From 4424b6213194efcbc4da9eeebdc290e228af6554 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtanb@gmail.com>
Date: Thu, 24 Jun 2010 19:02:26 +0200
Subject: [PATCH] Update userguide .mod files: replace $\hat{}$ and
$\widehat{}$ with \textasciicircum (cherry picked from commit
e02e3b8a85bdde0fd7983df7943740030e7d1a90)
---
doc/userguide/ch-estadv.tex | 26 +++++++++++++-------------
doc/userguide/ch-estbase.tex | 4 ++--
doc/userguide/ch-soladv.tex | 8 ++++----
doc/userguide/ch-solbase.tex | 10 +++++-----
4 files changed, 24 insertions(+), 24 deletions(-)
diff --git a/doc/userguide/ch-estadv.tex b/doc/userguide/ch-estadv.tex
index 92222a70a5..04f2836f77 100644
--- a/doc/userguide/ch-estadv.tex
+++ b/doc/userguide/ch-estadv.tex
@@ -115,7 +115,7 @@ where we go from the second to the third line by taking the exponential of both
The above is the equation we retain for the .mod file of Dynare into which we enter:\\
\\
-\texttt{y=k(-1) $\widehat{}$ alp*n $\widehat{}$ (1-alp)*exp(-alp*(gam+e\_a))}\\
+\texttt{y=k(-1)\textasciicircum alp*n\textasciicircum (1-alp)*exp(-alp*(gam+e\_a))}\\
\\
The other equations are entered into the .mod file after transforming them in exactly the same way as the one above. A final transformation to consider, that turns out to be useful since we often deal with the growth rate of technology, is to define \\
@@ -142,19 +142,19 @@ We of course do the same for prices, our other observable variable, except that
\texttt{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$\hat{}$(alp-1)\\
-*n(+1)$\hat{}$(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;\\
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k\textasciicircum (alp-1)\\
+*n(+1)\textasciicircum (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)$\hat{}$alp*n$\hat{}$(-alp)/W;\\
-1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e\_a))*k(-1)$\hat{}$alp*n$\hat{}$(1-alp)/\\
+R = P*(1-alp)*exp(-alp*(gam+e\_a))*k(-1)\textasciicircum alp*n\textasciicircum (-alp)/W;\\
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e\_a))*k(-1)\textasciicircum alp*n\textasciicircum (1-alp)/\\
(m*l*c(+1)*P(+1)) = 0;\\
-c+k = exp(-alp*(gam+e\_a))*k(-1)$\hat{}$alp*n$\hat{}$(1-alp)+(1-del)\\
+c+k = exp(-alp*(gam+e\_a))*k(-1)\textasciicircum alp*n\textasciicircum (1-alp)+(1-del)\\
*exp(-(gam+e\_a))*k(-1);\\
P*c = m;\\
m-1+d = l;\\
e = exp(e\_a);\\
-y = k(-1)$\hat{}$alp*n$\hat{}$(1-alp)*exp(-alp*(gam+e\_a));\\
+y = k(-1)\textasciicircum alp*n\textasciicircum (1-alp)*exp(-alp*(gam+e\_a));\\
Y\_obs/Y\_obs(-1) = dA*y/y(-1);\\
P\_obs/P\_obs(-1) = (p/p(-1))*m(-1)/dA;\\
end;}\\
@@ -240,17 +240,17 @@ parameters alp, bet, gam, mst, rho, psi, del;
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$\hat{}$(alp-1)\\
-*n(+1)$\hat{}$(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;\\
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k\textasciicircum (alp-1)\\
+*n(+1)\textasciicircum (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)$\hat{}$alp*n$\hat{}$(-alp)/W;\\
-1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e\_a))*k(-1)$\hat{}$alp*n$\hat{}$(1-alp)/(m*l*c(+1)*P(+1)) = 0;\\
-c+k = exp(-alp*(gam+e\_a))*k(-1)$\hat{}$alp*n$\hat{}$(1-alp)+(1-del)*exp(-(gam+e\_a))*k(-1);\\
+R = P*(1-alp)*exp(-alp*(gam+e\_a))*k(-1)\textasciicircum alp*n\textasciicircum (-alp)/W;\\
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e\_a))*k(-1)\textasciicircum alp*n\textasciicircum (1-alp)/(m*l*c(+1)*P(+1)) = 0;\\
+c+k = exp(-alp*(gam+e\_a))*k(-1)\textasciicircum alp*n\textasciicircum (1-alp)+(1-del)*exp(-(gam+e\_a))*k(-1);\\
P*c = m;\\
m-1+d = l;\\
e = exp(e\_a);\\
-y = k(-1)$\hat{}$alp*n$\hat{}$(1-alp)*exp(-alp*(gam+e\_a));\\
+y = k(-1)\textasciicircum alp*n\textasciicircum (1-alp)*exp(-alp*(gam+e\_a));\\
Y\_obs/Y\_obs(-1) = dA*y/y(-1);\\
P\_obs/P\_obs(-1) = (p/p(-1))*m(-1)/dA;\\
end;\\
diff --git a/doc/userguide/ch-estbase.tex b/doc/userguide/ch-estbase.tex
index dfadc2baee..98232fa3a0 100644
--- a/doc/userguide/ch-estbase.tex
+++ b/doc/userguide/ch-estbase.tex
@@ -23,7 +23,7 @@ Suppose that the equation of motion of technology is a \textbf{stationary} AR(1)
(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);\\
psi*c/(1-l) = w;\\
c+i = y;\\
- y = (k(-1)$\hat{}$alpha)*(exp(z)*l)$\hat{}$(1-alpha);\\
+ y = (k(-1)\textasciicircum alpha)*(exp(z)*l)\textasciicircum (1-alpha);\\
w = y*((epsilon-1)/epsilon)*(1-alpha)/l;\\
r = y*((epsilon-1)/epsilon)*alpha/k(-1);\\
i = k-(1-delta)*k(-1);\\
@@ -154,7 +154,7 @@ model;\\
(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);\\
psi*c/(1-l) = w;\\
c+i = y;\\
- y = (k(-1)$\hat{}$alpha)*(exp(z)*l)$\hat{}$(1-alpha);\\
+ y = (k(-1)\textasciicircum alpha)*(exp(z)*l)\textasciicircum (1-alpha);\\
w = y*((epsilon-1)/epsilon)*(1-alpha)/l;\\
r = y*((epsilon-1)/epsilon)*alpha/k(-1);\\
i = k-(1-delta)*k(-1);\\
diff --git a/doc/userguide/ch-soladv.tex b/doc/userguide/ch-soladv.tex
index 148acc1d55..5f5b358276 100644
--- a/doc/userguide/ch-soladv.tex
+++ b/doc/userguide/ch-soladv.tex
@@ -78,8 +78,8 @@ where the last line specifies the contemporaneous correlation between our two ex
Alternatively, you can also write: \\
\\
\texttt{shocks;\\
-var e = 0.009 $\hat{}$ 2;\\
-var u = 0.009 $\hat{}$ 2;\\
+var e = 0.009\textasciicircum 2;\\
+var u = 0.009\textasciicircum 2;\\
var e, u = phi*0.009*0.009;\\
end;}\\
@@ -99,10 +99,10 @@ theta = 2.95;\\
phi = 0.1;\\
\\
model;\\
-c*theta*h$\hat{ }$(1+psi)=(1-alpha)*y;\\
+c*theta*h\textasciicircum (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)$\hat{ }$alpha)*(h$\hat{ }$(1-alpha));\\
+y = exp(a)*(k(-1)\textasciicircum alpha)*(h\textasciicircum (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;\\
diff --git a/doc/userguide/ch-solbase.tex b/doc/userguide/ch-solbase.tex
index 93ae47f620..bd37d28eee 100644
--- a/doc/userguide/ch-solbase.tex
+++ b/doc/userguide/ch-solbase.tex
@@ -200,7 +200,7 @@ One of the beauties of Dynare is that you can \textbf{input your model's equatio
(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);\\
psi*c/(1-l) = w;\\
c+i = y;\\
- y = (k(-1)$\hat{}$alpha)*(exp(z)*l)$\hat{}$(1-alpha);\\
+ y = (k(-1)\textasciicircum alpha)*(exp(z)*l)\textasciicircum (1-alpha);\\
w = y*((epsilon-1)/epsilon)*(1-alpha)/l;\\
r = y*((epsilon-1)/epsilon)*alpha/k(-1);\\
i = k-(1-delta)*k(-1);\\
@@ -392,7 +392,7 @@ end;}\\
Recall from our earlier description of stochastic models that shocks are only allowed to be temporary. A permanent shock cannot be accommodated due to the need to stationarize the model around a steady state. Furthermore, shocks can only hit the system today, as the expectation of future shocks must be zero. With that in mind, we can however make the effect of the shock propagate slowly throughout the economy by introducing a ``latent shock variable'' such as $e_t$ in our example, that affects the model's true exogenous variable, $z_t$ in our example, which is itself an $AR(1)$, exactly as in the model we introduced from the outset. In that case, though, we would declare $z_t$ as an endogenous variable and $e_t$ as an exogenous variable, as we did in the preamble of the .mod file in section \ref{sec:preamble}. Supposing we wanted to add a shock with variance $\sigma^2$, where $\sigma$ is determined in the preamble block, we would write: \\
\\
\texttt{shocks;\\
-var e = sigma $\widehat{}$ 2;\\
+var e = sigma\textasciicircum 2;\\
end;}\\
\\
@@ -465,7 +465,7 @@ model;\\
(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);\\
psi*c/(1-l) = w;\\
c+i = y;\\
- y = (k(-1)$\hat{}$alpha)*(exp(z)*l)$\hat{}$(1-alpha);\\
+ y = (k(-1)\textasciicircum alpha)*(exp(z)*l)\textasciicircum (1-alpha);\\
w = y*((epsilon-1)/epsilon)*(1-alpha)/l;\\
r = y*((epsilon-1)/epsilon)*alpha/k(-1);\\
i = k-(1-delta)*k(-1);\\
@@ -488,7 +488,7 @@ steady;\\
check;\\
\\
shocks;\\
-var e = sigma $\widehat{}$ 2;\\
+var e = sigma\textasciicircum 2;\\
end;\\
\\
stoch\_simul(periods=2100);}\\
@@ -509,7 +509,7 @@ model;\\
(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);\\
psi*c/(1-l) = w;\\
c+i = y;\\
- y = (k(-1)$\hat{}$alpha)*(exp(z)*l)$\hat{}$(1-alpha);\\
+ y = (k(-1)\textasciicircum alpha)*(exp(z)*l)\textasciicircum (1-alpha);\\
w = y*((epsilon-1)/epsilon)*(1-alpha)/l;\\
r = y*((epsilon-1)/epsilon)*alpha/k(-1);\\
i = k-(1-delta)*k(-1);\\
--
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