% % Status : main Dynare file % % Warning : this file is generated automatically by Dynare % from model file (.mod) clear all clear global tic; global M_ oo_ options_ ys0_ ex0_ options_ = []; M_.fname = 'zxx'; % % Some global variables initialization % global_initialization; diary off; logname_ = 'zxx.log'; if exist(logname_, 'file') delete(logname_) end diary(logname_) M_.exo_names = 'etau'; M_.exo_names_tex = 'etau'; M_.exo_names = char(M_.exo_names, 'eu'); M_.exo_names_tex = char(M_.exo_names_tex, 'eu'); M_.exo_names = char(M_.exo_names, 'eda'); M_.exo_names_tex = char(M_.exo_names_tex, 'eda'); M_.exo_names = char(M_.exo_names, 'echi'); M_.exo_names_tex = char(M_.exo_names_tex, 'echi'); M_.exo_names = char(M_.exo_names, 'eg'); M_.exo_names_tex = char(M_.exo_names_tex, 'eg'); M_.exo_names = char(M_.exo_names, 'ej'); M_.exo_names_tex = char(M_.exo_names_tex, 'ej'); M_.endo_names = 'ra'; M_.endo_names_tex = 'ra'; M_.endo_names = char(M_.endo_names, 'r'); M_.endo_names_tex = char(M_.endo_names_tex, 'r'); M_.endo_names = char(M_.endo_names, 'n'); M_.endo_names_tex = char(M_.endo_names_tex, 'n'); M_.endo_names = char(M_.endo_names, 'm'); M_.endo_names_tex = char(M_.endo_names_tex, 'm'); M_.endo_names = char(M_.endo_names, 'pi'); M_.endo_names_tex = char(M_.endo_names_tex, 'pi'); M_.endo_names = char(M_.endo_names, 'c'); M_.endo_names_tex = char(M_.endo_names_tex, 'c'); M_.endo_names = char(M_.endo_names, 'y'); M_.endo_names_tex = char(M_.endo_names_tex, 'y'); 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, 'qk'); M_.endo_names_tex = char(M_.endo_names_tex, 'qk'); M_.endo_names = char(M_.endo_names, 'qh'); M_.endo_names_tex = char(M_.endo_names_tex, 'qh'); M_.endo_names = char(M_.endo_names, 'he'); M_.endo_names_tex = char(M_.endo_names_tex, 'he'); M_.endo_names = char(M_.endo_names, 'me'); M_.endo_names_tex = char(M_.endo_names_tex, 'me'); M_.endo_names = char(M_.endo_names, 'ik'); M_.endo_names_tex = char(M_.endo_names_tex, 'ik'); M_.endo_names = char(M_.endo_names, 'ih'); M_.endo_names_tex = char(M_.endo_names_tex, 'ih'); 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, 'hh'); M_.endo_names_tex = char(M_.endo_names_tex, 'hh'); M_.endo_names = char(M_.endo_names, 'l'); M_.endo_names_tex = char(M_.endo_names_tex, 'l'); M_.endo_names = char(M_.endo_names, 'w'); M_.endo_names_tex = char(M_.endo_names_tex, 'w'); M_.endo_names = char(M_.endo_names, 'z'); M_.endo_names_tex = char(M_.endo_names_tex, 'z'); 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, 'u'); M_.endo_names_tex = char(M_.endo_names_tex, 'u'); M_.endo_names = char(M_.endo_names, 'da'); M_.endo_names_tex = char(M_.endo_names_tex, 'da'); M_.endo_names = char(M_.endo_names, 'chi'); M_.endo_names_tex = char(M_.endo_names_tex, 'chi'); M_.endo_names = char(M_.endo_names, 'g'); M_.endo_names_tex = char(M_.endo_names_tex, 'g'); M_.endo_names = char(M_.endo_names, 'j'); M_.endo_names_tex = char(M_.endo_names_tex, 'j'); M_.endo_names = char(M_.endo_names, 'gy'); M_.endo_names_tex = char(M_.endo_names_tex, 'gy'); M_.endo_names = char(M_.endo_names, 'gc'); M_.endo_names_tex = char(M_.endo_names_tex, 'gc'); M_.endo_names = char(M_.endo_names, 'gm'); M_.endo_names_tex = char(M_.endo_names_tex, 'gm'); M_.endo_names = char(M_.endo_names, 'gqh'); M_.endo_names_tex = char(M_.endo_names_tex, 'gqh'); M_.endo_names = char(M_.endo_names, 'gik'); M_.endo_names_tex = char(M_.endo_names_tex, 'gik'); M_.endo_names = char(M_.endo_names, 'gpi'); M_.endo_names_tex = char(M_.endo_names_tex, 'gpi'); M_.param_names = 'rau'; M_.param_names_tex = 'rau'; M_.param_names = char(M_.param_names, 'ru'); M_.param_names_tex = char(M_.param_names_tex, 'ru'); M_.param_names = char(M_.param_names, 'nu'); M_.param_names_tex = char(M_.param_names_tex, 'nu'); M_.param_names = char(M_.param_names, 'mu'); M_.param_names_tex = char(M_.param_names_tex, 'mu'); M_.param_names = char(M_.param_names, 'piu'); M_.param_names_tex = char(M_.param_names_tex, 'piu'); M_.param_names = char(M_.param_names, 'cu'); M_.param_names_tex = char(M_.param_names_tex, 'cu'); M_.param_names = char(M_.param_names, 'yu'); M_.param_names_tex = char(M_.param_names_tex, 'yu'); M_.param_names = char(M_.param_names, 'ku'); M_.param_names_tex = char(M_.param_names_tex, 'ku'); M_.param_names = char(M_.param_names, 'qku'); M_.param_names_tex = char(M_.param_names_tex, 'qku'); M_.param_names = char(M_.param_names, 'qhu'); M_.param_names_tex = char(M_.param_names_tex, 'qhu'); M_.param_names = char(M_.param_names, 'heu'); M_.param_names_tex = char(M_.param_names_tex, 'heu'); M_.param_names = char(M_.param_names, 'meu'); M_.param_names_tex = char(M_.param_names_tex, 'meu'); M_.param_names = char(M_.param_names, 'iku'); M_.param_names_tex = char(M_.param_names_tex, 'iku'); M_.param_names = char(M_.param_names, 'ihu'); M_.param_names_tex = char(M_.param_names_tex, 'ihu'); M_.param_names = char(M_.param_names, 'hu'); M_.param_names_tex = char(M_.param_names_tex, 'hu'); M_.param_names = char(M_.param_names, 'hhu'); M_.param_names_tex = char(M_.param_names_tex, 'hhu'); M_.param_names = char(M_.param_names, 'lu'); M_.param_names_tex = char(M_.param_names_tex, 'lu'); M_.param_names = char(M_.param_names, 'wu'); M_.param_names_tex = char(M_.param_names_tex, 'wu'); M_.param_names = char(M_.param_names, 'zu'); M_.param_names_tex = char(M_.param_names_tex, 'zu'); M_.param_names = char(M_.param_names, 'xu'); M_.param_names_tex = char(M_.param_names_tex, 'xu'); M_.param_names = char(M_.param_names, 'uu'); M_.param_names_tex = char(M_.param_names_tex, 'uu'); M_.param_names = char(M_.param_names, 'dau'); M_.param_names_tex = char(M_.param_names_tex, 'dau'); M_.param_names = char(M_.param_names, 'chiu'); M_.param_names_tex = char(M_.param_names_tex, 'chiu'); M_.param_names = char(M_.param_names, 'gu'); M_.param_names_tex = char(M_.param_names_tex, 'gu'); M_.param_names = char(M_.param_names, 'ju'); M_.param_names_tex = char(M_.param_names_tex, 'ju'); M_.param_names = char(M_.param_names, 'tauu'); M_.param_names_tex = char(M_.param_names_tex, 'tauu'); M_.param_names = char(M_.param_names, 'gamma'); M_.param_names_tex = char(M_.param_names_tex, 'gamma'); M_.param_names = char(M_.param_names, 'alpha'); M_.param_names_tex = char(M_.param_names_tex, 'alpha'); M_.param_names = char(M_.param_names, 'zeta'); M_.param_names_tex = char(M_.param_names_tex, 'zeta'); M_.param_names = char(M_.param_names, 'phi'); M_.param_names_tex = char(M_.param_names_tex, 'phi'); 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, 'deltak'); M_.param_names_tex = char(M_.param_names_tex, 'deltak'); M_.param_names = char(M_.param_names, 'deltah'); M_.param_names_tex = char(M_.param_names_tex, 'deltah'); M_.param_names = char(M_.param_names, 'psik'); M_.param_names_tex = char(M_.param_names_tex, 'psik'); M_.param_names = char(M_.param_names, 'psih'); M_.param_names_tex = char(M_.param_names_tex, 'psih'); M_.param_names = char(M_.param_names, 'beta'); M_.param_names_tex = char(M_.param_names_tex, 'beta'); M_.param_names = char(M_.param_names, 'epsilon'); M_.param_names_tex = char(M_.param_names_tex, 'epsilon'); M_.param_names = char(M_.param_names, 'rhoda'); M_.param_names_tex = char(M_.param_names_tex, 'rhoda'); M_.param_names = char(M_.param_names, 'rhochi'); M_.param_names_tex = char(M_.param_names_tex, 'rhochi'); M_.param_names = char(M_.param_names, 'rhoj'); M_.param_names_tex = char(M_.param_names_tex, 'rhoj'); M_.param_names = char(M_.param_names, 'rhou'); M_.param_names_tex = char(M_.param_names_tex, 'rhou'); M_.param_names = char(M_.param_names, 'rhotau'); M_.param_names_tex = char(M_.param_names_tex, 'rhotau'); M_.param_names = char(M_.param_names, 'rhog'); M_.param_names_tex = char(M_.param_names_tex, 'rhog'); M_.exo_det_nbr = 0; M_.exo_nbr = 6; M_.endo_nbr = 31; M_.param_nbr = 43; M_.orig_endo_nbr = 31; M_.aux_vars = []; options_.varobs = []; options_.varobs = 'gy'; options_.varobs = char(options_.varobs, 'gc'); options_.varobs = char(options_.varobs, 'gik'); options_.varobs = char(options_.varobs, 'gqh'); options_.varobs = char(options_.varobs, 'gpi'); options_.varobs = char(options_.varobs, 'gm'); options_.varobs_id = [ 26 27 30 29 31 28 ]; M_.Sigma_e = zeros(6, 6); M_.H = 0; options_.linear = 1; options_.block=0; options_.bytecode=0; options_.use_dll=0; erase_compiled_function('zxx_dynamic'); M_.lead_lag_incidence = [ 1 22 0; 2 23 0; 3 24 0; 4 25 53; 5 26 54; 6 27 55; 7 28 0; 8 29 56; 9 30 0; 10 31 0; 11 32 57; 12 33 58; 13 34 0; 14 35 0; 15 36 0; 0 37 0; 0 38 0; 0 39 0; 16 40 0; 0 41 59; 17 42 0; 18 43 60; 19 44 0; 20 45 0; 21 46 0; 0 47 0; 0 48 0; 0 49 0; 0 50 0; 0 51 0; 0 52 0;]'; M_.equations_tags = { }; M_.exo_names_orig_ord = [1:6]; M_.maximum_lag = 1; M_.maximum_lead = 1; M_.maximum_endo_lag = 1; M_.maximum_endo_lead = 1; oo_.steady_state = zeros(31, 1); M_.maximum_exo_lag = 0; M_.maximum_exo_lead = 0; oo_.exo_steady_state = zeros(6, 1); M_.params = NaN(43, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 151; M_.NNZDerivatives(2) = 0; M_.NNZDerivatives(3) = -1; M_.params( 36 ) = 0.999; beta = M_.params( 36 ); psi=1; M_.params( 32 ) = 0.03; deltak = M_.params( 32 ); M_.params( 33 ) = 0.005; deltah = M_.params( 33 ); M_.params( 4 ) = 0.21; mu = M_.params( 4 ); M_.params( 27 ) = 0.975; gamma = M_.params( 27 ); M_.params( 34 ) = 4; psik = M_.params( 34 ); M_.params( 35 ) = 7; psih = M_.params( 35 ); M_.params( 37 ) = 0.73; epsilon = M_.params( 37 ); M_.params( 28 ) = 0.4; alpha = M_.params( 28 ); M_.params( 31 ) = 0.3047; delta = M_.params( 31 ); M_.params( 30 ) = 0.7; phi = M_.params( 30 ); M_.params( 22 ) = 1.0324; dau = M_.params( 22 ); M_.params( 23 ) = 1.0329; chiu = M_.params( 23 ); M_.params( 26 ) = 0; tauu = M_.params( 26 ); M_.params( 24 ) = 0.0224; gu = M_.params( 24 ); M_.params( 20 ) = M_.params(4); xu = M_.params( 20 ); M_.params( 21 ) = 1; uu = M_.params( 21 ); M_.params( 25 ) = 0.18; ju = M_.params( 25 ); M_.params( 1 ) = 1.0743; rau = M_.params( 1 ); M_.params( 2 ) = 1.0340; ru = M_.params( 2 ); M_.params( 3 ) = 0.0013; nu = M_.params( 3 ); M_.params( 4 ) = 0.6987; mu = M_.params( 4 ); M_.params( 5 ) = 1.0005; piu = M_.params( 5 ); M_.params( 6 ) = 0.0860; cu = M_.params( 6 ); M_.params( 7 ) = 0.1000; yu = M_.params( 7 ); M_.params( 8 ) = 0.0217; ku = M_.params( 8 ); M_.params( 9 ) = 1.0000; qku = M_.params( 9 ); M_.params( 10 ) = 1.0000; qhu = M_.params( 10 ); M_.params( 11 ) = 0.0093; heu = M_.params( 11 ); M_.params( 12 ) = 0.0310; meu = M_.params( 12 ); M_.params( 13 ) = 0.0006; iku = M_.params( 13 ); M_.params( 14 ) = 0.0005; ihu = M_.params( 14 ); M_.params( 15 ) = 0.0129; hu = M_.params( 15 ); M_.params( 16 ) = 0.0035; hhu = M_.params( 16 ); M_.params( 17 ) = 0.4109; lu = M_.params( 17 ); M_.params( 18 ) = 0.1217; wu = M_.params( 18 ); M_.params( 19 ) = 0.0043; zu = M_.params( 19 ); M_.params( 20 ) = 1.2000; xu = M_.params( 20 ); vu= 0.0220; gyu=1.031944862; gmu=1.274053692; gcu=1.034859905; giku=1.37555871; gpiu=1.000497906; gqhu=1.020269475; M_.params( 38 ) = 0.95; rhoda = M_.params( 38 ); M_.params( 39 ) = 0.5; rhochi = M_.params( 39 ); M_.params( 43 ) = 0.9; rhog = M_.params( 43 ); M_.params( 40 ) = 0.95; rhoj = M_.params( 40 ); M_.params( 41 ) = 0.5; rhou = M_.params( 41 ); M_.params( 29 ) = 1.1; zeta = M_.params( 29 ); steady; check; % % INITVAL instructions % options_.initval_file = 0; oo_.steady_state( 20 ) = 0; oo_.steady_state( 19 ) = 0; oo_.steady_state( 5 ) = 0; oo_.steady_state( 20 ) = 0; oo_.steady_state( 2 ) = 0; oo_.steady_state( 9 ) = 0; oo_.steady_state( 10 ) = 0; oo_.steady_state( 1 ) = 0; oo_.steady_state( 7 ) = 0; oo_.steady_state( 3 ) = 0; oo_.steady_state( 11 ) = 0; oo_.steady_state( 8 ) = 0; oo_.steady_state( 17 ) = 0; oo_.steady_state( 18 ) = 0; oo_.steady_state( 6 ) = 0; oo_.steady_state( 16 ) = 0; oo_.steady_state( 15 ) = 0; oo_.steady_state( 14 ) = 0; oo_.steady_state( 13 ) = 0; oo_.steady_state( 4 ) = 0; oo_.steady_state( 12 ) = 0; oo_.steady_state( 21 ) = 0; oo_.steady_state( 25 ) = 0; oo_.steady_state( 22 ) = 0; oo_.steady_state( 23 ) = 0; oo_.steady_state( 24 ) = 0; oo_.steady_state( 26 ) = 0; oo_.steady_state( 28 ) = 0; oo_.steady_state( 27 ) = 0; oo_.steady_state( 30 ) = 0; oo_.steady_state( 31 ) = 0; oo_.steady_state( 29 ) = 0; 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; resid(1); % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(1, 1) = 0.01; M_.Sigma_e(2, 2) = 0.01; M_.Sigma_e(3, 3) = 0.01; M_.Sigma_e(4, 4) = 0.01; M_.Sigma_e(5, 5) = 0.01; M_.Sigma_e(6, 6) = 0.01; M_.sigma_e_is_diagonal = 1; global estim_params_ estim_params_.var_exo = []; estim_params_.var_endo = []; estim_params_.corrx = []; estim_params_.corrn = []; estim_params_.param_vals = []; estim_params_.param_vals = [estim_params_.param_vals; 38, NaN, (-Inf), Inf, 1, 0.5, 0.1, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 39, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 40, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 43, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 41, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.var_exo = [estim_params_.var_exo; 3, NaN, (-Inf), Inf, 4, 0.1, Inf, NaN, NaN, NaN ]; estim_params_.var_exo = [estim_params_.var_exo; 4, NaN, (-Inf), Inf, 4, 0.1, Inf, NaN, NaN, NaN ]; estim_params_.var_exo = [estim_params_.var_exo; 6, NaN, (-Inf), Inf, 4, 0.1, Inf, NaN, NaN, NaN ]; estim_params_.var_exo = [estim_params_.var_exo; 5, NaN, (-Inf), Inf, 4, 0.1, Inf, NaN, NaN, NaN ]; estim_params_.var_exo = [estim_params_.var_exo; 1, NaN, (-Inf), Inf, 4, 0.1, Inf, NaN, NaN, NaN ]; estim_params_.var_exo = [estim_params_.var_exo; 2, NaN, (-Inf), Inf, 4, 0.1, Inf, NaN, NaN, NaN ]; options_.mode_check = 1; options_.smoother = 1; options_.datafile = 'zhongjiebanshuju'; var_list_=[]; dynare_estimation(var_list_); save('zxx_results.mat', 'oo_', 'M_', 'options_'); diary off disp(['Total computing time : ' dynsec2hms(toc) ]);