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Dynare
dynare
Commits
16cbfa7f
Commit
16cbfa7f
authored
Mar 08, 2020
by
Johannes Pfeifer
1
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noprint: add integration test
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16f65a2f
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tests/Makefile.am
tests/Makefile.am
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tests/stochastic_simulations/example1_noprint.mod
tests/stochastic_simulations/example1_noprint.mod
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tests/Makefile.am
View file @
16cbfa7f
...
...
@@ -279,6 +279,7 @@ MODFILES = \
ep/rbcii.mod
\
ep/linearmodel0.mod
\
ep/linearmodel1.mod
\
stochastic_simulations/example1_noprint.mod
\
stochastic-backward-models/solow_cd.mod
\
stochastic-backward-models/solow_ces.mod
\
stochastic-backward-models/solow_cd_with_steadystate.mod
\
...
...
tests/stochastic_simulations/example1_noprint.mod
0 → 100644
View file @
16cbfa7f
/*
* Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
* A practical guide" (see "guide.pdf" in the documentation directory).
*/
/*
* Copyright (C) 2001-2010 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/>.
*/
var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = -0.36; // changed "0.36" to "-0.36" to generate an error
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul(noprint); // added "noprint"
Johannes Pfeifer
@JohannesPfeifer
mentioned in commit
7b917d1c
·
Mar 10, 2020
mentioned in commit
7b917d1c
mentioned in commit 7b917d1c1839ebe1196e86448de88203421ac1c1
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