Commit dd5cb335 authored by MichelJuillard's avatar MichelJuillard
Browse files

changes to stochastic perfect foresight simulation (still doesn't work

correctly with ZLB)
parent d497ba19
......@@ -193,6 +193,8 @@ function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model(endo_s
end
flag = 0;% Convergency obtained.
endo_simul = reshape(Y(:,1),ny,periods+2);%Y(ny+(1:ny),1);
figure;plot(Y(16:ny:(periods+2)*ny,:))
pause
break
end
dy = -A\res;
......
......@@ -53,8 +53,15 @@ end;
steady;
options_.ep.verbosity = 0;
options_.ep.order = 1;
options_.ep.nnodes = 2;
options_.ep.stochastic.nodes = 2;
options_.console_mode = 0;
ts = extended_path([],100);
\ No newline at end of file
options_.ep.stochastic.order = 0;
ts0 = extended_path([],100);
options_.ep.stochastic.order = 1;
ts1 = extended_path([],100);
options_.ep.stochastic.order = 2;
ts2 = extended_path([],100);
......@@ -68,11 +68,12 @@ end;
options_.maxit_ = 100;
options_.ep.verbosity = 0;
options_.ep.stochastic.order = 0;
options_.ep.stochastic.nodes = 2;
options_.console_mode = 0;
ts = extended_path([],1000);
ts = extended_path([],100);
options_.ep.stochastic.order = 1;
sts = extended_path([],1000);
sts = extended_path([],100);
figure(1)
plot(ts(2,:)-ts(4,:));
......
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