v4 tests: added Ferhat's test files

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1192 ac1d8469-bf42-47a9-8791-bf33cf982152

tests/ferhat/bidon.m

+% 
+% Status : main Dynare file 
+% 
+% Warning : this file is generated automatically by Dynare
+%           from model file (.mod)
+
+clear all
+tic;
+global M_ oo_ exedet_ exdet_ recur_ recurs_ 
+global options_ endval_
+global ys0_ recurs0_ ex0_ ct_
+options_ = [];
+M_.fname = 'bidon';
+% 
+% Some global variables initialisation
+% 
+global_initialization;
+diary off;
+warning off;
+
+delete bidon.log;
+warning on;
+warning backtrace;
+logname_ = 'bidon.log';
+diary 'bidon.log';
+erase_compiled_function('bidon_static');
+erase_compiled_function('bidon_dynamic');
+M_.exo_names = 'g_bar';
+M_.exo_names_tex = '';
+M_.endo_names = 'c';
+M_.endo_names_tex = '';
+M_.endo_names = strvcat(M_.endo_names,'i');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'g');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'infl');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'y');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'k');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'l');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'r');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'p1');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'q1');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'p2');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'q2');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.endo_names = strvcat(M_.endo_names,'r0');
+M_.endo_names_tex = strvcat(M_.endo_names_tex,'');
+M_.param_names = 'a';
+M_.param_names_tex = '';
+M_.param_names = strvcat(M_.param_names,'b');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'d');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'e');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'f');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'h');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'j');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'m');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'n');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'o');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'p');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.param_names = strvcat(M_.param_names,'q');
+M_.param_names_tex = strvcat(M_.param_names_tex,'');
+M_.exo_det_nbr = 0;
+M_.exo_nbr = 1;
+M_.Sigma_e = zeros(1, 1);
+M_.endo_nbr = 13;
+M_.recur_nbr = 0;
+M_.param_nbr = 12;
+M_.lead_lag_incidence = [
+	 0 2 5 18 0;
+	 0 0 6 0 0;
+	 0 0 7 0 0;
+	 0 0 8 0 0;
+	 1 3 9 19 20;
+	 0 4 10 0 0;
+	 0 0 11 0 0;
+	 0 0 12 0 0;
+	 0 0 13 0 0;
+	 0 0 14 0 0;
+	 0 0 15 0 0;
+	 0 0 16 0 0;
+	 0 0 17 0 0;]';
+M_.exo_names_orig_ord = [1:1];
+M_.maximum_lag = 10;
+M_.maximum_lead = 2;
+M_.maximum_endo_lag = 2;
+M_.maximum_endo_lead = 2;
+oo_.steady_state = zeros(13, 1);
+M_.maximum_exo_lag = 10;
+M_.maximum_exo_lead = 0;
+oo_.exo_steady_state = zeros(1, 1);
+M_.params = zeros(12, 1);
+M_.params( 1 ) = (0.4*0.6);
+a = M_.params( 1 );
+M_.params( 2 ) = (0.3*0.6);
+b = M_.params( 2 );
+M_.params( 3 ) = 0.1;
+d = M_.params( 3 );
+M_.params( 4 ) = 0.15;
+e = M_.params( 4 );
+M_.params( 5 ) = 1;
+f = M_.params( 5 );
+M_.params( 6 ) = 0.15;
+h = M_.params( 6 );
+M_.params( 7 ) = 1;
+j = M_.params( 7 );
+M_.params( 8 ) = 1;
+m = M_.params( 8 );
+M_.params( 9 ) = 1;
+n = M_.params( 9 );
+M_.params( 10 ) = 1;
+o = M_.params( 10 );
+% 
+% INITVAL instructions 
+% 
+options_.initval_file = 0;
+endval_=0;
+oo_.exo_steady_state( 1 ) = 0.15;
+oo_.steady_state( 1 ) = 0.7;
+oo_.steady_state( 2 ) = 0.15;
+oo_.steady_state( 3 ) = 0.15;
+oo_.steady_state( 5 ) = 1;
+oo_.steady_state( 6 ) = 1;
+oo_.steady_state( 7 ) = 1;
+oo_.steady_state( 4 ) = 0.02;
+oo_.steady_state( 8 ) = 0;
+oo_.steady_state( 13 ) = oo_.steady_state(8);
+oo_.steady_state( 9 ) = (2/3);
+oo_.steady_state( 10 ) = (3.1/3);
+oo_.steady_state( 12 ) = (4/9);
+oo_.steady_state( 11 ) = (8/9);
+oo_.y_simul=[oo_.steady_state*ones(1,M_.maximum_lag)];
+if M_.exo_nbr > 0;
+	oo_.exo_simul = [ones(M_.maximum_lag,1)*oo_.exo_steady_state'];
+end;
+if M_.exo_det_nbr > 0;
+	oo_.exo_det_simul = [ones(M_.maximum_lag,1)*oo_.exo_det_steady_state'];
+end;
+options_.solve_algo = 2;
+steady;
+options_.periods = 100;
+options_.simul = 1;
+if ~ options_.initval_file
+  make_y_;
+  make_ex_;
+end
+disp('compiling...');
+mex bidon_dynamic.cc;
+oo_.endo_simul=bidon_dynamic;
+var_list_=[];
+var_list_ = strvcat(var_list_,'c');
+rplot(var_list_);
+var_list_=[];
+var_list_ = strvcat(var_list_,'y');
+rplot(var_list_);
+save('bidon_results', 'oo_');
+diary off
+
+disp(['Total computing time : ' sec2hms(round(toc)) ]);

tests/ferhat/bidon.mod

+var c i g infl y k l r p1 q1 p2 q2 r0;
+varexo g_bar;
+
+parameters a b d e f h j m n o p q;
+a=0.4*0.6;
+b=0.3*0.6;
+d=0.1;
+e=0.15;
+f=1;
+h=0.15;
+j=1;
+m=1;
+n=1;
+o=1;
+
+model(SPARSE_DLL,gcc_compiler);
+/*0*/ k=(1-h)*k(-1)+i;  /*k:0*/
+/*1*/ y=l^j*k^m;          /*l:1*/
+/*2*/ c=y*a+b+0.3*c(-1)+0.1*c(+1)+0.*g_bar(-10);          /*c:2*/
+/*3*/ infl=0.02*y+0.5*r;         /*infl:3*/
+/*4*/ i=d*(y-y(-1))+e/**r*/;  /*i4*/
+/*5*/ g=f*g_bar;              /*g:5*/
+/*6*/ y=0.6*(c+i+g)+0.1*y(-2)+0.1*y(+2)+0.1*y(-1)+0.1*y(+1);          /*y:6*/
+/*7*/ r=y-1+infl-0.02;         /*r7*/
+/*8*/ p1=i+0.5*q1;
+/*9*/ q1=0.5*p1+c;
+/*10*/ q2=0.5*p2+r0;
+/*11*/ p2=0.5*q2+p1;
+/*12*/ r0=r;
+end;
+
+initval;
+g_bar=0.15;
+c=0.7;
+i=0.15;
+g=0.15;
+y=1;
+k=1;
+l=1;
+infl=0.02;
+r=0;
+r0=r;
+p1=2/3;
+q1=3.1/3;
+q2=4/9;
+p2=8/9;
+
+end;
+
+steady(solve_algo=2);
+//check;
+
+/*shocks;
+var g_bar;
+periods 1;
+values 0.16;
+end;*/
+
+
+
+
+simul(periods=100);
+
+
+rplot c;
+rplot y;

tests/ferhat/pctimer_h.hh

+/*
+ * pctimer.h    1.1 02/03/05
+ *
+ * Uses Win32 performance counter functions to get a high-resolution timer
+ *
+ * By Wu Yongwei
+ *
+ */
+
+#ifndef _PCTIMER_H
+
+typedef double pctimer_t;
+
+#if defined(_WIN32) || defined(__CYGWIN__)
+
+#ifndef _WIN32
+#define PCTIMER_NO_WIN32
+#endif /* _WIN32 */
+
+#define WIN32_LEAN_AND_MEAN
+#include <windows.h>
+
+#ifdef PCTIMER_NO_WIN32
+#undef PCTIMER_NO_WIN32
+#undef _WIN32
+#endif /* PCTIMER_NO_WIN32 */
+
+__inline pctimer_t pctimer()
+{
+    static LARGE_INTEGER pcount, pcfreq;
+    static int initflag;
+
+    if (!initflag)
+    {
+        QueryPerformanceFrequency(&pcfreq);
+        initflag++;
+    }
+
+    QueryPerformanceCounter(&pcount);
+    return (double)pcount.QuadPart / (double)pcfreq.QuadPart;
+}
+
+#else /* Win32/Cygwin */
+
+#include <sys/time.h>
+
+__inline pctimer_t pctimer()
+{
+    struct timeval tv;
+    gettimeofday(&tv, NULL);
+    return (double)tv.tv_sec + (double)tv.tv_usec / 1000000;
+}
+
+#endif /* Win32/Cygwin */
+
+#endif /* _PCTIMER_H */
+

tests/ferhat/ramst.mod

+var c k;
+varexo x;
+
+parameters alph gam delt bet aa;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+
+model/*(SPARSE_DLL,GCC_COMPILER)*/;
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+end;
+
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k;
+end;
+
+steady(solve_algo=2);
+
+//check;
+
+shocks;
+var x;
+periods 1;
+values 1.2;
+end;
+
+simul(periods=200);
+
+rplot c;
+rplot k;

tests/ferhat/ramst_a.mod

+// check shocks on several periods
+var c k;
+varexo x;
+
+parameters alph gam delt bet aa;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+
+model;
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+end;
+
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k +1 ;
+end;
+
+steady;
+
+check;
+
+shocks;
+var x;
+periods 1 2 3 4;
+values 1.1 1.2 1.3 1.4;
+end;
+
+simul(periods=200);
+
+rplot c;
+rplot k;