Commit 99e0d248 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Testsuite: added test for osr

parent 5375c23f
......@@ -8,6 +8,7 @@ OCTAVE_MODS = \
example2.mod \
example1_use_dll.mod \
t_sgu_ex1.mod \
osr_example.mod \
ramsey.mod \
ramst_initval_file.mod \
example1_varexo_det.mod \
......
// Example of optimal simple rule
var y inflation r;
varexo y_ inf_;
parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ gamma_inf_;
delta = 0.44;
kappa = 0.18;
alpha = 0.48;
sigma = -0.06;
model(linear);
y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - inflation(+1)) + y_;
inflation = alpha * inflation(-1) + (1-alpha) * inflation(+1) + kappa*y + inf_;
r = gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
end;
shocks;
var y_;
stderr 0.63;
var inf_;
stderr 0.4;
end;
optim_weights;
inflation 1;
y 1;
end;
osr_params gammax0 gammac0 gamma_y_ gamma_inf_;
gammarr = 0;
gammax0 = 0.2;
gammac0 = 1.5;
gamma_y_ = 8;
gamma_inf_ = 3;
osr;
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