Slides Simulaciones MIU

Simulaciones Modelo MIU
Shock Monetario: γ = .5, ξ > 0
-5
5
-4
c
x 10
6
-4
interest
x 10
1
k
x 10
4
0
2
0.5
-5
0
-10
10
-3
5
20
30
40
-2
10
-6
m
x 10
0
0
20
30
40
20
30
40
30
40
30
40
output
x 10
0
-1
-2
-2
-10
10
20
30
40
0
0.015
-0.5
0.01
-1
0.005
-1.5
20
10
-7
0.02
10
-4
-3
pi
0
10
-6
2
-5
-15
0
n
x 10
30
40
-2
20
30
40
-6
10
r
x 10
20
theta
0.01
0.005
10
20
30
40
0
10
20
Shock Monetario: γ = .5, ξ < 0
-5
4
-4
c
x 10
6
-5
interest
x 10
0
2
4
-2
0
2
-4
-2
0
10
20
30
40
10
-6
m
20
30
40
-6
0
1.5
-0.005
1
-0.01
0.5
0
-0.015
0
-2
10
20
30
40
4
1.5
0.01
1
0
0.5
20
30
40
30
40
30
40
output
x 10
2
10
-7
pi
0.02
10
-6
n
x 10
k
x 10
20
30
40
10
r
x 10
20
theta
0.01
0.005
-0.01
10
20
30
40
0
10
20
30
40
0
10
20
Shock Monetario: γ = 0
pi
0.01
0.005
0
5
10
15
20
25
30
35
40
25
30
35
40
25
30
35
40
theta
0.01
0.005
0
5
10
15
20
u
0.01
0.005
0
5
10
15
20
Shock Tecnologico: γ = .5, ξ > 0, φ > 0
-3
3
-3
c
x 10
4
interest
x 10
k
0.1
3
2
2
0.05
1
1
0
10
20
30
40
0
0
1
-0.02
0.5
-0.04
0
-0.06
-0.5
-0.08
-1
10
20
10
-3
m
30
40
30
40
0
10
20
30
40
0
6
4
0.02
0
2
0
-2
10
20
10
-3
r
x 10
2
40
40
30
40
30
40
0.005
0.04
30
30
0.01
4
20
20
output
0.06
10
10
0.015
-4
pi
20
n
x 10
30
40
0
20
theta
x 10
10
20
Shock Tecnologico: γ = .5, ξ > 0, φ > 0
Correlaciones
Variables
c
interest
k
m
n
output
pi
r
c
1.00
0.91
0.65
-0.91
0.72
0.91
0.31
0.77
theta
0.46
interest
0.91
1.00
0.30
-1.00
0.93
0.99
0.46
0.95
0.50
k
0.65
0.30
1.00
-0.29
-0.06
0.28
-0.18
0.02
0.40
m
-0.91
-1.00
-0.29
1.00
-0.93
-0.99
-0.47
-0.96
-0.50
n
0.72
0.93
-0.06
-0.93
1.00
0.94
0.56
1.00
0.27
output
0.91
0.99
0.28
-0.99
0.94
1.00
0.48
0.96
0.40
pi
0.31
0.46
-0.18
-0.47
0.56
0.48
1.00
0.55
0.03
r
0.77
0.95
0.02
-0.96
1.00
0.96
0.55
1.00
0.30
theta
0.46
0.50
0.40
-0.50
0.27
0.40
0.03
0.30
1.00
Shock Tecnologico: γ = .5, ξ > 0, φ < 0
-3
3
-3
c
x 10
0
interest
x 10
k
0.1
-1
2
-2
0.05
1
-3
0
10
20
30
40
-4
10
-4
m
0.1
15
20
30
40
5
0
-5
20
30
40
0
4
30
40
30
40
30
40
0.01
0.005
10
-4
pi
20
output
0
10
10
0.015
10
0.05
0
n
x 10
20
30
40
0
10
-3
r
x 10
0
20
theta
x 10
-0.02
2
-2
0
-4
-0.04
-0.06
-0.08
10
20
30
40
-2
10
20
30
40
-6
10
20
Shock Tecnologico: γ = .5, ξ > 0, φ < 0
Correlaciones
Variables
c
interest
k
m
n
output
pi
r
theta
c
1.00
-0.96
0.55
0.96
0.84
0.96
-0.37
0.85
-0.49
interest
-0.96
1.00
-0.31
-1.00
-0.95
-0.99
0.47
-0.96
0.50
k
0.55
-0.31
1.00
0.32
0.01
0.29
0.18
0.04
-0.41
m
0.96
-1.00
0.32
1.00
0.94
0.99
-0.46
0.95
-0.50
n
0.84
-0.95
0.01
0.94
1.00
0.96
-0.56
1.00
-0.30
-0.40
output
0.96
-0.99
0.29
0.99
0.96
1.00
-0.49
0.97
pi
-0.37
0.47
0.18
-0.46
-0.56
-0.49
1.00
-0.55
0.02
r
0.85
-0.96
0.04
0.95
1.00
0.97
-0.55
1.00
-0.31
theta
-0.49
0.50
-0.41
-0.50
-0.30
-0.40
0.02
-0.31
1.00