% % 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 = 'FO_OE_ss'; % % Some global variables initialization % global_initialization; diary off; diary('FO_OE_ss.log'); M_.exo_names = 'ua'; M_.exo_names_tex = 'ua'; M_.exo_names_long = 'ua'; M_.exo_names = char(M_.exo_names, 'um'); M_.exo_names_tex = char(M_.exo_names_tex, 'um'); M_.exo_names_long = char(M_.exo_names_long, 'um'); M_.endo_names = 'pr'; M_.endo_names_tex = 'pr'; M_.endo_names_long = 'pr'; M_.endo_names = char(M_.endo_names, 'ri'); M_.endo_names_tex = char(M_.endo_names_tex, 'ri'); M_.endo_names_long = char(M_.endo_names_long, 'ri'); M_.endo_names = char(M_.endo_names, 'rl'); M_.endo_names_tex = char(M_.endo_names_tex, 'rl'); M_.endo_names_long = char(M_.endo_names_long, 'rl'); M_.endo_names = char(M_.endo_names, 'rd'); M_.endo_names_tex = char(M_.endo_names_tex, 'rd'); M_.endo_names_long = char(M_.endo_names_long, 'rd'); M_.endo_names = char(M_.endo_names, 'd'); M_.endo_names_tex = char(M_.endo_names_tex, 'd'); M_.endo_names_long = char(M_.endo_names_long, 'd'); M_.endo_names = char(M_.endo_names, 'dstar'); M_.endo_names_tex = char(M_.endo_names_tex, 'dstar'); M_.endo_names_long = char(M_.endo_names_long, 'dstar'); M_.endo_names = char(M_.endo_names, 'pai'); M_.endo_names_tex = char(M_.endo_names_tex, 'pai'); M_.endo_names_long = char(M_.endo_names_long, 'pai'); M_.endo_names = char(M_.endo_names, 'paistar'); M_.endo_names_tex = char(M_.endo_names_tex, 'paistar'); M_.endo_names_long = char(M_.endo_names_long, 'paistar'); M_.endo_names = char(M_.endo_names, 'n'); M_.endo_names_tex = char(M_.endo_names_tex, 'n'); M_.endo_names_long = char(M_.endo_names_long, 'n'); M_.endo_names = char(M_.endo_names, 'nstar'); M_.endo_names_tex = char(M_.endo_names_tex, 'nstar'); M_.endo_names_long = char(M_.endo_names_long, 'nstar'); M_.endo_names = char(M_.endo_names, 'ne'); M_.endo_names_tex = char(M_.endo_names_tex, 'ne'); M_.endo_names_long = char(M_.endo_names_long, 'ne'); M_.endo_names = char(M_.endo_names, 'nestar'); M_.endo_names_tex = char(M_.endo_names_tex, 'nestar'); M_.endo_names_long = char(M_.endo_names_long, 'nestar'); M_.endo_names = char(M_.endo_names, 'dt'); M_.endo_names_tex = char(M_.endo_names_tex, 'dt'); M_.endo_names_long = char(M_.endo_names_long, 'dt'); M_.endo_names = char(M_.endo_names, 'nt'); M_.endo_names_tex = char(M_.endo_names_tex, 'nt'); M_.endo_names_long = char(M_.endo_names_long, 'nt'); M_.endo_names = char(M_.endo_names, 'net'); M_.endo_names_tex = char(M_.endo_names_tex, 'net'); M_.endo_names_long = char(M_.endo_names_long, 'net'); 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_.endo_names = char(M_.endo_names, 'm'); M_.endo_names_tex = char(M_.endo_names_tex, 'm'); M_.endo_names_long = char(M_.endo_names_long, 'm'); M_.endo_names = char(M_.endo_names, 'lnpr'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnpr'); M_.endo_names_long = char(M_.endo_names_long, 'lnpr'); M_.endo_names = char(M_.endo_names, 'lnri'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnri'); M_.endo_names_long = char(M_.endo_names_long, 'lnri'); M_.endo_names = char(M_.endo_names, 'lnrl'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnrl'); M_.endo_names_long = char(M_.endo_names_long, 'lnrl'); M_.endo_names = char(M_.endo_names, 'lnrd'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnrd'); M_.endo_names_long = char(M_.endo_names_long, 'lnrd'); M_.endo_names = char(M_.endo_names, 'lnd'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnd'); M_.endo_names_long = char(M_.endo_names_long, 'lnd'); M_.endo_names = char(M_.endo_names, 'lnnn'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnnn'); M_.endo_names_long = char(M_.endo_names_long, 'lnnn'); M_.endo_names = char(M_.endo_names, 'lnne'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnne'); M_.endo_names_long = char(M_.endo_names_long, 'lnne'); M_.endo_names = char(M_.endo_names, 'lndstar'); M_.endo_names_tex = char(M_.endo_names_tex, 'lndstar'); M_.endo_names_long = char(M_.endo_names_long, 'lndstar'); M_.endo_names = char(M_.endo_names, 'lnnstar'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnnstar'); M_.endo_names_long = char(M_.endo_names_long, 'lnnstar'); M_.endo_names = char(M_.endo_names, 'lnnestar'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnnestar'); M_.endo_names_long = char(M_.endo_names_long, 'lnnestar'); M_.endo_names = char(M_.endo_names, 'lndt'); M_.endo_names_tex = char(M_.endo_names_tex, 'lndt'); M_.endo_names_long = char(M_.endo_names_long, 'lndt'); M_.endo_names = char(M_.endo_names, 'lnnt'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnnt'); M_.endo_names_long = char(M_.endo_names_long, 'lnnt'); M_.endo_names = char(M_.endo_names, 'lnnet'); M_.endo_names_tex = char(M_.endo_names_tex, 'lnnet'); M_.endo_names_long = char(M_.endo_names_long, 'lnnet'); M_.param_names = 'alfa'; M_.param_names_tex = 'alfa'; 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, 'phi'); M_.param_names_tex = char(M_.param_names_tex, 'phi'); M_.param_names_long = char(M_.param_names_long, 'phi'); M_.param_names = char(M_.param_names, 'gama'); M_.param_names_tex = char(M_.param_names_tex, 'gama'); M_.param_names_long = char(M_.param_names_long, 'gama'); M_.param_names = char(M_.param_names, 'csi'); M_.param_names_tex = char(M_.param_names_tex, 'csi'); M_.param_names_long = char(M_.param_names_long, 'csi'); M_.param_names = char(M_.param_names, 'pho'); M_.param_names_tex = char(M_.param_names_tex, 'pho'); M_.param_names_long = char(M_.param_names_long, 'pho'); M_.param_names = char(M_.param_names, 'kai'); M_.param_names_tex = char(M_.param_names_tex, 'kai'); M_.param_names_long = char(M_.param_names_long, 'kai'); M_.param_names = char(M_.param_names, 'mu'); M_.param_names_tex = char(M_.param_names_tex, 'mu'); M_.param_names_long = char(M_.param_names_long, 'mu'); M_.param_names = char(M_.param_names, 'roa'); M_.param_names_tex = char(M_.param_names_tex, 'roa'); M_.param_names_long = char(M_.param_names_long, 'roa'); M_.param_names = char(M_.param_names, 'rhom'); M_.param_names_tex = char(M_.param_names_tex, 'rhom'); M_.param_names_long = char(M_.param_names_long, 'rhom'); M_.exo_det_nbr = 0; M_.exo_nbr = 2; M_.endo_nbr = 30; M_.param_nbr = 10; M_.orig_endo_nbr = 30; M_.aux_vars = []; M_.Sigma_e = zeros(2, 2); M_.Correlation_matrix = eye(2, 2); M_.H = 0; M_.Correlation_matrix_ME = 1; M_.sigma_e_is_diagonal = 1; options_.block=0; options_.bytecode=0; options_.use_dll=0; erase_compiled_function('FO_OE_ss_static'); erase_compiled_function('FO_OE_ss_dynamic'); M_.lead_lag_incidence = [ 0 3 0; 0 4 0; 0 5 0; 0 6 0; 0 7 0; 0 8 0; 0 9 0; 0 10 0; 0 11 33; 0 12 34; 0 13 0; 0 14 0; 0 15 0; 0 16 0; 0 17 0; 1 18 0; 2 19 0; 0 20 0; 0 21 0; 0 22 0; 0 23 0; 0 24 0; 0 25 0; 0 26 0; 0 27 0; 0 28 0; 0 29 0; 0 30 0; 0 31 0; 0 32 0;]'; M_.nstatic = 26; M_.nfwrd = 2; M_.npred = 2; M_.nboth = 0; M_.nsfwrd = 2; M_.nspred = 2; M_.ndynamic = 4; 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(30, 1); M_.maximum_exo_lag = 0; M_.maximum_exo_lead = 0; oo_.exo_steady_state = zeros(2, 1); M_.params = NaN(10, 1); M_.NNZDerivatives = zeros(3, 1); M_.NNZDerivatives(1) = 80; M_.NNZDerivatives(2) = -1; M_.NNZDerivatives(3) = -1; M_.params( 1 ) = 0.7; alfa = M_.params( 1 ); M_.params( 3 ) = 2; phi = M_.params( 3 ); M_.params( 4 ) = 3; gama = M_.params( 4 ); M_.params( 5 ) = 0.2; csi = M_.params( 5 ); M_.params( 4 ) = 3; gama = M_.params( 4 ); M_.params( 5 ) = 0.2; csi = M_.params( 5 ); M_.params( 9 ) = 0.95; roa = M_.params( 9 ); M_.params( 10 ) = 0.9; rhom = M_.params( 10 ); M_.params( 6 ) = 0.1; pho = M_.params( 6 ); M_.params( 8 ) = 0.5; mu = M_.params( 8 ); M_.params( 2 ) = 0.95; beta = M_.params( 2 ); M_.params( 7 ) = 2.1; kai = M_.params( 7 ); steady; oo_.dr.eigval = check(M_,options_,oo_); % % SHOCKS instructions % make_ex_; M_.exo_det_length = 0; M_.Sigma_e(1, 1) = (0.01)^2; options_.irf = 30; options_.nograph = 1; options_.order = 1; var_list_=[]; info = stoch_simul(var_list_); close all; save('FO_OE_ss_results.mat', 'oo_', 'M_', 'options_'); if exist('estim_params_', 'var') == 1 save('FO_OE_ss_results.mat', 'estim_params_', '-append'); end if exist('bayestopt_', 'var') == 1 save('FO_OE_ss_results.mat', 'bayestopt_', '-append'); end if exist('dataset_', 'var') == 1 save('FO_OE_ss_results.mat', 'dataset_', '-append'); end if exist('estimation_info', 'var') == 1 save('FO_OE_ss_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