27 lines
363 B
Modula-2
27 lines
363 B
Modula-2
var dx dy x y;
|
|
varexo e_x e_y;
|
|
|
|
parameters rho_x rho_y;
|
|
|
|
rho_x = 0.5;
|
|
rho_y = -0.3;
|
|
|
|
model(block);
|
|
dx = rho_x*dx(-1)+e_x;
|
|
dy = rho_y*dy(-1)+e_y;
|
|
x = x(-1)+dx;
|
|
y = y(-1)+dy;
|
|
end;
|
|
|
|
shocks;
|
|
var e_x; stderr 0.01;
|
|
var e_y; stderr 0.01;
|
|
end;
|
|
steady;
|
|
check;
|
|
model_info;
|
|
simul(periods=50);
|
|
/*stoch_simul(order=1,periods=1000,irf=0,nomoments);
|
|
|
|
datatomfile('data1',[]);
|
|
*/ |