Commit 973d0f33 authored by Houtan Bastani's avatar Houtan Bastani
Browse files

MS-SBVAR: add test for repeated calls to ms_* routines

parent 742ed027
......@@ -88,7 +88,8 @@ MODFILES = \
ms-sbvar/test_lower_cholesky_nc.mod \
ms-sbvar/test_upper_cholesky.mod \
ms-sbvar/test_upper_cholesky_nc.mod \
ms-sbvar/test_ms_variances.mod
ms-sbvar/test_ms_variances.mod \
ms-sbvar/test_ms_variances_repeated_runs.mod
EXTRA_DIST = \
$(MODFILES) \
......
var R Pie Y;
varobs Y Pie R;
svar_identification;
lower_cholesky;
end;
markov_switching(chain=1,number_of_states=2,duration=2.5);
svar(variances, chain=1);
set_dynare_seed(5);
ms_estimation(datafile=data
,freq=4
,initial_year=1959
,final_year=2005
,nlags=4
,max_repeated_optimization_runs=1
,max_number_of_stages=0
);
ms_simulation(mh_replic=1000);
ms_compute_mdd;
ms_compute_probabilities;
ms_irf;
ms_forecast;
ms_variance_decomposition;
ms_estimation(datafile=data, file_tag=tmv_rr_sr
,freq=4
,initial_year=1959
,final_year=2005
,nlags=4
,max_repeated_optimization_runs=1
,max_number_of_stages=0
);
ms_simulation(mh_replic=1000,file_tag=tmv_rr_sr);
ms_compute_mdd(file_tag=tmv_rr_sr);
ms_compute_probabilities(file_tag=tmv_rr_sr);
ms_irf(file_tag=tmv_rr_sr);
ms_forecast(file_tag=tmv_rr_sr);
ms_variance_decomposition(file_tag=tmv_rr_sr);
ms_estimation(datafile=data, file_tag=tmv_rr_sr, no_create_init
,freq=4, output_file_tag=tmv_rr_tr
,initial_year=1959
,final_year=2005
,nlags=4
,max_repeated_optimization_runs=1
,max_number_of_stages=0
);
ms_simulation(mh_replic=1000,file_tag=tmv_rr_tr);
ms_compute_mdd(file_tag=tmv_rr_tr);
ms_compute_probabilities(file_tag=tmv_rr_tr);
ms_irf(file_tag=tmv_rr_tr);
ms_forecast(file_tag=tmv_rr_tr);
ms_variance_decomposition(file_tag=tmv_rr_tr);
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