%TP DE MACRO

%DECLARATION DES VARIABLES endogenes DU MODELE

var y I n k a c w r R;

%DECLARATION DES VARIABLES EXOGENES

varexo e;

%DECLARATION DES PARAMETRES DU MODELE

parameters alpha sigma beta rho khi teta delta sigmae;

alpha = 0.33;
sigma = 1;
beta = 0.99;
rho = 0.95;
khi = 1;
teta = 2.95;
delta = 0.02;
sigmae = 0.01;

%DECLARATION DU MODELE

model;

%eq1
(c)^(-sigma) = beta*(c(+1))^(-sigma)*(alpha*(a(+1))*(k)^(alpha-1) + (1-delta));

%eq2
(y) = (a)*(k(-1))^(alpha)*(n);

%eq3
(k) = (a)*(k(-1))^(alpha)*(n) - (c) + (1-delta)*(k(-1));

%eq4
a = rho*a(-1) + e;

%eq5
(y) = (c) + (I);

%eq6
(c)^(-sigma) = beta*c(+1)^(-sigma)*(1+r);

%eq7
(R) = alpha*(a)*(k(-1))^(alpha-1);

%eq8
(w) = (1-alpha)*(a)*(k(-1))^(alpha);

%eq9
teta*(n)^(khi) = (c)^(-sigma)*(1-alpha)*(a)*(k(-1))^(alpha);

end;

%INITIALISATION DES VARIABLES D'ETAT STATIONNAIRE

%initval;
%k=log(9.4495);
%y=log(1.0051);
%a=0;
%c=log(0.7689);
%I=log(0.2362);
%n=log(1/3);
%r=0.0101;
%R=log(0.0351);
%w=log(2.0203);

%end;

%DECLARATION DE LA VARIANCE DU CHOC

shocks;

var e = sigmae^2;

end;

%CALCUL DE L'ETAT STATIONNAIRE ET VERIFICATION DES CONDITIONS DE BLANCHARD
%ET KAHN

resid;
steady;
check;

%RESOLUTION DU MODELE AVEC FILTRE HP,APPROXIMATION DE TAYLOR D'ORDRE 1 ET
%PRESENTER LES RESULTATS SUR 50 PERIDODES

stoch_simul(hp_filter=1600,order=1,irf=50);

%options_.rplottype=2
%rplot a k y I c r;