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JAVA DSGE 37 36

class dsge{
public static void main(String args[]){
int m,n,n2,n3,m2,m3;
double n1,m1;
double tk[][]=new double[101][101];
double cx[][]=new double[101][101];
double cs[][]=new double[101][101];
double gotob[][]=new double[101][101];
double v[][]=new double[101][101];
double vs[][]=new double[101][101];
double makib[][]=new double[101][101];
double k[]=new double[101];
double b[]=new double[101];
double a,beta,ks,h,k1,j;
double v1;
double tk1,r1,c1;
double dm,dn,ep;
double b1,u1;
double tr,mx;
int t1,t2,t3,pp;
tr=0.01;
for (m=0;m<101;m++){
for (n=1;n<101;n++){
tk[m][n]=0.1;
}
}
for (m=0;m<101;m++){
for (n=1;n<101;n++){
gotob[m][n]=m;
}
}
a=0.33;
beta=0.95;
ks=Math.pow((1 / beta - 1) / a , 1 / (a - 1));
h=2*ks/100;
j=0.01;
for (m=0;m<101;m++){
b[m]=m*j;
}
for (n=1;n<101;n++){
k[n]=n*h;
}
for (m=0;m<101;m++){
for (n=1;n<101;n++){
cx[m][n]=Math.pow(k[m],a);
}
}
t1=0;
while(t1<100){
for (m=0;m<91;m++){
for (n=10;n<91;n++){
k1=k[n]+Math.pow(k[m],a)-cx[m][n];
n1=k1/h;
n2=(int)n1;
n3=n2+1;
m1=gotob[m][n];
m2=(int)m1;
m3=m2+1;
dm=(m1-m2)*(tk[m3][n2]-tk[m2][n2]);
dn=(n1-n2)*(tk[m2][n3]-tk[m2][n2]);
tk1=tk[m2][n2]+dm+dn;
r1=(1-tk1)*a*Math.pow(k[m],a-1);
dm=(m1-m2)*(cx[m3][n2]-cx[m2][n2]);
dn=(n1-n2)*(cx[m2][n3]-cx[m2][n2]);
c1=cx[m2][n2]+dm+dn;
cs[m][n]=c1/(beta*(1+r1));
}
}
ep=0;
for (m=0;m<91;m++){
for (n=10;n<91;n++){
ep=ep+Math.pow(cx[m][n]-cs[m][n],2);
}
}
for (m=0;m<101;m++){
for (n=10;n<91;n++){
cx[m][n]=cs[m][n];
}
}
if (ep<0.001)t1=1000;
t1=t1+1;
}
t2=0;
while (t2<100){
for (m=0;m<91;m++){
for (n=10;n<91;n++){
k1=k[n]+Math.pow(k[m],a)-cx[m][n];
n1=k1/h;
n2=(int)n1;
n3=n2+1;
m1=gotob[m][n];
m2=(int)m1;
m3=m2+1;
dm=(m1-m2)*(tk[m3][n2]-tk[m2][n2]);
dn=(n1-n2)*(tk[m2][n3]-tk[m2][n2]);
tk1=tk[m2][n2]+dm+dn;
r1=(1-tk1)*a*Math.pow(k[m],a-1);
b1=(1+r1)*b[m]+tk[m][n]*a*Math.pow(k[m],a)-tr;
mx=b1/j;
if (mx>90)mx=90;
makib[m][n]=mx;
}
}

ep=0;
for (m=0;m<91;m++){
for (n=10;n<91;n++){
ep=ep+Math.pow(gotob[m][n]-makib[m][n],2);
}
}
for (m=0;m<101;m++){
for (n=10;n<91;n++){
gotob[m][n]=makib[m][n];
}
}
if (ep<0.001)t2=1000;
t2=t2+1;
}
t3=0;
while (t3<100){
for (m=0;m<91;m++){
for (n=10;n<91;n++){
u1=Math.log(cx[m][n]);
k1=k[n]+Math.pow(k[m],a)-cx[m][n];
n1=k1/h;
n2=(int)n1;
n3=n2+1;
m1=gotob[m][n];
m2=(int)m1;
pp=0;
if (m2<0)pp=1;
if (pp==1)m2=50;
m3=m2+1;
dm=(m1-m2)*(v[m3][n2]-v[m2][n2]);
dn=(n1-n2)*(v[m2][n3]-v[m2][n2]);
v1=u1+beta*(v[m2][n2]+dm+dn);
if (pp==1)v1=-999;
vs[m][m]=v1;
}
}
ep=0;
for (m=0;m<91;m++){
for (n=10;n<91;n++){
ep=ep+Math.pow(vs[m][n]-v[m][n],2);
}
}
for (m=0;m<101;m++){
for (n=10;n<91;n++){
v[m][n]=vs[m][n];
}
}
if (ep<0.001)t3=1000;
t3=t3+1;
}

}
}
最終更新:2010年01月09日 17:43