File: test.r

package info (click to toggle)
dynare 4.5.7-1
  • links: PTS, VCS
  • area: main
  • in suites: buster
  • size: 49,408 kB
  • sloc: cpp: 84,998; ansic: 29,058; pascal: 13,843; sh: 4,833; objc: 4,236; yacc: 3,622; makefile: 2,278; lex: 1,541; python: 236; lisp: 69; xml: 8
file content (15 lines) | stat: -rw-r--r-- 453 bytes parent folder | download | duplicates (5)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
source("dynareR.r")

parameters <- c("beta","gamma","rho","alpha","delta")
varendo <- c("k","c","a")
varexo <- "eps"
parval <- c(.99,2,.9,.3,.025)
vcovmatrix <- matrix(1,1,1)
initval <- c(0.066, 0.43, 0.01)

modeleq <- c("(c/c(1))^gamma*beta*(alpha*exp(a(1))*k^(alpha-1)+1-delta)=1",
             "a=rho*a(-1)+eps",
             "k+c=exp(a)*k(-1)^alpha+(1-delta)*k(-1)")


dd <- calldynare(modeleq,varendo,varexo,parameters,2,parval,vcovmatrix,initval)