C DSGE 08 - プログラム倉庫

#include <stdio.h>
#include <math.h>
int main(void){
double a,beta,ks,ls,h,k1,l1,r1,w1,c1,e,n1,uc;
double k[101],cx[11][101],cp[11][101],lx[11][101],lp[11][101];
double th[11];
int m,m1,n,n2,n3,t,t2;
double p1,p2,p3,px1,pi,ms;
double px[11][101],ps[11][101];
double z1,z2,i1;
int s;
beta = 0.95;
a = 0.33;  
ls=(1-a)/(2-a);
ks = ls * pow((1 / beta - 1) / a, 1 / (a - 1));
h = 2 * ks / 100;
for (m=1;m<=10;m++){
th[m]=0.95+0.01*m;
}
for (n=1;n<=100;n++){
k[n] = n * h;
}  
for (m=1;m<=10;m++){
for (n=1;n<=100;n++){
lx[m][n]=ls;
cx[m][n] = th[m]*pow(k[n], a) * pow(lx[m][n],1 - a);
}
}
t = 0;
while(t<100){
for (m=1;m<=10;m++){
for (n=10;n<=90;n++){
k1 = k[n] + th[m]*pow(k[n],a) * pow(lx[m][n] , 1 - a) - cx[m][n];
n1 = k1 / h;
n2 = floor(n1);
n3 = n2 + 1;
uc=0;
for (m1=1;m1<=10;m1++){
c1 = cx[m1][n2] + (n1 - n2) * (cx[m1][n3] - cx[m1][n2]);
l1 = lx[m1][n2] + (n1 - n2) * (lx[m1][n3] - lx[m1][n2]);
r1 = th[m1]*a * pow(k1 ,a - 1) * pow(l1 ,1 - a);
uc =uc+(beta * (1 + r1))/c1;
}
uc=0.1*uc;
cp[m][n]=1/uc;
w1 = th[m]*(1 - a) * pow(k[n],a) * pow(lx[m][n],-a);
lp[m][n] = 1 - cx[m][n] / w1;
}
}
e = 0;
for (m=1;m<=10;m++){
for (n=10;n<=90;n++){
e = e + pow(cx[m][n] - cp[m][n],2) + pow(lx[m][n] - lp[m][n], 2);
}
}
for (m=1;m<=10;m++){
for (n=10;n<=90;n++){
cx[m][n] = cp[m][n];
lx[m][n] = lp[m][n];
}
}
if (e<0.001) t=1000;
t=t+1;
}
ms=20;
for (s=1;s<=10;s++){
for (n=1;n<=100;n++){
px[s][n]=1;
}
}
t2=0;
while (t2<100){
for (s=1;s<=10;s++){
for (n=10;n<=90;n++){
p1=0.95*px[s][n];
p2=1.05*px[s][n];
k1=k[n]+th[s]*pow(k[n],a)*pow(lx[s][n],1-a)-cx[s][n];
n1=k1/h;
n2=floor(n1);
n3=n2+1;
z1=0;
for (m1=1;m1<=10;m1++){
c1=cx[m1][n2]+(n1-n2)*(cx[m1][n3]-cx[m1][n2]);
l1 = lx[m1][n2] + (n1 - n2) * (lx[m1][n3] - lx[m1][n2]);
r1 = th[m1]*a * pow(k1 ,a - 1) * pow(l1 ,1 - a);
px1=px[m1][n2]+(n1-n2)*(px[m1][n3]-px[m1][n2]);
pi=px1/p1-1;
i1=(1+pi)*(1+r1)-1;
z1=z1+beta*ms*i1/(c1*(1+pi))-p1;
}
t=0;
while (t<100){
z2=0;
for (m1=1;m1<=10;m1++){
c1=cx[m1][n2]+(n1-n2)*(cx[m1][n3]-cx[m1][n2]);
l1 = lx[m1][n2] + (n1 - n2) * (lx[m1][n3] - lx[m1][n2]);
r1 = th[m1]*a * pow(k1 ,a - 1) * pow(l1 ,1 - a);
px1=px[m1][n2]+(n1-n2)*(px[m1][n3]-px[m1][n2]);
pi=px1/p2-1;
i1=(1+pi)*(1+r1)-1;
z2=z2+beta*ms*i1/(c1*(1+pi))-p2;
}
p3=p2-z2*(p2-p1)/(z2-z1);
p1=p2;
p2=p3;
z1=z2;
if (z2*z2<0.0001) t=1000;
t=t+1;
}
ps[s][n]=p2;
}
}
e=0;
for (s=1;s<=10;s++){
for (n=10;n<=90;n++){
e=e+pow(px[s][n]-ps[s][n],2);
}
}
for (s=1;s<=10;s++){
for (n=10;n<=90;n++){
px[s][n]=ps[s][n];
}
}
if (e<0.0001) t2=1000;
t2=t2+1;
}  

for (n=10;n<=90;n++){
printf("%f",cx[5][n]);
printf("\n");
}
return 0;
}