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JAVA DSGE 40

class dsge{
public static void main(String args[]){
double a;
double beta;
double ks;
double h;
double k[]=new double[101];
double cx[]=new double[101];
double cp[]=new double[101];
double lx[]=new double[101];
double lp[]=new double[101];
double tk[]=new double[101];
double tl[]=new double[101];
double tks[]=new double[101];
double tls[]=new double[101];
double v[]=new double[101];
double vs[]=new double[101];
double vv[][][]=new double[101][3][3];
double cps[]=new double[101];
double lps[]=new double[101];
double gov;
double k1;
double n1;
double g;
double v1;
int n2;
int n3;
int n;
int m1,m2,mx1,mx2;
double z;
double c1;
double r1;
double ep;
double ls;
double l1;
double w1,u1;
int t,t2,t3,t4;
double tk2,tl2,tk1;
a=0.33;
g=0.03;
beta=0.95;
ls=(1-a)/(2-a);
ks=ls*Math.pow*1;
h=2*ks/100;
for (n=1;n<101;n++){
k[n]=n*h;
lx[n]=ls;
cx[n]=f(k[n],lx[n])-g;
tk[n]=0.1;
tl[n]=0.1;
}
t4=0;
while(t4<100){
t=0;
while(t<100){
for (n=10;n<91;n++){
k1=k[n]+f(k[n],lx[n])-cx[n]-g;
n1=k1/h;
n2=(int)n1;
n3=n2+1;
c1=cx[n2]+(n1-n2)*(cx[n3]-cx[n2]);
l1=lx[n2]+(n1-n2)*(lx[n3]-lx[n2]);
tk1=tk[n2]+(n1-n2)*(tk[n3]-tk[n2]);
r1=(1-tk1)*a*Math.pow(k1,a-1)*Math.pow(l1,1-a);
cp[n]=c1/(beta*(1+r1));
w1=(1-tl[n])*(1-a)*Math.pow(k1,a)*Math.pow(l1,-a);
lp[n]=1-cx[n]/w1;
}
ep=0;
for (n=10;n<91;n++){
ep=ep+Math.pow(cx[n]-cp[n],2)+Math.pow(lx[n]-lp[n],2);
}
for (n=10;n<91;n++){
cx[n]=cp[n];
lx[n]=lp[n];
}
if (ep<0.0001){
t=1000;
}
t=t+1;
}
t2=0;
while(t2<100){
for (n=10;n<91;n++){
u1=Math.log(cx[n]);
k1=k[n]+f(k[n],lx[n])-cx[n]-g;
n1=k1/h;
n2=(int)n1;
n3=n2+1;
v1=v[n2]+(n1-n2)*(v[n3]-v[n2]);
vs[n]=u1+beta*v1;
}
ep=0;
for (n=10;n<91;n++){
ep=ep+Math.pow(v[n]-vs[n],2);
}
for (n=10;n<91;n++){
v[n]=vs[n];
}
if (ep<0.01)t2=1000;
t2=t2+1;
}
for (n=10;n<91;n++){
gov=(a*tk[n]+tl[n]*(1-a))*f(k[n],lx[n]);
if (g>gov)v[n]=-999;
}
z=0.01;
for (n=10;n<91;n++){
for (m1=-1;m1<2;m1++){
for (m2=-1;m2<2;m2++){
t3=0;
tk2=tk[n]+m1*z;
tl2=tl[n]+m2*z;
while (t3<100){
lps[n]=lx[n];
cps[n]=cx[n];
k1=k[n]+f(k[n],lps[n])-cps[n]-g;
n1=k1/h;
n2=(int)n1;
n3=n2+1;
c1=cx[n2]+(n1-n2)*(cx[n3]-cx[n2]);
l1=lx[n2]+(n1-n2)*(lx[n3]-lx[n2]);
tk1=tk[n2]+(n1-n2)*(tk[n3]-tk[n2]);
r1=(1-tk1)*a*Math.pow(k1,a-1)*Math.pow(l1,1-a);
cp[n]=c1/(beta*(1+r1));
w1=(1-tl2)*(1-a)*Math.pow(k1,a)*Math.pow(l1,-a);
lp[n]=1-cps[n]/w1;
ep=Math.pow(cp[n]-cps[n],2)+Math.pow(lps[n]-lp[n],2);
if (ep<0.0001)t3=10000;
cps[n]=cp[n];
lps[n]=lp[n];
t3=t3+1;
}
u1=Math.log(cps[n])+Math.log(1-lps[n]);
k1=k[n]+f(k[n],lps[n])-cps[n]-g;
n1=k1/h;
n2=(int)n1;
n3=n2+1;
v1=v[n2]+(n1-n2)*(v[n3]-v[n2]);
vv[n][m1+1][m2+1]=u1+v1;
gov=(a*tk2+tl2*(1-a))*f(k[n],lps[n]);
if (g>gov)vv[n][m1+1][m2+1]=-999;
}
}
}
for (n=10;n<91;n++){
v1=-999;
mx1=0;
mx2=0;
for (m1=-1;m1<2;m1++){
for (m2=-1;m2<2;m2++){
if (vv[n][m1+1][m2+1]>v1)mx1=m1;
if (vv[n][m1+1][m2+1]>v1)mx2=m2;;
if (vv[n][m1+1][m2+1]>v1)v1=vv[n][m1+1][m2+1];
}
}
tks[n]=tk[n]+mx1*z;
tls[n]=tl[n]+mx2*z;
}
ep=0;
for (n=10;n<91;n++){
ep=ep+Math.pow(tk[n]-tks[n],2)+Math.pow(tls[n]-tl[n],2);
}
for (n=10;n<91;n++){
tk[n]=tks[n];
tl[n]=tls[n];
}
if (ep<0.01)t4=1000;
t4=t4+1;
}
}
static double f(double k1,double l1){
double f1;
double a;
a=0.33;
f1=Math.pow(k1,a)*Math.pow(l1,1-a);
return f1;
}
}
最終更新:2010年01月09日 23:59