var x ppi a ii v ppiact
varexo e u errppi
Parámetro βγωφ_ piφ_ yρ_ Aρ_ v;
β= 0,99;
Gamma = 1;
ω= 0,8;
phi _ pi = 0,5
phi _ y = 0,5
rho _ A = 0.9
rho _ v = 0.9
Modelo (lineal);
#κ=(1-ω)*(1 - ω*β)*(γ+1)/ω;
PPI = beta * PPI(+1)+kappa * x;
x = x(+1)- ( ii-PPI(+1))+(rho _ A-1)* A;
ii =(phi _ pi+1)* PPI+phi _ y * x+v;
A = rho _ A * A(-1)+e
v = rho _ v * v(-1)+u
ppiact = PPI+ err PPI; ;
Fin;
Impacto;
var e; stderr 0.5
var u; var errppistderr 0.5
Fin;
Estable;
Verificar
estimado _ parámetros
gamma, gamma_pdf , 1, 0,5;
ω, beta_pdf, 0,8, 0,1;
phi_pi, gamma_pdf, 0,5, 0,25;
rho_A, beta_pdf, 0,8, 0,05;
rho_v, beta_pdf, 0,8, 0,1
stderr e, inv_gamma_pdf, 0,5, 0,5;
p>
stderr u, inv_gamma_pdf, 0.5, 0.5;
stderr errppi, inv_gamma_pdf, 0.5, 0.5
Fin
varobs; x ppiact ii
estimación(datafile=dset, mh_replic=125000, mh_drop=0.25, mh_nblocks=2, mh_jscale=0.7, mode_compute=4
shock_decomposition
;util _ CSV write(' histdocomp _ x . CSV ', forma(oo_. shock_decomposition(1,:,,5,76)',{'e','u','errppi','init','x'});
util _ CSV write(' histdecop _pi.CSV',forma(oo_.
shock_decomposition(2,:),5,76)',{'e','u','errppi','init','pi'});
util _ CSV write('histdocomp _ I .CSV ',shape(oo_.shock_decomposition(4,:),5,76)',{'e','u','errppi','init','I'});
util_CSV write('histdecop_piact.CSV',shape(oo_.shock_decomposition(6,:),5,76)',{'e','u','errppi','init', ' piact ' } );
cadena 1 =[];
cadena 2 =[];
Porque i = 1:11
carga( strcat('./NK _ Linear _ EST/metropolis/NK _ Linear _ EST _ MH ', num2str(i), ' _blck1.mat '))
cadena 1 =[cadena 1;
cadena 2 =[cadena 2;x2];
Fin
varnames = {'gamma','omega','phi_pi','phi_y',' rho_A ' , ' rho_v ', ' stderr_e ', ' stderr_u ', ' stderr_err PPI ' };
util _CSV write(' chain1 . CSV ', cadena 1, varnames);
util_csvwrite ('chain2.csv ', chain2, varnames);