diff --git a/my_project/Test test test.dproj b/my_project/Test test test.dproj deleted file mode 100644 index 3f91e7b3004c256d36f6e4d66010a00f790f1fe7..0000000000000000000000000000000000000000 Binary files a/my_project/Test test test.dproj and /dev/null differ diff --git a/my_project/fs2000.mod b/my_project/fs2000.mod deleted file mode 100644 index 4b867ecfa4f4a9afe9d81a058e40c51caa5f8fa9..0000000000000000000000000000000000000000 --- a/my_project/fs2000.mod +++ /dev/null @@ -1,103 +0,0 @@ -// See fs2000.mod in the examples/ directory for details on the model - -var -m $m$ (long_name='Money growth rate') -P $P$ (long_name='Prices') -c $c$ (long_name='Consumption') -e $e$ (long_name='e') -W $W$ (long_name='Wages') -R $R$ (long_name='Interest rate') -k $k$ (long_name='Capital') -d $d$ (long_name='Bank deposits') -n $n$ (long_name='Labor') -l $l$ (long_name='Bank loans') -gy_obs $gy_obs$ (long_name='Output growth rate') -gp_obs $gp_obs$ (long_name='Inflation') -y $y$ (long_name='Output') -dA $dA$ (long_name='dA') -; - -varexo -e_a $e_a$ (long_name='Technology shock') -e_m $e_m$ (long_name='Monetary shock') -; - -parameters -alp $alpha$ -bet $beta$ -gam $gama$ -mst $mst$ -rho $rho$ -psi $psi$ -del $del$ -; - - -alp = 0.33; -bet = 0.99; -gam = 0.003; -mst = 1.011; -rho = 0.7; -psi = 0.787; -del = 0.02; - -model; -dA = exp(gam+e_a); -log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m; --P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0; -W = l/n; --(psi/(1-psi))*(c*P/(1-n))+l/n = 0; -R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W; -1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0; -c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1); -P*c = m; -m-1+d = l; -e = exp(e_a); -y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)); -gy_obs = dA*y/y(-1); -gp_obs = (P/P(-1))*m(-1)/dA; -end; - -initval; -k = 6; -m = mst; -P = 2.25; -c = 0.45; -e = 1; -W = 4; -R = 1.02; -d = 0.85; -n = 0.19; -l = 0.86; -y = 0.6; -gy_obs = exp(gam); -gp_obs = exp(-gam); -dA = exp(gam); -end; - -shocks; -var e_a; stderr 0.014; -var e_m; stderr 0.005; -end; - -steady; - -check; - -estimated_params; -alp, beta_pdf, 0.356, 0.02; -bet, beta_pdf, 0.993, 0.002; -gam, normal_pdf, 0.0085, 0.003; -mst, normal_pdf, 1.0002, 0.007; -rho, beta_pdf, 0.129, 0.223; -psi, beta_pdf, 0.65, 0.05; -del, beta_pdf, 0.01, 0.005; -stderr e_a, inv_gamma_pdf, 0.035449, inf; -stderr e_m, inv_gamma_pdf, 0.008862, inf; -end; - -varobs gp_obs gy_obs; - -options_.solve_tolf = 1e-12; - -//estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=200,mh_nblocks=2,mh_jscale=0.8); diff --git a/my_project/fsdat_simul.m b/my_project/fsdat_simul.m deleted file mode 100644 index f9efbf738025390716c15b6966038a6c6aedab38..0000000000000000000000000000000000000000 --- a/my_project/fsdat_simul.m +++ /dev/null @@ -1,845 +0,0 @@ -gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 0.96427632 - 1.0083272 - 1.0007882 - 0.99038262 - 1.0031336 - 0.99500213 - 0.98203716 - 0.9889452 - 1.011632 - 0.99451949 - 0.97291047 - 0.98750871 - 0.99992418 - 0.97657318 - 0.99930448 - 1.0008515 - 1.0044064 - 0.98133792 - 1.0091702 - 1.0087023 - 1.0119876 - 1.0143019 - 1.0311061 - 0.99340471 - 1.0057428 - 0.99197259 - 1.0071019 - 0.99448853 - 1.0061819 - 1.0070088 - 0.9950913 - 1.0302318 - 0.9817693 - 1.0072885 - 0.97355282 - 0.98782586 - 1.0136674 - 0.99863956 - 1.0205668 - 0.99611384 - 1.0073805 - 0.99691529 - 1.0089194 - 1.0030467 - 1.0112006 - 1.0260523 - 0.97803331 - 0.99423374 - 1.0043727 - 1.0140173 - 1.0111473 - 0.99524348 - 0.99775943 - 0.9958619 - 0.9982344 - 1.0210212 - 1.0022288 - 1.0014801 - 1.011456 - 1.0124871 - 0.99843599 - 0.99324886 - 0.99912838 - 1.003327 - 1.0072071 - 1.0115223 - 1.009266 - 1.0070554 - 1.0129916 - 1.0053413 - 1.0051638 - 0.99212952 - 1.0214422 - 0.98716707 - 0.99905788 - 0.98877357 - 0.98568476 - 0.99767393 - 1.0061791 - 0.98423439 - 0.99492949 - 0.98786999 - 0.99754239 - 1.0168619 - 0.99472384 - 1.0041658 - 0.98123181 - 1.0112882 - 0.99245422 - 1.0010255 - 1.0017799 - 1.0089968 - 1.0072824 - 0.99768475 - 1.0044726 - 1.0118678 - 1.0056385 - 1.0276965 - 1.0025122 - 1.0065161 - 1.0234338 - 0.99760167 - 0.98922272 - 1.0101918 - 1.011615 - 1.0085286 - 1.0074455 - 0.98866757 - 0.99959012 - 1.0129881 - 0.99127881 - 0.97971901 - 1.0185314 - 1.020054 - 1.0132605 - 0.98063643 - 0.99490253 - 1.0101531 - 1.0004526 - 1.0059109 - 0.98974491 - 1.0062391 - 1.0216488 - 0.99398446 - 0.97786609 - 1.0019274 - 0.99587153 - 1.0095881 - 1.0111887 - 0.99457649 - 0.97896734 - 1.000172 - 1.0142951 - 1.0034224 - 1.0037242 - 1.0016059 - 1.016556 - 0.99687023 - 1.0117844 - 1.0059212 - 0.98083159 - 0.98638851 - 1.0128713 - 1.0096232 - 1.0115891 - 1.0011213 - 1.0147105 - 1.0066344 - 1.0164429 - 0.99825038 - 0.99403411 - -]; - -gp_obs =[ - 1.0079715 - 1.0074573 - 1.0153107 - 1.0152677 - 1.0011653 - 0.99950061 - 1.0328311 - 1.0192317 - 1.009827 - 0.99588916 - 1.007474 - 1.0113061 - 0.98696624 - 0.99978663 - 0.98240542 - 0.98861723 - 0.99008763 - 1.0185076 - 1.0052452 - 0.99447194 - 1.0092685 - 1.01208 - 1.0105237 - 0.98513875 - 1.0165628 - 0.99485934 - 1.0050255 - 1.0140756 - 1.0093128 - 1.0155868 - 1.0107023 - 0.99212762 - 1.0095465 - 1.0028435 - 1.0069437 - 1.0070473 - 1.0145902 - 1.0186922 - 1.0059917 - 1.0113072 - 1.0107386 - 0.99769196 - 0.99793444 - 1.0050791 - 0.98307821 - 1.0107594 - 0.99689982 - 0.98667064 - 0.9991662 - 0.98274722 - 0.98422032 - 0.99393016 - 1.0118567 - 0.99912781 - 1.0023744 - 1.0086662 - 1.0164773 - 1.0169327 - 1.0372478 - 1.0314242 - 1.0004256 - 1.0110541 - 1.0076575 - 1.0119851 - 1.0055188 - 1.0213959 - 1.0234416 - 1.0264917 - 1.0292725 - 1.0385184 - 1.0200999 - 1.0107697 - 1.008583 - 1.0200332 - 1.0030413 - 1.0108659 - 1.0185145 - 1.0168619 - 1.0180462 - 1.0239657 - 1.0205509 - 1.0189973 - 1.0246446 - 1.0135089 - 1.0352973 - 1.0099289 - 1.0266474 - 1.0279829 - 1.0101653 - 1.041216 - 1.0103861 - 1.0114727 - 1.0054605 - 1.0190722 - 1.0114837 - 1.0179213 - 1.006082 - 1.0049696 - 1.0143629 - 0.9971036 - 1.0005602 - 1.0078403 - 1.0240222 - 1.0195063 - 1.0355136 - 1.0218743 - 1.0171331 - 1.0049817 - 1.0140974 - 1.0168431 - 1.0049966 - 1.0045568 - 1.0156414 - 1.0273055 - 1.0197653 - 1.0030624 - 1.0154993 - 0.99782084 - 0.99711648 - 1.014408 - 1.0057417 - 0.99936837 - 1.0096934 - 1.0095138 - 1.0057734 - 1.0114497 - 1.0059784 - 1.0328889 - 1.0098032 - 1.0041114 - 1.0101247 - 1.0181588 - 1.0115712 - 1.0227509 - 1.0065104 - 1.0110902 - 1.0298169 - 1.0089532 - 1.0368733 - 1.0123033 - 1.0060763 - 1.0150937 - 1.0239325 - 0.99555536 - 0.99861271 - 1.0076201 - 0.99941535 - 1.0119522 - 1.0129183 - 0.99288924 - 1.0260784 - 1.0144982 - 1.0121985 - 1.0234916 - 1.02215 - 1.0190118 - 1.0172679 - 1.0118398 - 1.0002123 - 1.0092124 - 1.0071943 - 0.99508468 - 1.0019303 - 1.0030733 - 0.9964198 - 1.0027298 - 0.99797614 - 1.006942 - 0.99793928 - 1.0083214 - 1.0283732 - 1.0111102 - 1.016936 - 1.0229061 - 0.98846454 - 1.0015387 - 1.0201769 - 1.0079822 - 1.0064007 - 1.0095543 - 1.0092207 - 1.0135485 - 1.0198974 - 1.0140252 - 1.0128686 - 1.0092903 - 1.0141974 - 1.0023492 - 0.99731455 - 1.0026598 - 0.99303643 - 1.0036469 - 1.0160975 - 1.0368378 - 1.0139625 - 1.01493 - 1.0113531 - 1.0114548 - 0.99833441 - 0.99648401 - 0.97645361 - 1.0154053 - 1.01703 - -]; - -Y_obs =[ - 1 - 0.99690484 - 1.0111781 - 1.0028141 - 1.0251518 - 1.0371688 - 1.0118899 - 0.98720726 - 1.0001589 - 1.0057481 - 1.0130085 - 1.0107643 - 1.0190194 - 1.0323428 - 1.0466587 - 1.0540438 - 1.0516886 - 1.0431553 - 1.0597913 - 1.0657172 - 1.0592201 - 1.0701863 - 1.0458402 - 1.0620582 - 1.0504499 - 1.0615817 - 1.0782384 - 1.0500687 - 1.0439257 - 1.0368658 - 1.0339255 - 1.0481453 - 1.0477181 - 1.0167109 - 1.0354878 - 1.0544782 - 1.0463762 - 1.0624445 - 1.0705737 - 1.0679484 - 1.0546356 - 1.0620691 - 1.0806955 - 1.0793581 - 1.1121124 - 1.0971458 - 1.1034869 - 1.1181859 - 1.1006634 - 1.1250883 - 1.1362214 - 1.1423343 - 1.1036061 - 1.1089288 - 1.1067125 - 1.0940906 - 1.0942197 - 1.0862174 - 1.06525 - 1.0511907 - 1.0598182 - 1.0513331 - 1.0212391 - 1.0057433 - 1.002663 - 0.97623167 - 0.97253165 - 0.97037865 - 0.97178055 - 0.95011397 - 0.95627969 - 0.96197747 - 0.97096053 - 0.98225794 - 1.0103595 - 1.0007597 - 1.003498 - 0.99246608 - 0.99656347 - 0.98804749 - 0.99122491 - 0.99522926 - 0.98731605 - 1.0145434 - 0.99330816 - 0.99759216 - 0.96814048 - 0.95296183 - 0.96362471 - 0.95925977 - 0.97682205 - 0.96993138 - 0.9743074 - 0.96821818 - 0.97413308 - 0.9741753 - 0.98237142 - 1.0054193 - 0.98044807 - 0.9716773 - 0.9730455 - 0.98405828 - 0.99220103 - 0.98444001 - 0.97919493 - 0.97205233 - 0.96728223 - 0.98529893 - 0.98452324 - 0.98299888 - 0.99145042 - 1.000933 - 0.99636447 - 0.98660883 - 0.98273271 - 0.98305518 - 0.98725774 - 0.99577549 - 1.002037 - 1.0060879 - 1.016075 - 1.0184118 - 1.0205711 - 1.0096961 - 1.0281337 - 1.0122963 - 1.0083497 - 0.99411874 - 0.976799 - 0.97146842 - 0.97464304 - 0.95587292 - 0.94779791 - 0.93266339 - 0.92720128 - 0.94105864 - 0.93277798 - 0.93393927 - 0.91216657 - 0.92045028 - 0.9099 - 0.90792098 - 0.90669634 - 0.91268867 - 0.91696661 - 0.91164685 - 0.91311495 - 0.92197825 - 0.92461222 - 0.94930422 - 0.9488119 - 0.95232353 - 0.97275278 - 0.96734995 - 0.95356817 - 0.96075548 - 0.96936594 - 0.97489002 - 0.97933106 - 0.96499412 - 0.96157973 - 0.97156334 - 0.95983765 - 0.93655215 - 0.95207909 - 0.96912862 - 0.97938462 - 0.95701655 - 0.94891457 - 0.95606317 - 0.95351125 - 0.95641767 - 0.94315807 - 0.94639265 - 0.96503697 - 0.95601693 - 0.93087851 - 0.92980141 - 0.92266844 - 0.92925206 - 0.93743628 - 0.92900826 - 0.9049711 - 0.90213859 - 0.91342916 - 0.91384707 - 0.91456681 - 0.91316822 - 0.92671976 - 0.92058549 - 0.92936541 - 0.93228212 - 0.91010921 - 0.89349322 - 0.90336005 - 0.90997873 - 0.91856328 - 0.91668007 - 0.92838606 - 0.932016 - 0.94545438 - 0.94070026 - 0.93172987 - -]; - -P_obs =[ - 1 - 0.99948573 - 1.0068249 - 1.0141211 - 1.0073149 - 0.99884398 - 1.0237035 - 1.0349636 - 1.036819 - 1.0247366 - 1.0242391 - 1.0275737 - 1.0065684 - 0.99838346 - 0.97281734 - 0.95346302 - 0.9355791 - 0.9461152 - 0.94338882 - 0.92988921 - 0.9311862 - 0.93529467 - 0.93784681 - 0.91501401 - 0.92360522 - 0.91049302 - 0.90754698 - 0.91365103 - 0.91499228 - 0.92260749 - 0.92533824 - 0.90949431 - 0.91106924 - 0.90594116 - 0.90491334 - 0.9039891 - 0.91060772 - 0.92132842 - 0.91934854 - 0.92268418 - 0.92545127 - 0.91517169 - 0.90513459 - 0.90224212 - 0.87734878 - 0.88013667 - 0.86906494 - 0.84776403 - 0.83895869 - 0.81373437 - 0.78998314 - 0.77594176 - 0.77982695 - 0.77098321 - 0.76538611 - 0.76608075 - 0.77458654 - 0.78354767 - 0.81282389 - 0.83627649 - 0.82873051 - 0.83181309 - 0.83149903 - 0.83551261 - 0.83305985 - 0.84648418 - 0.86195421 - 0.88047436 - 0.90177533 - 0.93232215 - 0.94445051 - 0.9472487 - 0.94786015 - 0.95992178 - 0.95499149 - 0.95788581 - 0.9684288 - 0.97731917 - 0.98739379 - 1.0033879 - 1.0159673 - 1.0269931 - 1.0436661 - 1.0492034 - 1.0765292 - 1.0784865 - 1.0971624 - 1.1171737 - 1.1193675 - 1.1526119 - 1.1550265 - 1.1585277 - 1.1560166 - 1.1671172 - 1.1706294 - 1.1805791 - 1.1786896 - 1.1756876 - 1.1820789 - 1.171211 - 1.1637997 - 1.1636684 - 1.179719 - 1.1912538 - 1.2187959 - 1.2326986 - 1.2418602 - 1.2388704 - 1.2449963 - 1.2538678 - 1.2508929 - 1.2474781 - 1.255148 - 1.274482 - 1.2862757 - 1.2813665 - 1.2888943 - 1.2787436 - 1.2678886 - 1.274325 - 1.2720952 - 1.263492 - 1.2652139 - 1.2667561 - 1.264558 - 1.2680362 - 1.2660431 - 1.2909605 - 1.2927921 - 1.288932 - 1.2910852 - 1.3012725 - 1.3048721 - 1.3196515 - 1.3181903 - 1.321309 - 1.3431543 - 1.344136 - 1.3730377 - 1.3773695 - 1.3754742 - 1.3825964 - 1.3985574 - 1.3861412 - 1.3767823 - 1.3764309 - 1.3678747 - 1.3718554 - 1.3768022 - 1.3617199 - 1.3798267 - 1.3863533 - 1.3905803 - 1.4061004 - 1.4202788 - 1.4313191 - 1.4406155 - 1.4444837 - 1.4367244 - 1.4379653 - 1.4371881 - 1.4243012 - 1.41826 - 1.4133617 - 1.40181 - 1.3965683 - 1.3865729 - 1.3855433 - 1.3755111 - 1.3758609 - 1.3962625 - 1.3994012 - 1.4083656 - 1.4233002 - 1.4037932 - 1.3973604 - 1.4095657 - 1.4095764 - 1.4080055 - 1.4095882 - 1.4108374 - 1.4164143 - 1.4283402 - 1.4343939 - 1.4392909 - 1.4406097 - 1.4468355 - 1.4412132 - 1.4305562 - 1.4252445 - 1.4103094 - 1.4059847 - 1.4141106 - 1.4429769 - 1.4489679 - 1.4559263 - 1.4593079 - 1.4627911 - 1.453154 - 1.4416665 - 1.4101485 - 1.4175823 - 1.4266407 - -]; - - -% % Write empirical series to an excel file -% try -% filename = 'fs2000_output.xls'; -% -% Data=[gy_obs(end-41:end), gp_obs(end-41:end), Y_obs(end-41:end), P_obs(end-41:end)]; -% x1Range = 'A2:D42'; -% xlswrite(filename,Data,x1Range); -% -% Labels = {'gy_obs','gp_obs','Y_obs','P_obs'}; -% x2Range = 'A1:D1'; -% xlswrite(filename,Labels,x2Range); -% catch -% disp(' ******************* '); -% disp('Could not write empirical series to an excel file fs2000_output.xls'); -% disp(' ******************* '); -% end \ No newline at end of file