//-----------内生变量25个------------//
var c H m mc q v i k rk w d tax y lc lh l z n u rf g TI gdp b RD RL A e f;
//--------外生变量3个------------//
varexo eps_A eps_e eps_f;
//------------参数----------------//
parameters alpha beta gamma delta epsilon zeta theta lamda xi rho sigma phi chi omega s rho_e sigma_a sigma_e c1 c2 c3 sigma_R rho_f sigma_f ;
//--------------校准值----------------//
alpha=0.49;
beta=0.99;
gamma=0.82;
delta=0.025;
epsilon=
zeta=0.08;
theta=6;
lambda=0.5;
xi=0.5;
rho=0.2;
sigma=0.91;
phi=0.05;
chi=1.2;
omega=0.2;
s=0.25;
e=0.22;
rho_e=0.95;
sigma_a=0.02;
sigma_e=0.0632;
c1=0.1858;
c2=0.312;
c3=0.8375
sigma_R=0.0017;
rho_f=0.63;
sigma_f=0.47;
//------------稳态关系----------------//
model(linear);
#f_ss=825;
#rk_ss=1/beta-(1-delta);
#b_ss=(theta-1)/theta;
#RD_ss=1/beta-1;
#u_ss=beta*(1+RD_ss);
#v_ss=u_ss;
#RL_ss=(phi+RD_ss*((1-zeta)/(1-e)))/(1-phi);
#y_ss=7590;
#k_ss=(1-psi)alphab_ssy_ss;
#w_ss=(1-psi)(1-alpha)b_ssy_ss;
#lc_ss=psib_ssy_ss/RL_ss;
#i_ss=deltak_ss;
#lh_ss=rhow_ss/((1-xi)(1-rho)RL_ss);
#H_ss=Alh_ss^rho825^(xi*(1-rho));
#q_ss=w_ss/((1-xi)(1-rho)H_ss);
#rf_ss=(betaw_ssxi)/(f_ss*(1-xi));
#l_ss=lc_ss+lh_ss;
#n_ss=(phi+s)l_ss;
#z_ss=zetal_ss;
#d_ss=(l_ss-z_ss)/(1-e);
#c_ss=(H_ss^(-gamma)/q_ss)^(-1/sigma);
#mc_ss=(c_ss^(-sigma)(1-beta))^(1/chi);
#TI_ss=i_ss+n_ss-sl_ss;
#g_ss=y_ss-TI_ss-c_ss;
#tax_ss=g_ss-rf_ssf_ss;
#gdp_ss=y_ss+q_ssH_ss;
//---------家庭-----------//
i_ssi-k_ssk+(1-delta)k_ssk(-1)=0;//eq1
sigmac+q+gammaH=0;//eq2
chimc_ss^(-chi)mc-sigmac_ss^(-sigma)c+betasigma(c_ss^(-sigma)/u_ss)c(+1)+beta(c_ss^(-sigma)/u_ss)u(+1)=0;//eq3
chimc-sigmac+RD=0;//eq4
y-A-psilc-alpha*(1-psi)*k=0;//eq5
y+b-k-rk=0;//eq6
//-----------厂商-------------//
y+b-w=0;//eq7
y+b-lc-RL=0;//eq8
(1-e)d_ssd-e_ssd_sse-l_ssl+z_ssz=0;//eq9
-sigmac(+1)+sigmac+betark_ssrk(+1)=0;//eq10
//-----------房地产商-----------//
H(+1)-A(+1)-rholh(+1)-(1-rho)xif=0;//eq11
v+q(-1)-q-u=0;//eq12
q+H-lh-RL=0;//eq13
q+H-w=0;//eq14
betaxi*(1-rho)q_ssH_ss/f_ss*(q(+1)+H(+1)-f)-rf_ss*rf=0;//eq15
//------------商业银行----------//
z-zetal=0;//eq16
m_ssm-mc_ssmc-d_ssd=0;//eq17
l_ssl(+1)-(1-phi-s)l_ssl-n_ssn(+1)=0;//eq18
l_ssl-lc_sslc-lh_ss*lh=0;//eq19
(1-phi)RL_ssRL-((1-xi)/(1-e))RD_ssRD-(((1-phi)*RL_ss-phi)/(1-e))e_sse+(1-phi-s)beta((1-phi)RL_ssRL(+1)-((1-zeta)/(1-e_ss))RD_ssRD(+1)-((1-phi)*RL_ss-phi)/(1-e_ss))e_sse(+1)=0;//eq20
//------------政府--------------//
rf_ssrf+rf_ssf-g_ssg+tax_sstax=0;//eq21
TI_ssTI-i_ssi-n_ssn+sl_ssl=0;//eq22
y_ssy-c_ssc-TI_ssTI-g_ssg=0;//eq23
gdp_ssgdp-y_ssy-q_ssH_ssq-q_ssH_ssH=0;//eq24
RD_ssRD-(1-c3)c1u_ssu(+1)-(1-c3)c2y-c3RD_ss*RD(-1)=0;//eq25
//----------冲击过程3个---------------//
// EXOGENOUS EQUATIONS:
A(+1)-rhoA-eps_A(+1)=0;//eq26
e(+1)-rho_ee-eps_e(+1)=0;//eq27
f(+1)-rho_f*f-eps_f(+1)=0;//eq28
end;
steady;
check;
chocks;
stderr 0.0092;
var eps_A;
stderr 0.0027;
var eps_e;
stderr 0.0057;
var eps_f;
end;
stoch_simul(irf=20) A e f;
paper001.mod (3.12 KB)