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41 results

conf.py

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  • example1.mod 1.52 KiB
    /*
     * Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
     * A practical guide" (see "guide.pdf" in the documentation directory).
     */
    
    /*
     * Copyright (C) 2001-2010 Dynare Team
     *
     * This file is part of Dynare.
     *
     * Dynare is free software: you can redistribute it and/or modify
     * it under the terms of the GNU General Public License as published by
     * the Free Software Foundation, either version 3 of the License, or
     * (at your option) any later version.
     *
     * Dynare is distributed in the hope that it will be useful,
     * but WITHOUT ANY WARRANTY; without even the implied warranty of
     * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     * GNU General Public License for more details.
     *
     * You should have received a copy of the GNU General Public License
     * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
     */
    
    
    var y, c, k, a, h, b;
    varexo e, u;
    
    parameters beta, rho, alpha, delta, theta, psi, tau;
    
    alpha = 0.36;
    rho   = 0.95;
    tau   = 0.025;
    beta  = 0.99;
    delta = 0.025;
    psi   = 0;
    theta = 2.95;
    
    phi   = 0.1;
    
    model;
    c*theta*h^(1+psi)=(1-alpha)*y;
    k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
        *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
    y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
    k = exp(b)*(y-c)+(1-delta)*k(-1);
    a = rho*a(-1)+tau*b(-1) + e;
    b = tau*a(-1)+rho*b(-1) + u;
    end;
    
    initval;
    y = 1.08068253095672;
    c = 0.80359242014163;
    h = 0.29175631001732;
    k = 11.08360443260358;
    a = 0;
    b = 0;
    e = 0;
    u = 0;
    end;
    
    shocks;
    var e; stderr 0.009;
    var u; stderr 0.009;
    var e, u = phi*0.009*0.009;
    end;
    
    stoch_simul;