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Dóra Kocsis
dynare
Commits
2f5ce240
Commit
2f5ce240
authored
Feb 01, 2012
by
Stéphane Adjemian
Browse files
Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
parent
b8e1ecbc
Changes
1
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Inline
Side-by-side
tests/ep/rbcii.mod
View file @
2f5ce240
...
@@ -49,11 +49,11 @@ model(block,bytecode,cutoff=0);
...
@@ -49,11 +49,11 @@ model(block,bytecode,cutoff=0);
(((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption - LagrangeMultiplier - ExpectedTerm(1);
(((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption - LagrangeMultiplier - ExpectedTerm(1);
// Eq. n°7:
// Eq. n°7:
(Capital==(1-delta)*Capital(-1))*(Output-Consumption) + (1-(Capital==(1-delta)*Capital(-1)))*L
agrangeMultiplier
= 0;
(Capital==(1-delta)*Capital(-1))*(Output-Consumption) + (1-(Capital==(1-delta)*Capital(-1)))*L
M
= 0;
// Eq. n°8:
// Eq. n°8:
(LM<0)*(LM+LagrangeMultiplier) + (1-(LM<0))*(LM-LagrangeMultiplier) = 0;
(LM<0)*(LM+LagrangeMultiplier) + (1-(LM<0))*(LM-LagrangeMultiplier) = 0;
// Eq. n°9:
// Eq. n°9:
ExpectedTerm = beta*(((((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption)*(alpha*((Output/Capital(-1))^(1-psi))+(1-delta))-(1-delta)*LagrangeMultiplier);
ExpectedTerm = beta*(((((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption)*(alpha*((Output/Capital(-1))^(1-psi))+(1-delta))-(1-delta)*LagrangeMultiplier);
...
@@ -67,14 +67,14 @@ end;
...
@@ -67,14 +67,14 @@ end;
end;
end;
steady;
steady;
options_.maxit_ = 100;
options_.maxit_ = 100;
options_.ep.verbosity = 0;
options_.ep.verbosity = 0;
options_.ep.stochastic.status = 0;
options_.ep.stochastic.status = 0;
options_.console_mode = 0;
options_.console_mode = 0;
ts = extended_path([],1000);
ts = extended_path([],1000);
options_.ep.stochastic.status = 1;
options_.ep.stochastic.status = 1;
sts = extended_path([],1000);
sts = extended_path([],1000);
...
@@ -86,7 +86,7 @@ end;
...
@@ -86,7 +86,7 @@ end;
figure(3)
figure(3)
plot(sts(2,:)-ts(2,:))
plot(sts(2,:)-ts(2,:))
@#else
@#else
shocks;
shocks;
...
@@ -96,10 +96,10 @@ end;
...
@@ -96,10 +96,10 @@ end;
end;
end;
steady;
steady;
options_.maxit_ = 100;
options_.maxit_ = 100;
options_.stack_solve_algo = 4;
options_.stack_solve_algo = 4;
simul(periods=4000);
simul(periods=4000);
n = 100;
n = 100;
...
@@ -109,5 +109,5 @@ end;
...
@@ -109,5 +109,5 @@ end;
figure('Name','(rbcii) Lagrange multiplier associated to the positivity constraint on investment.');
figure('Name','(rbcii) Lagrange multiplier associated to the positivity constraint on investment.');
plot(LagrangeMultiplier(1:n),'-b','linewidth',2)
plot(LagrangeMultiplier(1:n),'-b','linewidth',2)
@#endif
@#endif
\ No newline at end of file
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