File: psd_exo3.mod

package info (click to toggle)
dynare 4.6.3-4
  • links: PTS, VCS
  • area: main
  • in suites: bullseye
  • size: 74,896 kB
  • sloc: cpp: 98,057; ansic: 28,929; pascal: 13,844; sh: 5,947; objc: 4,236; yacc: 4,215; makefile: 2,583; lex: 1,534; fortran: 877; python: 647; ruby: 291; lisp: 152; xml: 22
file content (26 lines) | stat: -rw-r--r-- 314 bytes parent folder | download | duplicates (7) 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
 
var c k x;
varexo rho;

parameters a alph gam bet lamb;
alph = 0.7;
bet = 0.95;
gam = 2;
a = 1.052632;
lamb = 0.9;

model;
c^(-gam) = bet*c(+1)^(-gam)*a*exp(x(+1))*k^(-alph);
k = a*exp(x)*k(-1)^(1-alph)/(1-alph)-c;
x = lamb*x(-1)+rho;
end;

initval;
k = 1;
c = 2.508;
x = 0;
rho = 0;
end;

vcov=[0.0001];

order=6;