26 lines
402 B
Modula-2
26 lines
402 B
Modula-2
var dx dy x y;
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varexo e_x e_y;
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parameters rho_x rho_y b a1 a2;
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rho_x = 0.5;
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rho_y = -0.3;
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b = 1;
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a1 = -0.1;
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a2 = 0.2;
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model;
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dx = rho_x*dx(-1)+a1*(x(-1)-b*y(-1))+e_x;
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dy = rho_y*dy(-1)+a2*(x(-1)-b*y(-1))+e_y;
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x = x(-1)+dx;
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y = y(-1)+dy;
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end;
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shocks;
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var e_x; stderr 0.01;
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var e_y; stderr 0.01;
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end;
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stoch_simul(order=1,periods=1000,irf=0,nomoments);
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save data2 dx dy x y; |