% % 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 = 'dynarewp036'; % % Some global variables initialization % global_initialization; diary off; diary('dynarewp036.log'); M_.exo_names = 'e_sc'; M_.exo_names_tex = 'e\_sc'; M_.exo_names_long = 'e_sc'; M_.exo_names = char(M_.exo_names, 'e_sl'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_sl'); M_.exo_names_long = char(M_.exo_names_long, 'e_sl'); M_.exo_names = char(M_.exo_names, 'e_l'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_l'); M_.exo_names_long = char(M_.exo_names_long, 'e_l'); M_.exo_names = char(M_.exo_names, 'e_k'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_k'); M_.exo_names_long = char(M_.exo_names_long, 'e_k'); M_.exo_names = char(M_.exo_names, 'e_a'); M_.exo_names_tex = char(M_.exo_names_tex, 'e\_a'); M_.exo_names_long = char(M_.exo_names_long, 'e_a'); M_.endo_names = 'Y'; M_.endo_names_tex = 'Y'; M_.endo_names_long = 'Y'; M_.endo_names = char(M_.endo_names, 'C'); M_.endo_names_tex = char(M_.endo_names_tex, 'C'); M_.endo_names_long = char(M_.endo_names_long, 'C'); M_.endo_names = char(M_.endo_names, 'CR'); M_.endo_names_tex = char(M_.endo_names_tex, 'CR'); M_.endo_names_long = char(M_.endo_names_long, 'CR'); M_.endo_names = char(M_.endo_names, 'CNR'); M_.endo_names_tex = char(M_.endo_names_tex, 'CNR'); M_.endo_names_long = char(M_.endo_names_long, 'CNR'); M_.endo_names = char(M_.endo_names, 'I'); M_.endo_names_tex = char(M_.endo_names_tex, 'I'); M_.endo_names_long = char(M_.endo_names_long, 'I'); M_.endo_names = char(M_.endo_names, 'G'); M_.endo_names_tex = char(M_.endo_names_tex, 'G'); M_.endo_names_long = char(M_.endo_names_long, 'G'); M_.endo_names = char(M_.endo_names, 'K'); M_.endo_names_tex = char(M_.endo_names_tex, 'K'); M_.endo_names_long = char(M_.endo_names_long, 'K'); M_.endo_names = char(M_.endo_names, 'L'); M_.endo_names_tex = char(M_.endo_names_tex, 'L'); M_.endo_names_long = char(M_.endo_names_long, 'L'); M_.endo_names = char(M_.endo_names, 'R'); M_.endo_names_tex = char(M_.endo_names_tex, 'R'); M_.endo_names_long = char(M_.endo_names_long, 'R'); 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, 'W'); M_.endo_names_tex = char(M_.endo_names_tex, 'W'); M_.endo_names_long = char(M_.endo_names_long, 'W'); M_.endo_names = char(M_.endo_names, 'B'); M_.endo_names_tex = char(M_.endo_names_tex, 'B'); M_.endo_names_long = char(M_.endo_names_long, 'B'); M_.endo_names = char(M_.endo_names, 'TAX'); M_.endo_names_tex = char(M_.endo_names_tex, 'TAX'); M_.endo_names_long = char(M_.endo_names_long, 'TAX'); M_.endo_names = char(M_.endo_names, 'BAL'); M_.endo_names_tex = char(M_.endo_names_tex, 'BAL'); M_.endo_names_long = char(M_.endo_names_long, 'BAL'); M_.endo_names = char(M_.endo_names, 'P'); M_.endo_names_tex = char(M_.endo_names_tex, 'P'); M_.endo_names_long = char(M_.endo_names_long, 'P'); M_.endo_names = char(M_.endo_names, 'PI'); M_.endo_names_tex = char(M_.endo_names_tex, 'PI'); M_.endo_names_long = char(M_.endo_names_long, 'PI'); M_.endo_names = char(M_.endo_names, 'Welfare'); M_.endo_names_tex = char(M_.endo_names_tex, 'Welfare'); M_.endo_names_long = char(M_.endo_names_long, 'Welfare'); M_.endo_names = char(M_.endo_names, 'S_c'); M_.endo_names_tex = char(M_.endo_names_tex, 'S\_c'); M_.endo_names_long = char(M_.endo_names_long, 'S_c'); M_.endo_names = char(M_.endo_names, 'S_l'); M_.endo_names_tex = char(M_.endo_names_tex, 'S\_l'); M_.endo_names_long = char(M_.endo_names_long, 'S_l'); M_.endo_names = char(M_.endo_names, 'FI_l'); M_.endo_names_tex = char(M_.endo_names_tex, 'FI\_l'); M_.endo_names_long = char(M_.endo_names_long, 'FI_l'); M_.endo_names = char(M_.endo_names, 'FI_k'); M_.endo_names_tex = char(M_.endo_names_tex, 'FI\_k'); M_.endo_names_long = char(M_.endo_names_long, 'FI_k'); M_.endo_names = char(M_.endo_names, 'A'); M_.endo_names_tex = char(M_.endo_names_tex, 'A'); M_.endo_names_long = char(M_.endo_names_long, 'A'); M_.param_names = 'a'; M_.param_names_tex = 'a'; M_.param_names_long = 'a'; M_.param_names = char(M_.param_names, 'b'); M_.param_names_tex = char(M_.param_names_tex, 'b'); M_.param_names_long = char(M_.param_names_long, 'b'); M_.param_names = char(M_.param_names, 'varfi'); M_.param_names_tex = char(M_.param_names_tex, 'varfi'); M_.param_names_long = char(M_.param_names_long, 'varfi'); M_.param_names = char(M_.param_names, 'alfa'); M_.param_names_tex = char(M_.param_names_tex, 'alfa'); M_.param_names_long = char(M_.param_names_long, 'alfa'); 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, 'delta'); M_.param_names_tex = char(M_.param_names_tex, 'delta'); M_.param_names_long = char(M_.param_names_long, 'delta'); M_.param_names = char(M_.param_names, 'tau_c'); M_.param_names_tex = char(M_.param_names_tex, 'tau\_c'); M_.param_names_long = char(M_.param_names_long, 'tau_c'); M_.param_names = char(M_.param_names, 'tau_k'); M_.param_names_tex = char(M_.param_names_tex, 'tau\_k'); M_.param_names_long = char(M_.param_names_long, 'tau_k'); M_.param_names = char(M_.param_names, 'tau_l'); M_.param_names_tex = char(M_.param_names_tex, 'tau\_l'); M_.param_names_long = char(M_.param_names_long, 'tau_l'); M_.param_names = char(M_.param_names, 'tau_p'); M_.param_names_tex = char(M_.param_names_tex, 'tau\_p'); M_.param_names_long = char(M_.param_names_long, 'tau_p'); M_.param_names = char(M_.param_names, 'sigma'); M_.param_names_tex = char(M_.param_names_tex, 'sigma'); M_.param_names_long = char(M_.param_names_long, 'sigma'); M_.param_names = char(M_.param_names, 'psi'); M_.param_names_tex = char(M_.param_names_tex, 'psi'); M_.param_names_long = char(M_.param_names_long, 'psi'); M_.param_names = char(M_.param_names, 'omega'); M_.param_names_tex = char(M_.param_names_tex, 'omega'); M_.param_names_long = char(M_.param_names_long, 'omega'); M_.param_names = char(M_.param_names, 'ro_sc'); M_.param_names_tex = char(M_.param_names_tex, 'ro\_sc'); M_.param_names_long = char(M_.param_names_long, 'ro_sc'); M_.param_names = char(M_.param_names, 'ro_sl'); M_.param_names_tex = char(M_.param_names_tex, 'ro\_sl'); M_.param_names_long = char(M_.param_names_long, 'ro_sl'); M_.param_names = char(M_.param_names, 'ro_l'); M_.param_names_tex = char(M_.param_names_tex, 'ro\_l'); M_.param_names_long = char(M_.param_names_long, 'ro_l'); M_.param_names = char(M_.param_names, 'ro_k'); M_.param_names_tex = char(M_.param_names_tex, 'ro\_k'); M_.param_names_long = char(M_.param_names_long, 'ro_k'); M_.param_names = char(M_.param_names, 'ro_a'); M_.param_names_tex = char(M_.param_names_tex, 'ro\_a'); M_.param_names_long = char(M_.param_names_long, 'ro_a'); M_.param_names = char(M_.param_names, 'teta'); M_.param_names_tex = char(M_.param_names_tex, 'teta'); M_.param_names_long = char(M_.param_names_long, 'teta'); M_.param_names = char(M_.param_names, 'qui'); M_.param_names_tex = char(M_.param_names_tex, 'qui'); M_.param_names_long = char(M_.param_names_long, 'qui'); M_.param_names = char(M_.param_names, 'PEN'); M_.param_names_tex = char(M_.param_names_tex, 'PEN'); M_.param_names_long = char(M_.param_names_long, 'PEN'); M_.exo_det_nbr = 0; M_.exo_nbr = 5; M_.endo_nbr = 22; M_.param_nbr = 21; M_.orig_endo_nbr = 22; M_.aux_vars = []; M_.Sigma_e = zeros(5, 5); M_.Correlation_matrix = eye(5, 5); M_.H = 0; M_.Correlation_matrix_ME = 1; M_.sigma_e_is_diagonal = 1; options_.linear = 1; options_.block=0; options_.bytecode=0; options_.use_dll=0; erase_compiled_function('dynarewp036_static'); erase_compiled_function('dynarewp036_dynamic'); M_.lead_lag_incidence = [ 0 8 0; 0 9 0; 0 10 30; 0 11 0; 0 12 0; 0 13 0; 1 14 0; 0 15 0; 0 16 31; 0 17 0; 0 18 0; 2 19 0; 0 20 0; 0 21 0; 0 22 32; 0 23 33; 0 24 0; 3 25 34; 4 26 0; 5 27 0; 6 28 35; 7 29 0;]'; M_.nstatic = 11; M_.nfwrd = 4; M_.npred = 5; M_.nboth = 2; M_.nsfwrd = 6; M_.nspred = 7; M_.ndynamic = 11; M_.equations_tags = { }; M_.static_and_dynamic_models_differ = 0; M_.exo_names_orig_ord = [1:5]; M_.maximum_lag = 1; M_.maximum_lead = 1; M_.maximum_endo_lag = 1; M_.maximum_endo_lead = 1; oo_.steady_state = zeros(22, 1); M_.maximum_exo_lag = 0; M_.maximum_exo_lead = 0; oo_.exo_steady_state = zeros(5, 1); M_.params = NaN(21, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 91; M_.NNZDerivatives(2) = -1; M_.NNZDerivatives(3) = -1;  M_.params( 3 ) = 6; varfi = M_.params( 3 ); M_.params( 4 ) = 0.39; alfa = M_.params( 4 ); M_.params( 5 ) = 0.985; beta = M_.params( 5 ); M_.params( 6 ) = 0.025; delta = M_.params( 6 ); M_.params( 7 ) = 0.1594; tau_c = M_.params( 7 ); M_.params( 8 ) = 0.0813; tau_k = M_.params( 8 ); M_.params( 9 ) = 0.1730; tau_l = M_.params( 9 ); M_.params( 10 ) = 0.105; tau_p = M_.params( 10 ); M_.params( 13 ) = 0.39; omega = M_.params( 13 ); M_.params( 11 ) = 2; sigma = M_.params( 11 ); M_.params( 12 ) = 1.5; psi = M_.params( 12 ); M_.params( 14 ) = 0.9; ro_sc = M_.params( 14 ); M_.params( 15 ) = 0.9; ro_sl = M_.params( 15 ); M_.params( 16 ) = 0.9; ro_l = M_.params( 16 ); M_.params( 17 ) = 0.9; ro_k = M_.params( 17 ); M_.params( 18 ) = 0.9; ro_a = M_.params( 18 ); M_.params( 19 ) = 0.85; teta = M_.params( 19 ); M_.params( 20 ) = 0.1; qui = M_.params( 20 ); M_.params( 1 ) = 0.5; a = M_.params( 1 ); M_.params( 2 ) = 1.5; b = M_.params( 2 ); M_.params( 21 ) = 0.1; PEN = M_.params( 21 ); steady; oo_.dr.eigval = check(M_,options_,oo_); model_info(); model_diagnostics(M_,options_,oo_); oo_.dr.eigval = check(M_,options_,oo_); % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(3, 3) = (1)^2; % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(4, 4) = (1)^2; % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(5, 5) = (1)^2; % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(1, 1) = (1)^2; % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(2, 2) = (1)^2; options_.irf = 48; options_.order = 1; options_.periods = 0; options_.conditional_variance_decomposition = [1;2;3;4;5;6;7;8;9;10;11;12;13;14;15;16;17;18;19;20;21;22;23;24;25;26;27;28;29;30;31;32;33;34;35;36;37;38;39;40;41;42;43;44;45;46;47;48;]; var_list_=[]; info = stoch_simul(var_list_); save('dynarewp036_results.mat', 'oo_', 'M_', 'options_'); if exist('estim_params_', 'var') == 1 save('dynarewp036_results.mat', 'estim_params_', '-append'); end if exist('bayestopt_', 'var') == 1 save('dynarewp036_results.mat', 'bayestopt_', '-append'); end if exist('dataset_', 'var') == 1 save('dynarewp036_results.mat', 'dataset_', '-append'); end if exist('estimation_info', 'var') == 1 save('dynarewp036_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