tau)*QH(1) +EE_I*0+0*ETA_Q ;
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KH = (1-tau)*KH(-1)+tau*IH(-1) ;
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YH = (ccs*CH+cinvs*IH)+ EE_G ;
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YH = phi_y*( alpha*KH+alpha*(1/czcap)*R_KH+(1-alpha)*LH ) +phi_y*EE_A ;
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PIEH = (1/(1+beta*gamma_p))*
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(
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(beta)*(PIEH(1)) +(gamma_p)*(PIEH(-1))
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+((1-xi_p)*(1-beta*xi_p)/(xi_p))*(MC)
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) + ETA_P ;
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MC = alpha*R_KH+(1-alpha)*WH -EE_A;
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WH = (1/(1+beta))*(beta*WH(+1)+WH(-1))
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+(beta/(1+beta))*(PIEH(+1))
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-((1+beta*gamma_w)/(1+beta))*(PIEH)
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+(gamma_w/(1+beta))*(PIEH(-1))
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-(1/(1+beta))*(((1-beta*xi_w)*(1-xi_w))/(((1+(((1+lambda_w)*sig_l)/(lambda_w))))*xi_w))*(WH-sig_l*LH-(sig_c/(1-hab))*(CH-hab*CH(-1))+EE_L)
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+ETA_W;
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LH = R_KH*((1+czcap)/czcap)-WH+KH ;
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RH = r_dpi*(PIEH-PIEH(-1))
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+(1-rho)*(r_pie*(PIEH(-1)-PIE_BAR)+r_y*(YH-YF))
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+r_dy*(YH-YF-(YH(-1)-YF(-1)))
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+rho*(RH(-1)-PIE_BAR)
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+PIE_BAR
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+ETA_R;
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EH = EH(-1)+EH(1)-EH+(LH-EH)*((1-xi_e)*(1-xi_e*beta)/(xi_e));
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EE_A = (rho_a)*EE_A(-1) + E_A;
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PIE_BAR = rho_pb*PIE_BAR(-1)+ E_PIE_BAR ;
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EE_B = rho_b*EE_B(-1) + E_B ;
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EE_G = rho_g*EE_G(-1) + E_G ;
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EE_L = rho_l*EE_L(-1) + E_L ;
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EE_I = rho_i*EE_I(-1) + E_I ;
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ONE = 0*ONE(-1) ;
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end;
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vcov = [0.357604 0 0 0 0 0 0 0 0 0;
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0 0.112896 0 0 0 0 0 0 0 0;
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0 0 0.105625 0 0 0 0 0 0 0;
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0 0 0 12.39040 0 0 0 0 0 0;
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0 0 0 0 0.722500 0 0 0 0 0;
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0 0 0 0 0 0.656100 0 0 0 0;
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0 0 0 0 0 0 0.000289 0 0 0;
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0 0 0 0 0 0 0 0.364816 0 0;
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0 0 0 0 0 0 0 0 0.025600 0;
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0 0 0 0 0 0 0 0 0 0.083521];
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order = 1;
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