matlab阶跃响应曲线代码-Smoothly-State-Dependent-Pricing:平稳的国家定价下的分销动态(JME,2011年

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matlab阶跃响应曲线代码价钱 程序文件,“基于平稳国家定价的分布动力学”,西班牙银行工作文件0831,2008年12月,(C)James Costain和Anton Nakov 操作方法 运行“ gedyn.m”以计算一般平衡动力学; 冲激响应是自动计算的 运行“ vd.m”以计算方差分解并估计菲尔普斯曲线系数 默认设置为泰勒规则。 要切换到货币增长规则,请在“ gedyn”中将“ phiPI”设置为0。 默认模型是SSDP。 要更改模型,请在“ gedyn”中更改“ adjtype”。 计算细节 在具有3Ghz CPU和1GB内存的普通奔腾4上,一般均衡稳态计算需要几秒钟的时间。 动态计算大约需要2-3分钟。 由于大部分时间(最慢的步骤)花费在QZ分解上,因此很难加快速度,QZ分解使用内置的MATLAB函数qz。 所有程序文件列表 调整-根据调整收益计算调整概率 calcstats-计算稳态统计 compute_IRFs-根据初始状态和冲击来计算动态路径(泰勒规则) compute_IRFsM-根据初始状态和冲击计算动态路径(货币法则) disclyap-解决离散Lyapunov

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