Hello
I have tried to estimate a NK-DSGE model with stock and bond markets, however I got results without an error but the both markets showed 100% co-relation and same response to shock. I wonder what is wrong, the steady state is accepted by the model is also same and highly negative, there is something wrong, if you please have look at help me.
Regards
Ali
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Something wrong NK-DSGE Model with Stock n Bond
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Something wrong NK-DSGE Model with Stock n Bond
by Muhammad Ali Nasir » Tue Sep 18, 2012 5:15 pm
- Attachments
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BondsandStock.xls- modelfile
- (39.5 KiB) Downloaded 47 times
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- BandS.mod
- dataset G=fiscal policy, Rex= Monetary policy B = bond S= stock
- (8.2 KiB) Downloaded 59 times
- Muhammad Ali Nasir
- Posts: 22
- Joined: Wed Jan 12, 2011 9:30 am
- Location: Leeds England
Re: Something wrong NK-DSGE Model with Stock n Bond
by Muhammad Ali Nasir » Tue Sep 18, 2012 10:22 pm
JUST to say that Estimation may take longer so if you please just simulate and see the results, because it is the same problem even in simulation. regards
- Muhammad Ali Nasir
- Posts: 22
- Joined: Wed Jan 12, 2011 9:30 am
- Location: Leeds England
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