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Dynare
dynare
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2edf6d05
Commit
2edf6d05
authored
5 years ago
by
Marco Ratto
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added testing for flip diff and init2shocks
parent
35b63e87
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!1681
Init2shocks
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tests/shock_decomposition/ls2003_plot.mod
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28 additions, 15 deletions
tests/shock_decomposition/ls2003_plot.mod
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tests/shock_decomposition/ls2003_plot.mod
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View file @
2edf6d05
...
@@ -76,46 +76,59 @@ supply = e_A ;
...
@@ -76,46 +76,59 @@ supply = e_A ;
'RoW shocks' = e_q e_ys e_pies ;
'RoW shocks' = e_q e_ys e_pies ;
monetary = e_R ;
monetary = e_R ;
end;
end;
init2shocks;
dq e_q;
A e_A;
end;
options_.initial_date=dates('1989Q4'); % date arbitrarily set for testing purposes
options_.initial_date=dates('1989Q4'); % date arbitrarily set for testing purposes
shock_decomposition(use_shock_groups=trade) y_obs R_obs pie_obs dq de;
shock_decomposition(use_shock_groups=trade) y_obs R_obs pie_obs dq de;
// various tests for plot_shock_decompositions
// standard plot
// standard plot [using trade group defined before]
plot_shock_decomposition y_obs R_obs pie_obs dq de;
plot_shock_decomposition;
// test datailed, custom name and yoy plots
// test datailed, custom name and yoy plots
plot_shock_decomposition(detail_plot, fig_name = MR, type = yoy);
plot_shock_decomposition(detail_plot, fig_name = MR, type = yoy) y_obs R_obs pie_obs dq de;
// testing init2shocks
initial_condition_decomposition(detail_plot, type=aoa, steadystate, write_xls, plot_init_date=1991Q1, plot_end_date=1995Q4, graph_format=fig) R_obs;
plot_shock_decomposition(init2shocks) y_obs R_obs pie_obs dq de;
plot_shock_decomposition(init2shocks,use_shock_groups=trade) y_obs R_obs pie_obs dq de;
// testing flip and diff
plot_shock_decomposition(diff, use_shock_groups=trade) y_obs;
plot_shock_decomposition(flip, use_shock_groups=trade) de;
close all,
close all,
// testing realtime decomposition
// testing realtime decomposition
// first compute realtime decompositions [pre-processor not yet available]
// first compute realtime decompositions [pre-processor not yet available]
realtime_shock_decomposition(forecast=8, save_realtime=[5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77]);
realtime_shock_decomposition(forecast=8, save_realtime=[5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77])
y_obs R_obs pie_obs dq de
;
//realtime pooled
//realtime pooled
plot_shock_decomposition(realtime = 1);
plot_shock_decomposition(realtime = 1)
y_obs R_obs pie_obs dq de
;
//conditional pooled
//conditional pooled
plot_shock_decomposition(realtime = 2);
plot_shock_decomposition(realtime = 2)
y_obs R_obs pie_obs dq de
;
// conditional 8-step ahead decomposition, given 1989q4
// conditional 8-step ahead decomposition, given 1989q4
plot_shock_decomposition(detail_plot, realtime = 2, vintage = 29);
plot_shock_decomposition(detail_plot, realtime = 2, vintage = 29)
y_obs R_obs pie_obs dq de
;
close all,
close all,
//forecast pooled
//forecast pooled
plot_shock_decomposition(realtime = 3);
plot_shock_decomposition(realtime = 3)
y_obs R_obs pie_obs dq de
;
// forecast 8-step ahead decomposition, given 1989q4
// forecast 8-step ahead decomposition, given 1989q4
plot_shock_decomposition(detail_plot, realtime = 3, vintage = 29);
plot_shock_decomposition(detail_plot, realtime = 3, vintage = 29)
y_obs R_obs pie_obs dq de
;
close all,
close all,
// now I test annualized variables
// now I test annualized variables
options_.plot_shock_decomp.q2a=1;
//
options_.plot_shock_decomp.q2a=1;
options_.plot_shock_decomp.islog=1;
//
options_.plot_shock_decomp.islog=1;
plot_shock_decomposition(detail_plot, type = aoa) y;
plot_shock_decomposition(detail_plot, type = aoa) y;
plot_shock_decomposition(realtime = 1) y;
plot_shock_decomposition(realtime = 1) y;
...
@@ -126,14 +139,14 @@ plot_shock_decomposition(realtime = 3, vintage = 29) y;
...
@@ -126,14 +139,14 @@ plot_shock_decomposition(realtime = 3, vintage = 29) y;
close all
close all
//test uimenu for groups
//test uimenu for groups
plot_shock_decomposition(detail_plot, interactive, use_shock_groups = row, type = qoq
)
;
plot_shock_decomposition(detail_plot, interactive, use_shock_groups = row, type = qoq
, plot_init_date=2004Q1) y_obs R_obs pie_obs dq de
;
plot_shock_decomposition(detail_plot, interactive, realtime = 3, vintage = 29);
plot_shock_decomposition(detail_plot, interactive, realtime = 3, vintage = 29)
y_obs R_obs pie_obs dq de
;
close all,
close all,
// testing realtime decomposition with fast_realtime option
// testing realtime decomposition with fast_realtime option
realtime_shock_decomposition(fast_realtime=75);
realtime_shock_decomposition(fast_realtime=75)
y_obs R_obs pie_obs dq de
;
collect_latex_files;
collect_latex_files;
if system(['pdflatex -halt-on-error -interaction=batchmode ' M_.fname '_TeX_binder.tex'])
if system(['pdflatex -halt-on-error -interaction=batchmode ' M_.fname '_TeX_binder.tex'])
...
...
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