40 lines
599 B
Modula-2
40 lines
599 B
Modula-2
var a, b, c, h, k, y;
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varexo e,u;
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parameters beta, rho, alpha, delta, theta, psi, tau, phi;
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alpha = 0.36;
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rho = 0.95;
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tau = 0.025;
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beta = 0.99;
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delta = 0.025;
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psi = 0;
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theta = 2.95;
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phi = 0.1;
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model;
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c*theta*h^(1+psi)=(1-alpha)*y;
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k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
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y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
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k = exp(b)*(y-c)+(1-delta)*k(-1);
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a = rho*a(-1)+tau*b(-1) + e;
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b = tau*a(-1)+rho*b(-1) + u;
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end;
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initval;
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y = 1;
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c = 0.7;
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h = 0.1;
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k = 11;
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a = 0;
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b = 0;
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e = 0;
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u = 0;
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end;
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vcov = [ 0.000081 0.000008;0.000008 0.000081];
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order = 2;
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