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Dynare
dynare
Commits
6c2ddb1f
Commit
6c2ddb1f
authored
7 years ago
by
Stéphane Adjemian
Committed by
Stéphane Adjemian
7 years ago
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Merge pull request #1458 from JohannesPfeifer/example
NK_baseline.mod: handle forgotten parameter dependence
parent
30f2180a
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examples/NK_baseline.mod
+5
-5
5 additions, 5 deletions
examples/NK_baseline.mod
examples/NK_baseline_steadystate.m
+1
-0
1 addition, 0 deletions
examples/NK_baseline_steadystate.m
with
6 additions
and
5 deletions
examples/NK_baseline.mod
+
5
−
5
View file @
6c2ddb1f
...
...
@@ -155,18 +155,18 @@ sigma_m =-5.85;
Lambdamu=3.4e-3;
LambdaA = 2.8e-3;
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
/*
The following parameters are set in the steady state file as they depend on other
deep parameters
that
were estimated in the original study. Setting them in the
deep parameters
(some
were estimated in the original study
)
. Setting them in the
steady state file means they are updated for every parameter draw in the MCMC
algorithm, while the parameters initialized here are only set once for the initial
values of the parameters they depend on:
gammma1 as it depends on LambdaA, alppha, Lambdamu, betta, and delta
Rbar =0 as it depends on PI, LambdaA, alppha, Lambdamu, and betta
Lambdax
gammma1=mu_z*mu_I/betta-(1-delta);
R=1+(PIbar*mu_z/betta-1);
Lambdax=exp(LambdaYd);
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
*/
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examples/NK_baseline_steadystate.m
+
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−
0
View file @
6c2ddb1f
...
...
@@ -36,6 +36,7 @@ d=1;
phi
=
1
;
m
=
0
;
zeta
=
1
;
LambdaYd
=
(
LambdaA
+
alppha
*
Lambdamu
)/(
1
-
alppha
);
mu_z
=
exp
(
LambdaYd
);
mu_I
=
exp
(
Lambdamu
);
mu_A
=
exp
(
LambdaA
);
...
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