Why not enogh input arguments?

Question

Al 2014-12-16

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/166828-why-not-enogh-input-arguments

评论： Dmytro Stoyko 2017-3-9

I am reading this book (Lectures on Behavioral Economics) by de Grauwe and he has some Matlab codes which do not seem to work.

I managed to troubleshoot some problems, but still got error message:

Error using grauwe2 (line 101) Not enough input arguments.

Below is the code. Any suggestions will be helpful.

%%Parameters of the model

mm=1; %switching parameter gamma in Brock Hommes pstar=0; %the central bank's inflation target eprational=0; %if all agents have rational forecast of inflation this parameter is 1 epextrapol=0; %if all agents use inflation extrapolation this parameter is 1 a1=0.5; % coefficent of expected output in output equation a2=-0.2; % a is the interest eleasticity of output demand b1=0.5; % b1 is coefficent of expected inflation in inflation equation b2=0.05; % b2 is coefficient of outout in inflation equation c1=1.5; % c1 is coefficient of inflation in Taylor equation c2=0.5; % c2 is coefficient of output in Taylor equation c3=0.5; % interest smoothing parameter in Taylor equation A=[1 -b2; -a2*c1 1-a2*c2]; B=[b1 0; -a2 a1]; C=[1-b1 0; 0 1-a1]; T=20000; TI=250; K=50; % length of period to compute divergence sigma1=0.5; % standard deviation shocks output sigma2=0.5; % standard deviation shocks inflation sigma3=0.5; % standard deviation shocks Taylor rho=0.5; % rho in mean squares errors rhoout=0.0; % rho in shocks output rhoinf=0.0; % rho in shocks inflation rhotayl=0.0; %%rho in shocks Taylor rhoBH=0.0; epfs=pstar; %forecast inflation targeters

p=zeros(T,1); y=zeros(T,1); plagt=zeros(T,1); ylagt=zeros(T,1); r=zeros(T,1); epf=zeros(T,1); epc=zeros(T,1); ep=zeros(T,1); ey=zeros(T,1); CRp=zeros(T,1); FRp=zeros(T,1); alfapt=zeros(T,1); eyfunt=zeros(T,1); CRy=zeros(T,1); FRy=zeros(T,1); alfayt=zeros(T,1); anspirits=zeros(T,1); epsilont=zeros(T,1); etat=zeros(T,1); ut=zeros(T,1);

%%%%%%%%%%%%%%%%%% %Behavioral Model% %%%%%%%%%%%%%%%%%%

    alfap=0.5;
    alfay=0.5;
    K1=K+1;
 for t=2:T
     epsilont(t)=rhoout*epsilont(t-1)+sigma1*randn;
                %shocks in output equation (demand shock)
     etat(t)=rhoinf*etat(t-1)+sigma2*randn;
                %shocks in inflation equation (supply shock)
     ut(t)=rhotayl*ut(t-1)+sigma3*randn;
                %shocks in Taylor rule (interest rate shock)
                epsilon=epsilont(1);
                eta=etat(t);
                u=ut(t);
                shocks=[eta;a2*u+epsilon];
                epcs=p(t-1);
                if eprational==1;
                    epcs=pstar;
                end
                eps=alfap*epcs+(1-alfap)*epfs;
                if epextrapol==1;
                    eps=p(t-1);
                end
                eychar=y(t-1);
                eyfun=0+randn/2;
                eyfunt(t)=eyfun;
                eys=alfay*eychar+(1-alfay)*eyfun;
                forecast=[eps; eys];
                plag=p(t-1);
                ylag=y(t-1);
                rlag=r(t-1);
                lag=[plag;ylag];
                smooth=[0; a2*c3];
                D=B*forecast+C*lag+smooth*rlag+shocks;
                X= A*D;
                p(t)=X(1,1);
                y(t)=X(2,1);
                r(t)=c1*p(t)+c2*y(t)+c3*r(t-1)+u;
                if square==1;
                    r(t)=c1*(p(t))^2+c2*y(t)+c3*r(t-1)+u;
                end
                plagt(t)=p(t-1);
                ylagt(t)=y(t-1);
                CRp(t)=rho*CRp(t-1)-(1-rho)*(epcs-p(t))^2;
                FRp(t)=rho*FRp(t-1)-(1-rho)*(epfs-p(t))^2;
                CRy(t)=rho*CRy(t-1)-(1-rho)*(eychar-y(t))^2;
                FRy(t)=rho*FRy(t-1)-(1-rho)*(eyfun-y(t))^2;
                alfap=rhoBH*alfapt(t-1)+(1-rhoBH)*exp(mm*CRp(t))/(exp(mm*CRp(t))+exp(mm*FRp(t)));
                alfay=rhoBH*alfayt(t-1)+(1-rhoBH)*exp(mm*CRy(t))/(exp(mm*CRy(t))+exp(mm*FRy(t)));
                alfapt(t)=alfap;
                alfayt(t)=alfay;
                if eychar>0;
                    anspirits(t)=alfay;
                end
                if eychar<0;
                    anspirits(t)=1-alfay;
                end
 end
 autocory=corrcoef(y, ylagt);
 autocorp=corrcoef(p, plagt);
 coroutputaninal=corr(y.anspirits);
 %%mean,median, max, min, standard deviation, kurtosis
 Kurt=kurtosis(y);
 %%Jarque-Bera test
 [jb, pvalue, jbstat]=jbtest(y, 0.05);