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dsge06

<?php
$beta = 0.95;
$a = 0.33;
$z1 = 1/ $beta - 1;
$ks = 0.5*pow($z1/$a,1/($a-1));
$h = 2 * $ks / 100;
for ( $n=1; $n<=100; $n++ ){
$k[$n] = $n * $h;
$lx[$n] = 0.5;
$cx[$n] = pow($k[$n] , $a) * pow($lx[$n] , 1 - $a);
}  
$t1 = 0;
do {
for ( $n=10; $n<=90; $n++ ){
$k1 = $k[$n] + pow($k[$n] , $a) * pow($lx[$n] ,1 - $a) - $cx[$n];
$n1 = $k1 / $h;
$n2 = floor($n1);
$n3 = $n2 + 1;
$c1 = $cx[$n2] + ($n1 - $n2) * ($cx[$n3] - $cx[$n2]);
$l1 = $lx[$n2] + ($n1 - $n2) * ($lx[$n3] - $lx[$n2]);
$r1 = $a * pow($k1 , $a - 1) * pow($l1,1 - $a);
$cp[$n] = $c1 / ($beta * (1 + $r1)) ;
$w1 = (1 - $a) * pow($k[$n] , $a) * pow($lx[$n] , -$a);
$lp[$n] = 1 - $cx[$n] / $w1;
}
$e = 0;
for ( $n=10; $n<=90; $n++ ){
$e = $e + pow($cx[$n] - $cp[$n],2) + pow($lx[$n] - $lp[$n],2);
}
for ( $n=10; $n<=90; $n++ ){
$cx[$n] = $cp[$n];
$lx[$n] = $lp[$n];
}
If ( $e < 0.0001) {$t1 = 1000;
}
$t1 = $t1 + 1;
}
while($t1 < 100);  
$ms = 10;
for ( $n=10; $n<=90; $n++ ){
$px[$n] = 1;
}
$t2 = 0;
do {
for ( $n=10; $n<=90; $n++ ){
$p1 = 0.9 * $px[$n];
$p2 = 1.1 * $px[$n];
$k1 = $k[$n] + pow($k[$n] , $a) * pow($lx[$n] ,1 - $a) - $cx[$n];
$n1 = $k1 / $h;
$n2 = floor($n1);
$n3 = $n2 + 1;
$pz = $px[$n2] + ($n1 - $n2) * ($px[$n3] - $px[$n2]);
$pi = $pz / $p1 - 1;
$l1 = $lx[$n2] + ($n1 - $n2) * ($lx[$n3] - $lx[$n2]);
$r1 = $a * pow($k1 , $a - 1) * pow($l1,1 - $a);
$ix = (1 + $r1) * (1 + $pi) - 1;
$z1 = $ms * $ix / ($cx[$n] * (1 + $ix)) - $p1;
$t3 = 0;
do{
$pi = $pz / $p2 - 1;
$ix = (1 + $r1) * (1 + $pi) - 1;
$z2 = $ms * $ix / ($cx[$n] * (1 + $ix)) - $p2;
$p3 = $p2 - $z2 * ($p2 - $p1) / ($z2 - $z1);
$p1 = $p2;
$p2 = $p3;
$z1 = $z2;
If (pow($z2 , 2) < 0.0001) {
$t3 = 1000;
}
$t3 = $t3 + 1;
}
while($t3 < 100);
$ps[$n] = $p2;
}
$e = 0;
for ( $n=10; $n<=90; $n++ ){
$e = $e + pow($px[$n] - $ps[$n], 2);
}
for ( $n=10; $n<=90; $n++ ){
$px[$n] = $ps[$n];
}
If ( $e < 0.0001){
$t2 = 1000;
}
$t2 = $t2 + 1;
}
while($t2 < 100);
$t=0;
$kt[$t]=$k[30];
for ( $t=0; $t<=99; $t++ ){
$n1 = $kt[$t] / $h;
$n2 = floor($n1);
$n3 = $n2 + 1 ;
$ct[$t] = $cx[$n2] + ($n1 - $n2) * ($cx[$n3] - $cx[$n2]);
$lt[$t] = $lx[$n2] + ($n1 - $n2) * ($lx[$n3] - $lx[$n2]);
$pt[$t] = $px[$n2] + ($n1 - $n2) * ($px[$n3] - $px[$n2]);
$kt[$t+1] = $kt[$t] + pow($kt[$t] , $a) * pow($lt[$t] ,1 - $a) - $ct[$t];
}
for ( $t=1; $t<=98; $t++ ){
print($pt[$t]);
print(",");
}
$t=99;
print($pt[$t]);
?>
最終更新:2009年06月15日 15:04