% % 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 = 'gi'; % % Some global variables initialization % global_initialization; diary off; logname_ = 'gi.log'; if exist(logname_, 'file') delete(logname_) end diary(logname_) M_.exo_names = 'e_b'; M_.exo_names_tex = 'e\_b'; M_.exo_names = char(M_.exo_names, 'e_l'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_l'); M_.exo_names = char(M_.exo_names, 'e_a'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_a'); M_.exo_names = char(M_.exo_names, 'e_i'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_i'); M_.exo_names = char(M_.exo_names, 'e_z'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_z'); M_.exo_names = char(M_.exo_names, 'e_tk'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_tk'); M_.exo_names = char(M_.exo_names, 'e_tc'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_tc'); M_.exo_names = char(M_.exo_names, 'e_tl'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_tl'); M_.exo_names = char(M_.exo_names, 'e_g'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_g'); M_.exo_names = char(M_.exo_names, 'e_d'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_d'); M_.exo_names = char(M_.exo_names, 'e_A'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_A'); M_.endo_names = 'c'; M_.endo_names_tex = 'c'; 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, '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, 'gi'); M_.endo_names_tex = char(M_.endo_names_tex, 'gi'); 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, 'i'); M_.endo_names_tex = char(M_.endo_names_tex, 'i'); M_.endo_names = char(M_.endo_names, 'b'); M_.endo_names_tex = char(M_.endo_names_tex, 'b'); 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, 'q'); M_.endo_names_tex = char(M_.endo_names_tex, 'q'); M_.endo_names = char(M_.endo_names, 'v'); M_.endo_names_tex = char(M_.endo_names_tex, 'v'); 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, 'kg'); M_.endo_names_tex = char(M_.endo_names_tex, 'kg'); M_.endo_names = char(M_.endo_names, 'tc'); M_.endo_names_tex = char(M_.endo_names_tex, 'tc'); M_.endo_names = char(M_.endo_names, 'tk'); M_.endo_names_tex = char(M_.endo_names_tex, 'tk'); M_.endo_names = char(M_.endo_names, 'tl'); M_.endo_names_tex = char(M_.endo_names_tex, 'tl'); M_.endo_names = char(M_.endo_names, 'ld'); M_.endo_names_tex = char(M_.endo_names_tex, 'ld'); 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, 'ua'); M_.endo_names_tex = char(M_.endo_names_tex, 'ua'); M_.endo_names = char(M_.endo_names, 'ub'); M_.endo_names_tex = char(M_.endo_names_tex, 'ub'); M_.endo_names = char(M_.endo_names, 'ui'); M_.endo_names_tex = char(M_.endo_names_tex, 'ui'); M_.endo_names = char(M_.endo_names, 'ul'); M_.endo_names_tex = char(M_.endo_names_tex, 'ul'); M_.endo_names = char(M_.endo_names, 'utk'); M_.endo_names_tex = char(M_.endo_names_tex, 'utk'); M_.endo_names = char(M_.endo_names, 'utc'); M_.endo_names_tex = char(M_.endo_names_tex, 'utc'); M_.endo_names = char(M_.endo_names, 'utl'); M_.endo_names_tex = char(M_.endo_names_tex, 'utl'); M_.endo_names = char(M_.endo_names, 'ug'); M_.endo_names_tex = char(M_.endo_names_tex, 'ug'); M_.endo_names = char(M_.endo_names, 'uz'); M_.endo_names_tex = char(M_.endo_names_tex, 'uz'); M_.endo_names = char(M_.endo_names, 'ud'); M_.endo_names_tex = char(M_.endo_names_tex, 'ud'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_1'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_1'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_2'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_2'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_3'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_3'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_4'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_4'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_5'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_5'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_6'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_6'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_7'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_7'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_8'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_8'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_9'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_9'); M_.endo_names = char(M_.endo_names, 'AUX_ENDO_LAG_11_10'); M_.endo_names_tex = char(M_.endo_names_tex, 'AUX\_ENDO\_LAG\_11\_10'); M_.param_names = 'alpha'; M_.param_names_tex = 'alpha'; 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, 'beta'); M_.param_names_tex = char(M_.param_names_tex, 'beta'); M_.param_names = char(M_.param_names, 'kappa'); M_.param_names_tex = char(M_.param_names_tex, 'kappa'); M_.param_names = char(M_.param_names, 'h'); M_.param_names_tex = char(M_.param_names_tex, 'h'); M_.param_names = char(M_.param_names, 'alpha_g'); M_.param_names_tex = char(M_.param_names_tex, 'alpha\_g'); M_.param_names = char(M_.param_names, 'tauc'); M_.param_names_tex = char(M_.param_names_tex, 'tauc'); M_.param_names = char(M_.param_names, 'taul'); M_.param_names_tex = char(M_.param_names_tex, 'taul'); M_.param_names = char(M_.param_names, 'tauk'); M_.param_names_tex = char(M_.param_names_tex, 'tauk'); M_.param_names = char(M_.param_names, 'delta_0'); M_.param_names_tex = char(M_.param_names_tex, 'delta\_0'); M_.param_names = char(M_.param_names, 'delta_1'); M_.param_names_tex = char(M_.param_names_tex, 'delta\_1'); M_.param_names = char(M_.param_names, 'delta_2'); M_.param_names_tex = char(M_.param_names_tex, 'delta\_2'); M_.param_names = char(M_.param_names, 'delta_g'); M_.param_names_tex = char(M_.param_names_tex, 'delta\_g'); M_.param_names = char(M_.param_names, 'YtoK'); M_.param_names_tex = char(M_.param_names_tex, 'YtoK'); M_.param_names = char(M_.param_names, 'CtoY'); M_.param_names_tex = char(M_.param_names_tex, 'CtoY'); M_.param_names = char(M_.param_names, 'GItoY'); M_.param_names_tex = char(M_.param_names_tex, 'GItoY'); M_.param_names = char(M_.param_names, 'GCtoY'); M_.param_names_tex = char(M_.param_names_tex, 'GCtoY'); M_.param_names = char(M_.param_names, 'ItoY'); M_.param_names_tex = char(M_.param_names_tex, 'ItoY'); M_.param_names = char(M_.param_names, 'BtoY'); M_.param_names_tex = char(M_.param_names_tex, 'BtoY'); M_.param_names = char(M_.param_names, 'ZtoY'); M_.param_names_tex = char(M_.param_names_tex, 'ZtoY'); M_.param_names = char(M_.param_names, 'AtoKG'); M_.param_names_tex = char(M_.param_names_tex, 'AtoKG'); M_.param_names = char(M_.param_names, 'GItoA'); M_.param_names_tex = char(M_.param_names_tex, 'GItoA'); M_.param_names = char(M_.param_names, 's'); M_.param_names_tex = char(M_.param_names_tex, 's'); M_.param_names = char(M_.param_names, 'phi_z'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_z'); M_.param_names = char(M_.param_names, 'phi_tl'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_tl'); M_.param_names = char(M_.param_names, 'phi_tk'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_tk'); M_.param_names = char(M_.param_names, 'phi_d'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_d'); M_.param_names = char(M_.param_names, 'phi_kc'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_kc'); M_.param_names = char(M_.param_names, 'phi_g'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_g'); M_.param_names = char(M_.param_names, 'phi_lc'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_lc'); M_.param_names = char(M_.param_names, 'phi_kl'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_kl'); M_.param_names = char(M_.param_names, 'gamma_z'); M_.param_names_tex = char(M_.param_names_tex, 'gamma\_z'); M_.param_names = char(M_.param_names, 'gamma_tl'); M_.param_names_tex = char(M_.param_names_tex, 'gamma\_tl'); M_.param_names = char(M_.param_names, 'gamma_tk'); M_.param_names_tex = char(M_.param_names_tex, 'gamma\_tk'); M_.param_names = char(M_.param_names, 'gamma_d'); M_.param_names_tex = char(M_.param_names_tex, 'gamma\_d'); M_.param_names = char(M_.param_names, 'gamma_g'); M_.param_names_tex = char(M_.param_names_tex, 'gamma\_g'); M_.param_names = char(M_.param_names, 'rho_b'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_b'); M_.param_names = char(M_.param_names, 'rho_l'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_l'); M_.param_names = char(M_.param_names, 'rho_i'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_i'); M_.param_names = char(M_.param_names, 'rho_A'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_A'); M_.param_names = char(M_.param_names, 'rho_a'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_a'); M_.param_names = char(M_.param_names, 'rho_z'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_z'); M_.param_names = char(M_.param_names, 'rho_tl'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_tl'); M_.param_names = char(M_.param_names, 'rho_tc'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_tc'); M_.param_names = char(M_.param_names, 'rho_d'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_d'); M_.param_names = char(M_.param_names, 'rho_tk'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_tk'); M_.param_names = char(M_.param_names, 'rho_g'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_g'); M_.param_names = char(M_.param_names, 'sigma_b'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_b'); M_.param_names = char(M_.param_names, 'sigma_a'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_a'); M_.param_names = char(M_.param_names, 'sigma_i'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_i'); M_.param_names = char(M_.param_names, 'sigma_l'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_l'); M_.param_names = char(M_.param_names, 'sigma_A'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_A'); M_.param_names = char(M_.param_names, 'sigma_z'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_z'); M_.param_names = char(M_.param_names, 'sigma_tk'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_tk'); M_.param_names = char(M_.param_names, 'sigma_tc'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_tc'); M_.param_names = char(M_.param_names, 'sigma_tl'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_tl'); M_.param_names = char(M_.param_names, 'sigma_g'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_g'); M_.param_names = char(M_.param_names, 'sigma_d'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_d'); M_.param_names = char(M_.param_names, 'psi_0'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_0'); M_.param_names = char(M_.param_names, 'psi_1'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_1'); M_.param_names = char(M_.param_names, 'psi_2'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_2'); M_.param_names = char(M_.param_names, 'psi_3'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_3'); M_.param_names = char(M_.param_names, 'psi_4'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_4'); M_.param_names = char(M_.param_names, 'psi_5'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_5'); M_.param_names = char(M_.param_names, 'psi_6'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_6'); M_.param_names = char(M_.param_names, 'psi_7'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_7'); M_.param_names = char(M_.param_names, 'psi_8'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_8'); M_.param_names = char(M_.param_names, 'psi_9'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_9'); M_.param_names = char(M_.param_names, 'psi_10'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_10'); M_.param_names = char(M_.param_names, 'psi_11'); M_.param_names_tex = char(M_.param_names_tex, 'psi\_11'); M_.exo_det_nbr = 0; M_.exo_nbr = 11; M_.endo_nbr = 38; M_.param_nbr = 70; M_.orig_endo_nbr = 28; M_.aux_vars(1).endo_index = 29; M_.aux_vars(1).type = 1; M_.aux_vars(1).orig_index = 12; M_.aux_vars(1).orig_lead_lag = -1; M_.aux_vars(2).endo_index = 30; M_.aux_vars(2).type = 1; M_.aux_vars(2).orig_index = 12; M_.aux_vars(2).orig_lead_lag = -2; M_.aux_vars(3).endo_index = 31; M_.aux_vars(3).type = 1; M_.aux_vars(3).orig_index = 12; M_.aux_vars(3).orig_lead_lag = -3; M_.aux_vars(4).endo_index = 32; M_.aux_vars(4).type = 1; M_.aux_vars(4).orig_index = 12; M_.aux_vars(4).orig_lead_lag = -4; M_.aux_vars(5).endo_index = 33; M_.aux_vars(5).type = 1; M_.aux_vars(5).orig_index = 12; M_.aux_vars(5).orig_lead_lag = -5; M_.aux_vars(6).endo_index = 34; M_.aux_vars(6).type = 1; M_.aux_vars(6).orig_index = 12; M_.aux_vars(6).orig_lead_lag = -6; M_.aux_vars(7).endo_index = 35; M_.aux_vars(7).type = 1; M_.aux_vars(7).orig_index = 12; M_.aux_vars(7).orig_lead_lag = -7; M_.aux_vars(8).endo_index = 36; M_.aux_vars(8).type = 1; M_.aux_vars(8).orig_index = 12; M_.aux_vars(8).orig_lead_lag = -8; M_.aux_vars(9).endo_index = 37; M_.aux_vars(9).type = 1; M_.aux_vars(9).orig_index = 12; M_.aux_vars(9).orig_lead_lag = -9; M_.aux_vars(10).endo_index = 38; M_.aux_vars(10).type = 1; M_.aux_vars(10).orig_index = 12; M_.aux_vars(10).orig_lead_lag = -10; options_.varobs = []; options_.varobs = 'y'; options_.varobs = char(options_.varobs, 'c'); options_.varobs = char(options_.varobs, 'l'); options_.varobs = char(options_.varobs, 'gi'); options_.varobs = char(options_.varobs, 'i'); options_.varobs = char(options_.varobs, 'r'); options_.varobs_id = [ 3 1 2 5 7 18 ]; M_.Sigma_e = zeros(11, 11); M_.H = 0; options_.block=0; options_.bytecode=0; options_.use_dll=0; erase_compiled_function('gi_dynamic'); M_.lead_lag_incidence = [ 1 28 66; 0 29 0; 0 30 67; 2 31 0; 0 32 0; 0 33 0; 3 34 68; 4 35 0; 0 36 0; 0 37 69; 0 38 70; 5 39 0; 6 40 0; 0 41 71; 0 42 72; 0 43 0; 0 44 0; 7 45 0; 8 46 0; 9 47 73; 10 48 74; 11 49 0; 12 50 0; 13 51 0; 14 52 0; 15 53 0; 16 54 0; 17 55 0; 18 56 0; 19 57 0; 20 58 0; 21 59 0; 22 60 0; 23 61 0; 24 62 0; 25 63 0; 26 64 0; 27 65 0;]'; M_.equations_tags = { }; M_.exo_names_orig_ord = [1:11]; M_.maximum_lag = 1; M_.maximum_lead = 1; M_.maximum_endo_lag = 1; M_.maximum_endo_lead = 1; oo_.steady_state = zeros(38, 1); M_.maximum_exo_lag = 0; M_.maximum_exo_lead = 0; oo_.exo_steady_state = zeros(11, 1); M_.params = NaN(70, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 162; M_.NNZDerivatives(2) = -1; M_.NNZDerivatives(3) = -1; M_.params( 1 ) = 0.4; alpha = M_.params( 1 ); M_.params( 3 ) = 0.999; beta = M_.params( 3 ); M_.params( 2 ) = 0.87; gamma = M_.params( 2 ); M_.params( 5 ) = 0.7; h = M_.params( 5 ); M_.params( 4 ) = 1.1; kappa = M_.params( 4 ); M_.params( 6 ) = 0.05; alpha_g = M_.params( 6 ); M_.params( 8 ) = 0.1; taul = M_.params( 8 ); M_.params( 9 ) = 0.1; tauk = M_.params( 9 ); M_.params( 7 ) = 0.1; tauc = M_.params( 7 ); M_.params( 10 ) = 0.025; delta_0 = M_.params( 10 ); M_.params( 11 ) = 0.035; delta_1 = M_.params( 11 ); M_.params( 12 ) = 0.7; delta_2 = M_.params( 12 ); M_.params( 13 ) = 0.02; delta_g = M_.params( 13 ); M_.params( 14 ) = 0.065659; YtoK = M_.params( 14 ); M_.params( 15 ) = 0.450655; CtoY = M_.params( 15 ); M_.params( 17 ) = 0.1423; GCtoY = M_.params( 17 ); M_.params( 16 ) = 0.02629; GItoY = M_.params( 16 ); M_.params( 18 ) = 0.380755; ItoY = M_.params( 18 ); M_.params( 19 ) = 0.04; BtoY = M_.params( 19 ); M_.params( 20 ) = 0.002726; ZtoY = M_.params( 20 ); M_.params( 21 ) = 0.02; AtoKG = M_.params( 21 ); M_.params( 22 ) = 1; GItoA = M_.params( 22 ); M_.params( 23 ) = 5; s = M_.params( 23 ); M_.params( 59 ) = 0; psi_0 = M_.params( 59 ); M_.params( 60 ) = 0.03333; psi_1 = M_.params( 60 ); M_.params( 61 ) = 0.03333; psi_2 = M_.params( 61 ); M_.params( 62 ) = 0.03333; psi_3 = M_.params( 62 ); M_.params( 63 ) = 0.09375; psi_4 = M_.params( 63 ); M_.params( 64 ) = 0.09375; psi_5 = M_.params( 64 ); M_.params( 65 ) = 0.09375; psi_6 = M_.params( 65 ); M_.params( 66 ) = 0.09375; psi_7 = M_.params( 66 ); M_.params( 67 ) = 0.09375; psi_8 = M_.params( 67 ); M_.params( 68 ) = 0.09375; psi_9 = M_.params( 68 ); M_.params( 69 ) = 0.09375; psi_10 = M_.params( 69 ); M_.params( 70 ) = 0.09375; psi_11 = M_.params( 70 ); M_.params( 24 ) = 0.2; phi_z = M_.params( 24 ); M_.params( 26 ) = 1; phi_tk = M_.params( 26 ); M_.params( 25 ) = 0.5; phi_tl = M_.params( 25 ); M_.params( 28 ) = 0.05; phi_kc = M_.params( 28 ); M_.params( 29 ) = 0.07; phi_g = M_.params( 29 ); M_.params( 30 ) = 0.05; phi_lc = M_.params( 30 ); M_.params( 31 ) = 0.25; phi_kl = M_.params( 31 ); M_.params( 27 ) = 0.74; phi_d = M_.params( 27 ); M_.params( 37 ) = 0.5; rho_b = M_.params( 37 ); M_.params( 38 ) = 0.5; rho_l = M_.params( 38 ); M_.params( 41 ) = 0.5; rho_a = M_.params( 41 ); M_.params( 39 ) = 0.5; rho_i = M_.params( 39 ); M_.params( 42 ) = 0.5; rho_z = M_.params( 42 ); M_.params( 43 ) = 0.5; rho_tl = M_.params( 43 ); M_.params( 46 ) = 0.5; rho_tk = M_.params( 46 ); M_.params( 44 ) = 0.5; rho_tc = M_.params( 44 ); M_.params( 47 ) = 0.5; rho_g = M_.params( 47 ); M_.params( 45 ) = 0.16; rho_d = M_.params( 45 ); M_.params( 40 ) = 0.5; rho_A = M_.params( 40 ); M_.params( 48 ) = 1; sigma_b = M_.params( 48 ); M_.params( 51 ) = 1; sigma_l = M_.params( 51 ); M_.params( 49 ) = 1; sigma_a = M_.params( 49 ); M_.params( 50 ) = 1; sigma_i = M_.params( 50 ); M_.params( 53 ) = 1; sigma_z = M_.params( 53 ); M_.params( 56 ) = 1; sigma_tl = M_.params( 56 ); M_.params( 54 ) = 1; sigma_tk = M_.params( 54 ); M_.params( 55 ) = 1; sigma_tc = M_.params( 55 ); M_.params( 57 ) = 1; sigma_g = M_.params( 57 ); M_.params( 58 ) = 0.02; sigma_d = M_.params( 58 ); M_.params( 52 ) = 1; sigma_A = M_.params( 52 ); M_.params( 32 ) = 0.15; gamma_z = M_.params( 32 ); M_.params( 34 ) = 0.15; gamma_tk = M_.params( 34 ); M_.params( 33 ) = 0.15; gamma_tl = M_.params( 33 ); M_.params( 36 ) = 0.15; gamma_g = M_.params( 36 ); M_.params( 35 ) = 0.16; gamma_d = M_.params( 35 ); % % INITVAL instructions % options_.initval_file = 0; oo_.steady_state( 11 ) = 1; oo_.steady_state( 10 ) = 1; oo_.steady_state( 18 ) = 1.001001; oo_.steady_state( 12 ) = 0.0976635; oo_.steady_state( 14 ) = 0.1674118; oo_.steady_state( 15 ) = 0.1485941; oo_.steady_state( 16 ) = 0.2228912; oo_.steady_state( 17 ) = 2.772766; oo_.steady_state( 1 ) = 1.674118; oo_.steady_state( 2 ) = 0.606118; oo_.steady_state( 3 ) = 3.714853; oo_.steady_state( 4 ) = 56.57788; oo_.steady_state( 5 ) = 0.0976635; oo_.steady_state( 6 ) = 0.5286235; oo_.steady_state( 7 ) = 1.414447; oo_.steady_state( 8 ) = 0.148594; oo_.steady_state( 9 ) = 0.010125; oo_.steady_state( 13 ) = 4.883174; oo_.steady_state( 27 ) = 0; oo_.steady_state( 23 ) = 0; oo_.steady_state( 25 ) = 0; oo_.steady_state( 24 ) = 0; oo_.steady_state( 26 ) = 0; oo_.steady_state( 20 ) = 0; oo_.steady_state( 19 ) = 0; oo_.steady_state( 22 ) = 0; oo_.steady_state( 28 ) = 0; oo_.exo_steady_state( 1 ) = 0; oo_.exo_steady_state( 2 ) = 0; oo_.exo_steady_state( 3 ) = 0; oo_.exo_steady_state( 4 ) = 0; oo_.exo_steady_state( 5 ) = 0; oo_.exo_steady_state( 8 ) = 0; oo_.exo_steady_state( 6 ) = 0; oo_.exo_steady_state( 7 ) = 0; oo_.exo_steady_state( 9 ) = 0; oo_.exo_steady_state( 10 ) = 0; oo_.exo_steady_state( 11 ) = 0; oo_.steady_state(29)=oo_.steady_state(12); oo_.steady_state(30)=oo_.steady_state(29); oo_.steady_state(31)=oo_.steady_state(30); oo_.steady_state(32)=oo_.steady_state(31); oo_.steady_state(33)=oo_.steady_state(32); oo_.steady_state(34)=oo_.steady_state(33); oo_.steady_state(35)=oo_.steady_state(34); oo_.steady_state(36)=oo_.steady_state(35); oo_.steady_state(37)=oo_.steady_state(36); oo_.steady_state(38)=oo_.steady_state(37); 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(5, 5) = (0.005)^2; M_.Sigma_e(6, 6) = (0.005)^2; M_.Sigma_e(7, 7) = (0.005)^2; M_.Sigma_e(8, 8) = (0.005)^2; M_.Sigma_e(9, 9) = (0.005)^2; M_.Sigma_e(10, 10) = (0.005)^2; M_.sigma_e_is_diagonal = 1; steady; 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; 2, NaN, (-Inf), Inf, 2, 0.87, 0.5, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 4, NaN, (-Inf), Inf, 2, 1.1, 0.5, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 5, NaN, (-Inf), Inf, 1, 0.7, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 23, NaN, (-Inf), Inf, 2, 5, 0.25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 12, NaN, (-Inf), Inf, 2, 0.7, 0.5, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 37, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 38, 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_.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; 42, 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; 46, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 44, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 47, NaN, (-Inf), Inf, 1, 0.5, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 45, 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; 48, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 51, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 49, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 50, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 53, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 56, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 54, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 55, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 57, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 58, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 52, NaN, (-Inf), Inf, 4, 1, 4, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 24, NaN, (-Inf), Inf, 2, 0.2, 0.1, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 26, NaN, (-Inf), Inf, 2, 1, 0.3, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 25, NaN, (-Inf), Inf, 2, 0.5, 0.25, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 29, NaN, (-Inf), Inf, 2, 0.07, 0.3, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 31, NaN, (-Inf), Inf, 3, 0.25, 0.1, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 28, NaN, (-Inf), Inf, 3, 0.05, 0.1, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 30, NaN, (-Inf), Inf, 3, 0.05, 0.1, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 27, NaN, (-Inf), Inf, 3, 0.05, 0.1, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 32, NaN, (-Inf), Inf, 2, 0.15, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 34, NaN, (-Inf), Inf, 2, 0.15, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 33, NaN, (-Inf), Inf, 2, 0.15, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 36, NaN, (-Inf), Inf, 2, 0.15, 0.2, NaN, NaN, NaN ]; estim_params_.param_vals = [estim_params_.param_vals; 35, NaN, (-Inf), Inf, 2, 0.15, 0.2, NaN, NaN, NaN ]; options_.irf = 25; options_.periods = 1000; var_list_=[]; info = stoch_simul(var_list_); options_.lik_init = 2; options_.mh_jscale = 0.8; options_.mh_nblck = 2; options_.mh_replic = 2000; options_.order = 1; options_.datafile = 'gidat_simul'; var_list_=[]; dynare_estimation(var_list_); save('gi_results.mat', 'oo_', 'M_', 'options_'); diary off disp(['Total computing time : ' dynsec2hms(toc) ]);