Added unit test (steady state block).

parent fb957137
......@@ -27,6 +27,7 @@ function clean(basename::String)
rm("$(basename)Dynamic.jl"; force=true)
rm("$(basename)Static.jl"; force=true)
rm("$(basename)SteadyState2.jl"; force=true)
rm("$(basename)_set_auxiliary_variables.jl"; force=true)
end
end
......@@ -17,5 +17,5 @@ using Base.Test
include("$(rootdir0)/dynare-solvers/test-1.jl")
include("$(rootdir0)/dynare-solvers/test-2.jl")
include("$(rootdir0)/steady-state/test-1.jl")
include("$(rootdir0)/steady-state/test-2.jl")
end
var m P c e W R k d n l gy_obs gp_obs y dA;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
alp = 0.33;
bet = 0.99;
gam = 0.003;
mst = 1.011;
rho = 0.7;
psi = 0.787;
del = 0.02;
model;
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P(-1))*m(-1)/dA;
end;
shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady_state_model;
dA = exp(gam);
gst = 1/dA;
m = mst;
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
n = xist/(nust+xist);
P = xist + nust;
k = khst*n;
l = psi*mst*n/( (1-psi)*(1-n) );
c = mst/P;
d = l - mst + 1;
y = k^alp*n^(1-alp)*gst^alp;
R = mst/bet;
W = l/n;
e = 1;
gp_obs = m/dA;
gy_obs = dA;
end;
\ No newline at end of file
#=
** This script performs tests for the steady state numerical solver.
**
** Copyright (C) 2018 Dynare Team
**
** This file is part of Dynare.
**
** Dynare is free software: you can redistribute it and/or modify
** it under the terms of the GNU General Public License as published by
** the Free Software Foundation, either version 3 of the License, or
** (at your option) any later version.
**
** Dynare is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
** GNU General Public License for more details.
**
** You should have received a copy of the GNU General Public License
** along with Dynare. If not, see <http://www.gnu.org/licenses/>.
=#
rootdir = @__DIR__
origdir = pwd()
if isempty(findin([abspath("$(rootdir)/../../src")], LOAD_PATH))
unshift!(LOAD_PATH, abspath("$(rootdir)/../../src"))
end
using Base.Test
using Dynare
using SteadyState
using DynareUnitTests
cd("$(rootdir)")
cp("example2.mod", "example2_1.mod"; remove_destination=true)
@testset "test steadystate-block" begin
@test begin
@dynare "example2_1.mod"
try
steady_state!(example2_1.model_, example2_1.oo_, false)
issteadystate(example2_1.model_, example2_1.oo_)
true
catch
false
end
end
end
DynareUnitTests.clean("example2_1")
rm("example2_1.mod")
cd(origdir)
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