% % Status : main Dynare file % % Warning : this file is generated automatically by Dynare % from model file (.mod) clear all tic; global M_ oo_ options_ ys0_ ex0_ options_ = []; M_.fname = 'invmod1'; % % Some global variables initialization % global_initialization; diary off; logname_ = 'invmod1.log'; if exist(logname_, 'file') delete(logname_) end diary(logname_) M_.exo_names = 'n'; M_.exo_names_tex = 'n'; M_.exo_names = char(M_.exo_names, 'r'); M_.exo_names_tex = char(M_.exo_names_tex, 'r'); M_.exo_names = char(M_.exo_names, 'w'); M_.exo_names_tex = char(M_.exo_names_tex, 'w'); M_.endo_names = 'p'; M_.endo_names_tex = 'p'; M_.endo_names = char(M_.endo_names, 'h'); M_.endo_names_tex = char(M_.endo_names_tex, 'h'); M_.endo_names = char(M_.endo_names, 'x'); M_.endo_names_tex = char(M_.endo_names_tex, 'x'); M_.endo_names = char(M_.endo_names, 'A'); M_.endo_names_tex = char(M_.endo_names_tex, 'A'); M_.endo_names = char(M_.endo_names, 'eps'); M_.endo_names_tex = char(M_.endo_names_tex, 'eps'); M_.endo_names = char(M_.endo_names, 'xi'); M_.endo_names_tex = char(M_.endo_names_tex, 'xi'); M_.endo_names = char(M_.endo_names, 'pii'); M_.endo_names_tex = char(M_.endo_names_tex, 'pii'); M_.endo_names = char(M_.endo_names, 'q'); M_.endo_names_tex = char(M_.endo_names_tex, 'q'); M_.endo_names = char(M_.endo_names, 'k'); M_.endo_names_tex = char(M_.endo_names_tex, 'k'); M_.endo_names = char(M_.endo_names, 'AUX_EXO_LEAD_61'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_EXO\_LEAD\_61'); M_.endo_names = char(M_.endo_names, 'AUX_EXO_LEAD_77'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_EXO\_LEAD\_77'); M_.endo_names = char(M_.endo_names, 'AUX_EXO_LAG_10_0'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_EXO\_LAG\_10\_0'); M_.param_names = 'phi'; M_.param_names_tex = 'phi'; M_.param_names = char(M_.param_names, 'sigma'); M_.param_names_tex = char(M_.param_names_tex, 'sigma'); M_.param_names = char(M_.param_names, 'rho'); M_.param_names_tex = char(M_.param_names_tex, 'rho'); M_.param_names = char(M_.param_names, 'gam'); M_.param_names_tex = char(M_.param_names_tex, 'gam'); M_.param_names = char(M_.param_names, 'bet'); M_.param_names_tex = char(M_.param_names_tex, 'bet'); M_.param_names = char(M_.param_names, 'delta'); M_.param_names_tex = char(M_.param_names_tex, 'delta'); M_.param_names = char(M_.param_names, 'theta'); M_.param_names_tex = char(M_.param_names_tex, 'theta'); M_.param_names = char(M_.param_names, 'omega'); M_.param_names_tex = char(M_.param_names_tex, 'omega'); M_.param_names = char(M_.param_names, 'psi'); M_.param_names_tex = char(M_.param_names_tex, 'psi'); M_.param_names = char(M_.param_names, 'lambda'); M_.param_names_tex = char(M_.param_names_tex, 'lambda'); M_.exo_det_nbr = 0; M_.exo_nbr = 3; M_.endo_nbr = 12; M_.param_nbr = 10; M_.orig_endo_nbr = 9; M_.aux_vars(1).endo_index = 10; M_.aux_vars(1).type = 2; M_.aux_vars(2).endo_index = 11; M_.aux_vars(2).type = 2; M_.aux_vars(3).endo_index = 12; M_.aux_vars(3).type = 3; M_.aux_vars(3).orig_index = 2; M_.aux_vars(3).orig_lead_lag = 0; M_.Sigma_e = zeros(3, 3); M_.H = 0; options_.block=0; options_.bytecode=0; options_.use_dll=0; erase_compiled_function('invmod1_dynamic'); M_.lead_lag_incidence = [ 1 6 0; 0 7 0; 0 8 18; 2 9 0; 0 10 0; 0 11 19; 3 12 20; 0 13 0; 4 14 0; 0 15 21; 0 16 22; 5 17 0;]'; M_.equations_tags = { }; M_.exo_names_orig_ord = [1:3]; M_.maximum_lag = 1; M_.maximum_lead = 1; M_.maximum_endo_lag = 1; M_.maximum_endo_lead = 1; oo_.steady_state = zeros(12, 1); M_.maximum_exo_lag = 0; M_.maximum_exo_lead = 0; oo_.exo_steady_state = zeros(3, 1); M_.params = NaN(10, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 46; M_.NNZDerivatives(2) = 79; M_.NNZDerivatives(3) = -1; M_.params( 1 ) = 0.1; phi = M_.params( 1 ); M_.params( 2 ) = 0.25; sigma = M_.params( 2 ); M_.params( 3 ) = 2.5; rho = M_.params( 3 ); M_.params( 4 ) = 0.75; gam = M_.params( 4 ); M_.params( 5 ) = 0.99; bet = M_.params( 5 ); M_.params( 6 ) = 0.2; delta = M_.params( 6 ); M_.params( 7 ) = 0.05; theta = M_.params( 7 ); M_.params( 8 ) = 0.99; omega = M_.params( 8 ); M_.params( 9 ) = 0.25; psi = M_.params( 9 ); M_.params( 10 ) = 19.88775; lambda = M_.params( 10 );     % % INITVAL instructions % options_.initval_file = 0; oo_.steady_state( 5 ) = 2.2817; oo_.steady_state( 6 ) = 0.087326; oo_.steady_state( 1 ) = 0.38951; oo_.steady_state( 9 ) = 1; oo_.steady_state( 2 ) = 82.944; oo_.steady_state( 3 ) = 79.551; oo_.steady_state( 4 ) = 118.59; oo_.steady_state( 7 ) = 1; oo_.steady_state( 8 ) = 19.88775; oo_.steady_state(12)=oo_.exo_steady_state(2); oo_.steady_state(10)=oo_.steady_state(3)*(oo_.steady_state(1)*(oo_.steady_state(5)-1)-oo_.steady_state(5)*(M_.params(5)*(M_.params(6)*oo_.steady_state(7)+oo_.exo_steady_state(2)*(1-M_.params(6)))-oo_.exo_steady_state(2))); oo_.steady_state(11)=oo_.steady_state(3)*oo_.steady_state(6)*M_.params(5)*(oo_.exo_steady_state(2)*(1-M_.params(6))+oo_.steady_state(1)*M_.params(6)); oo_.endo_simul=[oo_.steady_state*ones(1,M_.maximum_lag)]; if M_.exo_nbr > 0; oo_.exo_simul = [ones(M_.maximum_lag,1)*oo_.exo_steady_state']; end; if M_.exo_det_nbr > 0; oo_.exo_det_simul = [ones(M_.maximum_lag,1)*oo_.exo_det_steady_state']; end; % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(1, 1) = (0.01)^2; M_.sigma_e_is_diagonal = 1; var_list_=[]; info = stoch_simul(var_list_); save('invmod1_results.mat', 'oo_', 'M_', 'options_'); diary off disp(['Total computing time : ' dynsec2hms(toc) ]);