42 lines
571 B
Modula-2
42 lines
571 B
Modula-2
var y pi i;
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varexo e_y e_pi e_i;
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parameters a1 a2 a3 b1 b2 b3 c1 c2 c3;
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a1 = .2;
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a2 = .8;
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a3 = .05;
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b1 = .3;
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b2 = .7;
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b3 = .1;
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c1 = 0.9;
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c2 = 1.5;
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c3 = 0.5;
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model;
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y = a1*y(-1) + a2*y(1) - a3*(i-pi(1)) + e_y ;
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pi = b1*pi(-1) + b2*pi(1) + b3*y + e_pi ;
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i = max(c1*i(-1) + c2*pi(1) + c3*y + e_i, -.05) ;
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end;
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steady;
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check;
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shocks;
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var e_y = 0.002;
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var e_pi = 0.004;
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var e_i = 0.001;
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end;
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extended_path(periods=200);
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verbatim;
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data = [Simulated_time_series dseries(oo_.exo_simul, '2Y', {'e_y', 'e_pi', 'e_i'})];
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save(data,'truedata', 'mat');
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end;
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