% % 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_ estimation_info options_ = []; M_.fname = 'mp_cur_un'; % % Some global variables initialization % global_initialization; diary off; diary('mp_cur_un.log'); M_.exo_names = 'e_a'; M_.exo_names_tex = 'e\_a'; M_.exo_names_long = 'e_a'; M_.exo_names = char(M_.exo_names, 'e_b'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_b'); M_.exo_names_long = char(M_.exo_names_long, 'e_b'); M_.endo_names = 'u_a'; M_.endo_names_tex = 'u\_a'; M_.endo_names_long = 'u_a'; M_.endo_names = char(M_.endo_names, 'u_b'); M_.endo_names_tex = char(M_.endo_names_tex, 'u\_b'); M_.endo_names_long = char(M_.endo_names_long, 'u_b'); M_.endo_names = char(M_.endo_names, 'pi_ad'); M_.endo_names_tex = char(M_.endo_names_tex, 'pi\_ad'); M_.endo_names_long = char(M_.endo_names_long, 'pi_ad'); M_.endo_names = char(M_.endo_names, 'pi_bd'); M_.endo_names_tex = char(M_.endo_names_tex, 'pi\_bd'); M_.endo_names_long = char(M_.endo_names_long, 'pi_bd'); M_.endo_names = char(M_.endo_names, 'cpi_a'); M_.endo_names_tex = char(M_.endo_names_tex, 'cpi\_a'); M_.endo_names_long = char(M_.endo_names_long, 'cpi_a'); M_.endo_names = char(M_.endo_names, 'cpi_b'); M_.endo_names_tex = char(M_.endo_names_tex, 'cpi\_b'); M_.endo_names_long = char(M_.endo_names_long, 'cpi_b'); M_.endo_names = char(M_.endo_names, 's_ba'); M_.endo_names_tex = char(M_.endo_names_tex, 's\_ba'); M_.endo_names_long = char(M_.endo_names_long, 's_ba'); M_.endo_names = char(M_.endo_names, 'r_a'); M_.endo_names_tex = char(M_.endo_names_tex, 'r\_a'); M_.endo_names_long = char(M_.endo_names_long, 'r_a'); M_.endo_names = char(M_.endo_names, 'r_b'); M_.endo_names_tex = char(M_.endo_names_tex, 'r\_b'); M_.endo_names_long = char(M_.endo_names_long, 'r_b'); M_.endo_names = char(M_.endo_names, 'q_ab'); M_.endo_names_tex = char(M_.endo_names_tex, 'q\_ab'); M_.endo_names_long = char(M_.endo_names_long, 'q_ab'); M_.endo_names = char(M_.endo_names, 'z_a'); M_.endo_names_tex = char(M_.endo_names_tex, 'z\_a'); M_.endo_names_long = char(M_.endo_names_long, 'z_a'); M_.endo_names = char(M_.endo_names, 'z_b'); M_.endo_names_tex = char(M_.endo_names_tex, 'z\_b'); M_.endo_names_long = char(M_.endo_names_long, 'z_b'); M_.param_names = 'sigma_a'; M_.param_names_tex = 'sigma\_a'; M_.param_names_long = 'sigma_a'; M_.param_names = char(M_.param_names, 'sigma_b'); M_.param_names_tex = char(M_.param_names_tex, 'sigma\_b'); M_.param_names_long = char(M_.param_names_long, 'sigma_b'); M_.param_names = char(M_.param_names, 'omega_r'); M_.param_names_tex = char(M_.param_names_tex, 'omega\_r'); M_.param_names_long = char(M_.param_names_long, 'omega_r'); M_.param_names = char(M_.param_names, 'omega_p'); M_.param_names_tex = char(M_.param_names_tex, 'omega\_p'); M_.param_names_long = char(M_.param_names_long, 'omega_p'); M_.param_names = char(M_.param_names, 'omega_u'); M_.param_names_tex = char(M_.param_names_tex, 'omega\_u'); M_.param_names_long = char(M_.param_names_long, 'omega_u'); M_.param_names = char(M_.param_names, 'beta'); M_.param_names_tex = char(M_.param_names_tex, 'beta'); M_.param_names_long = char(M_.param_names_long, 'beta'); M_.param_names = char(M_.param_names, 'zeta'); M_.param_names_tex = char(M_.param_names_tex, 'zeta'); M_.param_names_long = char(M_.param_names_long, 'zeta'); M_.param_names = char(M_.param_names, 'phi_a1'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_a1'); M_.param_names_long = char(M_.param_names_long, 'phi_a1'); M_.param_names = char(M_.param_names, 'phi_a2'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_a2'); M_.param_names_long = char(M_.param_names_long, 'phi_a2'); M_.param_names = char(M_.param_names, 'phi_a3'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_a3'); M_.param_names_long = char(M_.param_names_long, 'phi_a3'); M_.param_names = char(M_.param_names, 'phi_a4'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_a4'); M_.param_names_long = char(M_.param_names_long, 'phi_a4'); M_.param_names = char(M_.param_names, 'phi_a5'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_a5'); M_.param_names_long = char(M_.param_names_long, 'phi_a5'); M_.param_names = char(M_.param_names, 'phi_b1'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_b1'); M_.param_names_long = char(M_.param_names_long, 'phi_b1'); M_.param_names = char(M_.param_names, 'phi_b2'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_b2'); M_.param_names_long = char(M_.param_names_long, 'phi_b2'); M_.param_names = char(M_.param_names, 'phi_b3'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_b3'); M_.param_names_long = char(M_.param_names_long, 'phi_b3'); M_.param_names = char(M_.param_names, 'phi_b4'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_b4'); M_.param_names_long = char(M_.param_names_long, 'phi_b4'); M_.param_names = char(M_.param_names, 'phi_b5'); M_.param_names_tex = char(M_.param_names_tex, 'phi\_b5'); M_.param_names_long = char(M_.param_names_long, 'phi_b5'); M_.param_names = char(M_.param_names, 'delta_ap'); M_.param_names_tex = char(M_.param_names_tex, 'delta\_ap'); M_.param_names_long = char(M_.param_names_long, 'delta_ap'); M_.param_names = char(M_.param_names, 'delta_bp'); M_.param_names_tex = char(M_.param_names_tex, 'delta\_bp'); M_.param_names_long = char(M_.param_names_long, 'delta_bp'); M_.param_names = char(M_.param_names, 'rho_a0'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_a0'); M_.param_names_long = char(M_.param_names_long, 'rho_a0'); M_.param_names = char(M_.param_names, 'rho_a1'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_a1'); M_.param_names_long = char(M_.param_names_long, 'rho_a1'); M_.param_names = char(M_.param_names, 'rho_a2'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_a2'); M_.param_names_long = char(M_.param_names_long, 'rho_a2'); M_.param_names = char(M_.param_names, 'rho_a3'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_a3'); M_.param_names_long = char(M_.param_names_long, 'rho_a3'); M_.param_names = char(M_.param_names, 'rho_a4'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_a4'); M_.param_names_long = char(M_.param_names_long, 'rho_a4'); M_.param_names = char(M_.param_names, 'rho_b0'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_b0'); M_.param_names_long = char(M_.param_names_long, 'rho_b0'); M_.param_names = char(M_.param_names, 'rho_b1'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_b1'); M_.param_names_long = char(M_.param_names_long, 'rho_b1'); M_.param_names = char(M_.param_names, 'rho_b2'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_b2'); M_.param_names_long = char(M_.param_names_long, 'rho_b2'); M_.param_names = char(M_.param_names, 'rho_b3'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_b3'); M_.param_names_long = char(M_.param_names_long, 'rho_b3'); M_.param_names = char(M_.param_names, 'rho_b4'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_b4'); M_.param_names_long = char(M_.param_names_long, 'rho_b4'); M_.param_names = char(M_.param_names, 'rho_a'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_a'); M_.param_names_long = char(M_.param_names_long, 'rho_a'); M_.param_names = char(M_.param_names, 'rho_b'); M_.param_names_tex = char(M_.param_names_tex, 'rho\_b'); M_.param_names_long = char(M_.param_names_long, 'rho_b'); M_.exo_det_nbr = 0; M_.exo_nbr = 2; M_.endo_nbr = 12; M_.param_nbr = 31; M_.orig_endo_nbr = 12; M_.aux_vars = []; M_.Sigma_e = zeros(2, 2); M_.Correlation_matrix = eye(2, 2); M_.H = 0; M_.Correlation_matrix_ME = 1; options_.linear = 1; options_.block=0; options_.bytecode=0; options_.use_dll=0; erase_compiled_function('mp_cur_un_static'); erase_compiled_function('mp_cur_un_dynamic'); M_.lead_lag_incidence = [ 1 7 19; 2 8 20; 0 9 21; 0 10 22; 0 11 23; 0 12 24; 3 13 25; 0 14 0; 0 15 0; 4 16 0; 5 17 0; 6 18 0;]'; M_.nstatic = 2; M_.nfwrd = 4; M_.npred = 3; M_.nboth = 3; M_.nsfwrd = 7; M_.nspred = 6; M_.ndynamic = 10; M_.equations_tags = { }; M_.static_and_dynamic_models_differ = 0; M_.exo_names_orig_ord = [1:2]; 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(2, 1); M_.params = NaN(31, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 60; M_.NNZDerivatives(2) = 0; M_.NNZDerivatives(3) = -1; M_.params( 4 ) = 1.5; omega_p = M_.params( 4 ); M_.params( 5 ) = 0.125; omega_u = M_.params( 5 ); M_.params( 1 ) = 0.00624; sigma_a = M_.params( 1 ); M_.params( 2 ) = 0.00624; sigma_b = M_.params( 2 ); M_.params( 3 ) = 0.85; omega_r = M_.params( 3 ); M_.params( 7 ) = 0.5; zeta = M_.params( 7 ); M_.params( 6 ) = 0.99; beta = M_.params( 6 ); M_.params( 8 ) = (-0.3182); phi_a1 = M_.params( 8 ); M_.params( 9 ) = 1.3182; phi_a2 = M_.params( 9 ); M_.params( 10 ) = (-2.2727); phi_a3 = M_.params( 10 ); M_.params( 11 ) = (-1.1478); phi_a4 = M_.params( 11 ); M_.params( 12 ) = (-0.1148); phi_a5 = M_.params( 12 ); M_.params( 13 ) = (-0.3182); phi_b1 = M_.params( 13 ); M_.params( 14 ) = 1.3182; phi_b2 = M_.params( 14 ); M_.params( 15 ) = (-2.2727); phi_b3 = M_.params( 15 ); M_.params( 16 ) = (-2.2957); phi_b4 = M_.params( 16 ); M_.params( 17 ) = (-0.1148); phi_b5 = M_.params( 17 ); M_.params( 18 ) = 0.0858; delta_ap = M_.params( 18 ); M_.params( 19 ) = 0.0858; delta_bp = M_.params( 19 ); M_.params( 20 ) = 0.0452; rho_a0 = M_.params( 20 ); M_.params( 21 ) = (-0.2872); rho_a1 = M_.params( 21 ); M_.params( 22 ) = (-0.1219); rho_a2 = M_.params( 22 ); M_.params( 23 ) = 0.7085; rho_a3 = M_.params( 23 ); M_.params( 24 ) = 0.1236; rho_a4 = M_.params( 24 ); M_.params( 25 ) = 0.0452; rho_b0 = M_.params( 25 ); M_.params( 26 ) = (-0.2872); rho_b1 = M_.params( 26 ); M_.params( 27 ) = (-0.1219); rho_b2 = M_.params( 27 ); M_.params( 28 ) = 0.2915; rho_b3 = M_.params( 28 ); M_.params( 29 ) = 0.1236; rho_b4 = M_.params( 29 ); M_.params( 30 ) = 0.95; rho_a = M_.params( 30 ); M_.params( 31 ) = 0.95; rho_b = M_.params( 31 ); % % INITVAL instructions % options_.initval_file = 0; oo_.steady_state( 1 ) = 0; oo_.steady_state( 2 ) = 0; oo_.steady_state( 3 ) = 0; oo_.steady_state( 4 ) = 0; oo_.steady_state( 5 ) = 0; oo_.steady_state( 6 ) = 0; oo_.steady_state( 7 ) = 0; oo_.steady_state( 8 ) = 0; oo_.steady_state( 9 ) = 0; oo_.steady_state( 10 ) = 0; oo_.steady_state( 11 ) = 0; oo_.steady_state( 12 ) = 0; 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; steady; oo_.dr.eigval = check(M_,options_,oo_); % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(1, 1) = M_.params(1)^2; M_.Sigma_e(2, 2) = M_.params(2)^2; M_.sigma_e_is_diagonal = 1; options_.periods = 2100; var_list_=[]; info = stoch_simul(var_list_); save('mp_cur_un_results.mat', 'oo_', 'M_', 'options_'); if exist('estim_params_', 'var') == 1 save('mp_cur_un_results.mat', 'estim_params_', '-append'); end if exist('bayestopt_', 'var') == 1 save('mp_cur_un_results.mat', 'bayestopt_', '-append'); end if exist('dataset_', 'var') == 1 save('mp_cur_un_results.mat', 'dataset_', '-append'); end if exist('estimation_info', 'var') == 1 save('mp_cur_un_results.mat', 'estimation_info', '-append'); end disp(['Total computing time : ' dynsec2hms(toc) ]); if ~isempty(lastwarn) disp('Note: warning(s) encountered in MATLAB/Octave code') end diary off