fifth.mod (7.9 KB)
Residuals of the static equations:
Equation number 1 : 0 : N
Equation number 2 : 0 : 2
Equation number 3 : 0 : 3
Equation number 4 : 0 : 4
Equation number 5 : 0 : 5
Equation number 6 : 0 : 6
Equation number 7 : 0 : K
Equation number 8 : -0.20167 : mf
Equation number 9 : 0 : 9
Equation number 10 : 0 : Li
Equation number 11 : 0 : 11
Equation number 12 : 0 : 12
Equation number 13 : 0 : di
Equation number 14 : 0 : 14
Equation number 15 : 0 : piistar
Equation number 16 : 0 : xi1
Equation number 17 : 0 : xi2
Equation number 18 : 0 : 18
Equation number 19 : 0 : Lj
Equation number 20 : 0 : 20
Equation number 21 : 0 : 21
Equation number 22 : 0 : dj
Equation number 23 : 0 : 23
Equation number 24 : 0 : pijstar
Equation number 25 : 0 : xj1
Equation number 26 : 0 : xj2
Equation number 27 : 0 : Y
Equation number 28 : 0 : Yi
Equation number 29 : 0 : Yj
Equation number 30 : 0 : 30
Equation number 31 : 0 : 31
Equation number 32 : 0 : 32
Equation number 33 : 0 : 33
Equation number 34 : 0 : lamadaj
Equation number 35 : 0 : 35
Equation number 36 : 0 : gm
Equation number 37 : 0 : 37
Equation number 38 : 0 : 38
Equation number 39 : 0 : 39
Equation number 40 : 0 : 40
Equation number 41 : 0 : 41
Equation number 42 : 0.025999 : mfi
Equation number 43 : 0.17567 : mfj
Equation number 44 : 0 : a
Equation number 45 : 0 : Rmfi
Equation number 46 : 0 : Rmfj
Equation number 47 : 0 : 47
Equation number 48 : 0 : 48
Equation number 49 : 0 : L
Equation number 50 : 0 : 50
Equation number 51 : 0 : 51
Equation number 52 : 0 : 52
Equation number 53 : 0 : 53
Equation number 54 : 0 : M
STEADY-STATE RESULTS:
N 0.825235
Ni 0.0235625
C 0.632797
wi 2.14971
Nj 0.670474
wj 0.567196
rK 0.0300251
RD 1.00503
pi 1
m 0.268896
Rmfi 1.0051
Rmfj 1.00522
mf 0.201672
K 7.45753
I 0.186438
di 1
Yi 0.110597
Ai 1
Ki 1.12467
Li 0.0844208
mci 0.804688
RLi 1.05419
piistar 1
piii 1
xi1 0.554242
xi2 0.688766
pii 1
dj 1
Yj 0.708638
Aj 0.5
Kj 6.33286
Lj 0.570435
mcj 0.823165
RLj 1.0226
pijstar 1
pijj 1
xj1 3.6328
xj2 4.41321
pij 1
Y 0.819235
Vi 0.005
Di 0.00919498
omigai 0.6
lamadai 1.0051
RH 1.00435
RSi 0.000616943
Dj 0.469954
lamadaj 1.00522
gm 0
L 0.654856
a 0.128915
mfi 0.0259986
mfj 0.175673
M 0.135
MODEL_DIAGNOSTICS: No obvious problems with this mod-file were detected.
MODEL SUMMARY
Number of variables: 54
Number of stochastic shocks: 7
Number of state variables: 19
Number of jumpers: 13
Number of static variables: 27
MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS
Variables ei ej em eV eS eomigai eH
ei 9.542539 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
ej 0.000000 0.287618 0.000000 0.000000 0.000000 0.000000 0.000000
em 0.000000 0.000000 0.000100 0.000000 0.000000 0.000000 0.000000
eV 0.000000 0.000000 0.000000 8.529320 0.000000 0.000000 0.000000
eS 0.000000 0.000000 0.000000 0.000000 0.000100 0.000000 0.000000
eomigai 0.000000 0.000000 0.000000 0.000000 0.000000 0.021521 0.000000
eH 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.005055
POLICY AND TRANSITION FUNCTIONS
N Ni C wi Nj wj rK RD pi m Rmfi Rmfj mf K I di Yi Ai Ki Li mci RLi piistar piii xi1 xi2 pii dj Yj Aj Kj Lj mcj RLj pijstar pijj xj1 xj2 pij Y Vi Di omigai lamadai RH RSi Dj lamadaj gm L a mfi mfj M
Constant 0.825235 0.023562 0.632797 2.149710 0.670474 0.567196 0.030025 1.005025 1.000000 0.268896 1.005095 1.005216 0.201672 7.457531 0.186438 1.000000 0.110597 1.000000 1.124669 0.084421 0.804688 1.054193 1.000000 1.000000 0.554242 0.688766 1.000000 1.000000 0.708638 0.500000 6.332862 0.570435 0.823165 1.022600 1.000000 1.000000 3.632799 4.413207 1.000000 0.819235 0.005000 0.009195 0.600000 1.005095 1.004347 0.000617 0.469954 1.005216 0 0.654856 0.128915 0.025999 0.175673 0.135000
m(-1) 18.370984 0.558260 0.518751 48.393801 14.797967 13.134638 1.362400 0.083022 2.716778 -3.648704 0.098238 0.099458 -2.736528 11.482210 11.482210 0 1.608888 0 0.932590 3.900623 25.710757 0.309968 11.070406 2.767601 6.664267 2.563115 2.767601 0 10.392073 0 -0.932590 25.799665 25.406448 0.307925 10.835383 2.708846 44.248845 17.890415 2.708846 12.000961 0.007792 2.129035 1.087516 0.098238 0.376913 0.000262 33.578009 0.099458 -17.288117 29.700288 0.109654 -0.330666 -2.405863 -0.013722
K(-1) -0.396449 -0.012157 0.033187 -0.889586 -0.318926 -0.243807 -0.031324 -0.001603 -0.053558 0.088802 -0.001897 -0.001922 0.066602 0.720415 -0.254585 0 -0.029217 0 0.127647 -0.078492 -0.541193 -0.007330 -0.226384 -0.056596 -0.138910 -0.055683 -0.056596 0 -0.192181 0 0.872353 -0.516540 -0.527119 -0.006172 -0.212335 -0.053084 -0.861800 -0.344125 -0.053084 -0.221398 -0.000194 -0.043966 -0.027011 -0.001897 -0.009361 -0.000007 -0.684648 -0.001922 0.330248 -0.595032 -0.002724 0.008037 0.058565 0.000820
di(-1) 0.042586 0.014583 -0.008903 -0.404607 -0.016064 0.038345 0.003063 0.000030 0.017276 -0.005472 0.000015 0.000038 -0.004104 -0.043540 -0.043540 0.750000 -0.027336 0 0.369669 0.036361 0.617247 0.094019 0.435411 0.108853 0.168177 -0.015926 0.108853 0 -0.025107 0 -0.369669 0.024897 0.065511 0.000519 0.011934 0.002983 -0.105640 -0.167834 0.002983 -0.052443 0.003089 -0.035637 0.431080 0.000015 0.149404 0.000104 0.044331 0.000038 -0.020349 0.061258 0.043466 0.008237 -0.012341 -0.024726
Ai(-1) -0.340039 -0.023410 0.027381 -0.295369 -0.224342 -0.226651 -0.023841 -0.001391 -0.061647 0.076762 -0.001626 -0.001668 0.057571 -0.146170 -0.146170 0 0.025153 0.958300 -0.378888 -0.095473 -1.167514 -0.097554 -0.991454 -0.247864 -0.670533 -0.321124 -0.247864 0 -0.143942 0 0.378888 -0.418814 -0.441543 -0.005440 -0.130339 -0.032585 -0.184989 0.206681 -0.032585 -0.118789 -0.003166 0.000831 -0.441831 -0.001626 -0.153130 -0.000107 -0.568986 -0.001668 0.285470 -0.514288 -0.044550 -0.001563 0.059134 0.050278
pii(-1) -0.655455 -0.057675 -0.019718 -0.360005 -0.384873 -0.517884 -0.049758 -0.001261 0.034604 0.050922 -0.001432 -0.001523 0.038191 -0.416089 -0.416089 0 -0.204807 0 -1.077411 -0.220778 -0.824470 -0.275371 -1.221851 -0.305463 -1.428232 -1.143713 0.694537 0 -0.231000 0 1.077411 -0.848289 -0.962823 -0.008738 -0.273564 -0.068391 -0.307397 0.532039 -0.068391 -0.435807 -0.009002 0.045518 -1.256396 -0.001432 -0.435443 -0.000303 -1.079887 -0.001523 0.189374 -1.069067 -0.126682 -0.020625 0.058816 -0.178182
dj(-1) 0.338012 -0.003064 -0.055497 1.153582 0.322813 0.166354 0.021595 0.000318 0.108826 -0.037648 0.000397 0.000392 -0.028236 -0.257867 -0.257867 0 -0.022459 0 -0.351620 0.034325 0.423081 -0.088445 0.076436 0.019109 -0.092015 -0.153834 0.019109 0.750000 -0.290905 0 0.351620 0.441952 0.979864 0.005201 0.491314 0.122829 0.588566 -0.911200 0.122829 -0.313364 -0.002938 0.071420 -0.410033 0.000397 -0.142110 -0.000099 0.545488 0.000392 -0.140009 0.476277 -0.041344 -0.011978 -0.016258 0.024224
Aj(-1) -0.608394 0.007912 0.105056 -2.145829 -0.590122 -0.291736 -0.038555 -0.000360 -0.205089 0.059956 -0.000468 -0.000454 0.044967 0.544255 0.544255 0 0.049783 0 0.699177 -0.055922 -0.760822 0.176123 -0.135457 -0.033864 0.178787 0.292155 -0.033864 0 0.599528 0.734800 -0.699177 -0.795473 -1.851769 -0.009245 -0.927249 -0.231812 -1.020373 1.829534 -0.231812 0.649311 0.005842 -0.134473 0.815328 -0.000468 0.282577 0.000197 -0.973886 -0.000454 0.222972 -0.851396 0.082210 0.022376 0.022591 -0.046231
pij(-1) -4.428820 -0.096795 -0.124939 -13.038124 -3.710671 -3.118137 -0.327344 -0.008542 0.224451 0.341288 -0.010164 -0.010313 0.255966 -2.760582 -2.760582 0 -0.240336 0 0.820201 -0.858818 -6.287629 0.196316 -1.800447 -0.450112 -0.370674 0.469422 -0.450112 0 -2.645184 0 -0.820201 -6.292960 -6.057281 -0.060774 -2.681083 -0.670271 -11.617962 -5.239634 0.329729 -2.885521 0.006853 -0.564239 0.956457 -0.010164 0.331490 0.000231 -7.733903 -0.010313 1.269219 -7.151778 0.096440 0.052447 0.203519 0.182132
Y(-1) 5.033806 0.152973 0.141986 13.259617 4.054751 3.598869 0.373302 0.024632 0.745984 -1.088078 0.029147 0.029496 -0.816059 3.146380 3.146380 0 0.440867 0 0.255665 1.068793 7.045467 0.085896 3.039319 0.759830 1.832567 0.707329 0.759830 0 2.847499 0 -0.255665 7.069178 6.963195 0.086620 2.975293 0.743823 12.170422 4.936967 0.743823 3.288366 0.002136 0.593454 0.298137 0.029147 0.103329 0.000072 9.269163 0.029496 -4.046467 8.137971 0.030061 -0.099140 -0.716919 -0.003738
Vi(-1) 0.000138 0.000004 0.000005 0.000361 0.000110 0.000100 0.000010 -0.000013 0.000009 -0.000025 -0.000135 -0.000015 -0.000019 0.000085 0.000085 0 0.000013 0 0.000011 0.000030 0.000150 -0.000054 0.000026 0.000007 0.000003 -0.000009 0.000007 0 0.000077 0 -0.000011 0.000194 0.000179 -0.000014 0.000037 0.000009 0.000020 -0.000098 0.000009 0.000090 0.223400 -0.002416 0.000013 -0.000135 0.000005 0 0.000251 -0.000015 -0.000092 0.000224 0.000001 -0.000002 -0.000016 0
omigai(-1) 0.000015 0.000001 0 0.000005 0.000008 0.000012 0.000001 0 0 -0.000001 0 0 0 0.000009 0.000009 0 0.000005 0 0.000026 0.000005 -0.000162 -0.000229 -0.000067 -0.000017 -0.000010 0.000022 -0.000017 0 0.000005 0 -0.000026 0.000019 0.000021 0 0.000008 0.000002 0.000012 -0.000010 0.000002 0.000010 0 -0.029973 0.300031 0 0.000011 0 0.000024 0 -0.000005 0.000024 0.000003 0 -0.000001 0.000004
RH(-1) -0.012807 -0.001232 -0.000300 -0.002923 -0.007121 -0.010177 -0.000971 -0.000026 0.000568 0.001095 -0.000029 -0.000031 0.000821 -0.008236 -0.008236 0 -0.004413 0 -0.023963 -0.004530 0.143288 0.202217 0.061229 0.015307 0.010126 -0.019046 0.015307 0 -0.004124 0 0.023963 -0.016294 -0.018845 -0.000152 -0.006931 -0.001733 -0.011918 0.008462 -0.001733 -0.008537 -0.000200 0.001197 -0.027944 -0.000029 0.321215 -0.000007 -0.020925 -0.000031 0.004072 -0.020823 -0.002818 -0.000462 0.001284 -0.003980
RSi(-1) 0.068447 0.002156 0.002444 0.179291 0.054847 0.049492 0.005102 -0.005946 0.004699 -0.012525 -0.062067 -0.007076 -0.009394 0.042285 0.042285 0 0.006290 0 0.005569 0.014765 0.076266 -0.024499 0.014244 0.003561 0.002047 -0.004814 0.003561 0 0.038438 0 -0.005569 0.096438 0.089436 -0.006308 0.019507 0.004877 0.012960 -0.048824 0.004877 0.044729 0.000047 0.007617 0.006495 -0.062067 0.002251 0.300002 0.124706 -0.007076 -0.046581 0.111202 0.000655 -0.001079 -0.008315 0.000307
gm(-1) 2.315156 0.070355 0.065303 6.098383 1.864867 1.655197 0.171690 0.011329 0.343094 -0.500431 0.013405 0.013566 -0.375323 1.447088 1.447088 0 0.202764 0 0.117586 0.491561 3.240362 0.039506 1.397848 0.349462 0.842837 0.325316 0.349462 0 1.309626 0 -0.117586 3.251267 3.202523 0.039838 1.368401 0.342100 5.597439 2.270617 0.342100 1.512390 0.000982 0.272942 0.137120 0.013405 0.047523 0.000033 4.263088 0.013566 -1.861057 3.742828 0.013826 -0.045597 -0.329726 -0.001719
pi(-1) 23.967264 0.728305 0.677281 63.138068 19.305869 17.136224 1.777446 0.102205 2.539307 -4.473847 0.120935 0.122481 -3.355385 14.979481 14.979481 0 2.098939 0 1.216268 5.088890 33.541299 0.401272 14.423497 3.605874 8.673294 3.327648 2.605874 0 13.557824 0 -1.216268 33.659398 33.140685 0.394443 14.115672 3.528918 57.579472 23.227318 2.528918 15.656762 0.010163 2.744906 1.418321 0.120935 0.491563 0.000342 43.584600 0.122481 -16.637839 38.748288 0.143009 -0.403719 -2.951667 -0.017973
Li(-1) 0.000221 0.000019 0.000007 0.000121 0.000130 0.000174 0.000017 0 -0.000012 -0.000017 0 0 -0.000013 0.000140 0.000140 0 0.000069 0 0.000363 0.000074 -0.002926 -0.004105 -0.000936 -0.000234 -0.000079 0.000385 -0.000234 0 0.000078 0 -0.000363 0.000286 0.000324 0.000003 0.000092 0.000023 0.000104 -0.000179 0.000023 0.000147 0.000003 -0.000015 0.000423 0 0.000147 0 0.000364 0 -0.000064 0.000360 0.000043 0.000007 -0.000020 0.000060
Lj(-1) 0.001491 0.000033 0.000042 0.004388 0.001249 0.001049 0.000110 0.000003 -0.000076 -0.000115 0.000003 0.000003 -0.000086 0.000929 0.000929 0 0.000081 0 -0.000276 0.000289 0.002116 -0.000066 0.000606 0.000151 0.000125 -0.000158 0.000151 0 0.000890 0 0.000276 0.002118 -0.001237 -0.004049 -0.000444 -0.000111 0.000242 0.001764 -0.000111 0.000971 -0.000002 0.000190 -0.000322 0.000003 -0.000112 0 0.002603 0.000003 -0.000427 0.002407 -0.000032 -0.000018 -0.000068 -0.000061
Di(-1) 0.000009 0 0 0.000024 0.000007 0.000007 0 -0.000001 0 -0.000002 -0.000011 -0.000001 -0.000001 0.000006 0.000006 0 0 0 0 0.000002 0.000009 -0.000004 0.000001 0 0 0 0 0 0.000005 0 0 0.000013 0.000012 -0.000001 0.000002 0 0 -0.000006 0 0.000006 0 0 0 -0.000011 0 0 0.000016 -0.000001 -0.000006 0.000015 0 0 -0.000001 0
Dj(-1) 0.000064 0.000002 0.000002 0.000171 0.000051 0.000046 0.000005 -0.000007 0.000003 -0.000011 -0.000008 -0.000018 -0.000008 0.000039 0.000039 0 0.000005 0 0.000002 0.000013 0.000087 -0.000003 0.000017 0.000004 0.000002 -0.000006 0.000004 0 0.000036 0 -0.000002 0.000090 0.000074 -0.000017 0.000013 0.000003 0.000004 -0.000037 0.000003 0.000042 0 0.000007 0.000002 -0.000008 0 0 0.000115 -0.000018 -0.000040 0.000103 0 0 -0.000007 0
ei -0.354835 -0.024428 0.028573 -0.308222 -0.234104 -0.236514 -0.024878 -0.001452 -0.064330 0.080102 -0.001696 -0.001741 0.060076 -0.152531 -0.152531 0 0.026248 1.000000 -0.395376 -0.099628 -1.218318 -0.101799 -1.034597 -0.258649 -0.699711 -0.335097 -0.258649 0 -0.150206 0 0.395376 -0.437039 -0.460756 -0.005677 -0.136011 -0.034003 -0.193038 0.215675 -0.034003 -0.123958 -0.003304 0.000867 -0.461058 -0.001696 -0.159794 -0.000111 -0.593745 -0.001741 0.297892 -0.536667 -0.046488 -0.001631 0.061707 0.052466
ej -0.413986 0.005383 0.071486 -1.460145 -0.401553 -0.198514 -0.026235 -0.000245 -0.139554 0.040798 -0.000318 -0.000309 0.030598 0.370342 0.370342 0 0.033875 0 0.475760 -0.038053 -0.517707 0.119844 -0.092172 -0.023043 0.121657 0.198799 -0.023043 0 0.407953 0.500000 -0.475760 -0.541286 -1.260050 -0.006291 -0.630953 -0.157738 -0.694320 1.244919 -0.157738 0.441828 0.003975 -0.091503 0.554796 -0.000318 0.192282 0.000134 -0.662688 -0.000309 0.151723 -0.579338 0.055940 0.015226 0.015372 -0.031458
em 7.234862 0.219860 0.204071 19.057448 5.827711 5.172491 0.536530 0.035403 1.072169 -1.563846 0.041892 0.042393 -1.172884 4.522149 4.522149 0 0.633638 0 0.367455 1.536128 10.126130 0.123455 4.368276 1.092069 2.633865 1.016612 1.092069 0 4.092582 0 -0.367455 10.160210 10.007885 0.124495 4.276255 1.069064 17.491997 7.095679 1.069064 4.726220 0.003070 0.852944 0.428499 0.041892 0.148510 0.000103 13.322149 0.042393 -5.815803 11.696338 0.043206 -0.142489 -1.030395 -0.005373
eV 0.000003 0 0 0.000008 0.000002 0.000002 0 0 0 0 -0.000003 0 0 0.000002 0.000002 0 0 0 0 0 0.000003 -0.000001 0 0 0 0 0 0 0.000002 0 0 0.000004 0.000004 0 0 0 0 -0.000002 0 0.000002 0.005000 -0.000054 0 -0.000003 0 0 0.000006 0 -0.000002 0.000005 0 0 0 0
eS 0.000141 0.000004 0.000005 0.000369 0.000113 0.000102 0.000010 -0.000012 0.000010 -0.000026 -0.000128 -0.000015 -0.000019 0.000087 0.000087 0 0.000013 0 0.000011 0.000030 0.000157 -0.000050 0.000029 0.000007 0.000004 -0.000010 0.000007 0 0.000079 0 -0.000011 0.000198 0.000184 -0.000013 0.000040 0.000010 0.000027 -0.000100 0.000010 0.000092 0 0.000016 0.000013 -0.000128 0.000005 0.000617 0.000256 -0.000015 -0.000096 0.000229 0.000001 -0.000002 -0.000017 0
eomigai 0.000029 0.000003 0 0.000009 0.000016 0.000023 0.000002 0 -0.000001 -0.000003 -0.000001 0 -0.000002 0.000019 0.000019 0 0.000010 0 0.000053 0.000010 -0.000324 -0.000458 -0.000134 -0.000034 -0.000021 0.000043 -0.000034 0 0.000010 0 -0.000053 0.000037 0.000043 0 0.000015 0.000004 0.000025 -0.000020 0.000004 0.000019 0 -0.059946 0.600061 -0.000001 0.000021 0 0.000048 0 -0.000009 0.000047 0.000006 0.000001 -0.000003 0.000009
eH -0.038872 -0.003740 -0.000911 -0.008873 -0.021614 -0.030889 -0.002948 -0.000079 0.001723 0.003323 -0.000089 -0.000095 0.002492 -0.024999 -0.024999 0 -0.013393 0 -0.072732 -0.013748 0.434907 0.613768 0.185842 0.046460 0.030733 -0.057809 0.046460 0 -0.012517 0 0.072732 -0.049455 -0.057199 -0.000463 -0.021036 -0.005259 -0.036175 0.025682 -0.005259 -0.025910 -0.000608 0.003633 -0.084814 -0.000089 0.974951 -0.000020 -0.063513 -0.000095 0.012359 -0.063203 -0.008552 -0.001403 0.003896 -0.012079
警告: Aggregate variance and sum of variances by
shocks differ by more than 0.01 %
位置：th_autocovariances (第 206 行)
位置: disp_th_moments (第 40 行)
位置: stoch_simul (第 210 行)
位置: fifth.driver (第 978 行)
位置: dynare (第 278 行)