diff --git a/tests/Makefile.am b/tests/Makefile.am index 86d3e1a42b4ffbc97fc24594cda0d5bbcdbd08da..48eacd71e6fa625ee664c230cb8495a2caca6096 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -423,7 +423,8 @@ MODFILES = \ bgp/solow-1/solow.mod \ bgp/nk-1/nk.mod \ bgp/ramsey-1/ramsey.mod \ - dynare-command-options/ramst.mod + dynare-command-options/ramst.mod \ + ramst_time_varying_information_set.mod ECB_MODFILES = \ var-expectations/1/example1.mod \ @@ -1232,7 +1233,8 @@ EXTRA_DIST = \ histval_initval_file/my_assert.m \ histval_initval_file/ramst_data.xls \ histval_initval_file/ramst_data.xlsx \ - histval_initval_file/ramst_initval_file_data.m + histval_initval_file/ramst_initval_file_data.m \ + ramst_time_varying_information_set_data.csv if ENABLE_MATLAB check-local: check-matlab diff --git a/tests/ramst_time_varying_information_set.mod b/tests/ramst_time_varying_information_set.mod new file mode 100644 index 0000000000000000000000000000000000000000..6199c09c434abd1c9992492fde031e09f208f99a --- /dev/null +++ b/tests/ramst_time_varying_information_set.mod @@ -0,0 +1,35 @@ +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; +end; + +steady; + +check; + +options_.periods = 7; + +time_varying_information_set_solver('ramst_time_varying_information_set_data.csv', false); +rplot x; +rplot k; + +time_varying_information_set_solver('ramst_time_varying_information_set_data.csv', true); +rplot x; +rplot k; diff --git a/tests/ramst_time_varying_information_set_data.csv b/tests/ramst_time_varying_information_set_data.csv new file mode 100644 index 0000000000000000000000000000000000000000..4e0614a09b721dba555f59093c5baf32ae333154 --- /dev/null +++ b/tests/ramst_time_varying_information_set_data.csv @@ -0,0 +1,10 @@ +Exo,x,x,x,x,x,x,x +Period (info),1,2,3,4,5,6,7 +Terminal,1,1.1,1.2,1.2,1.2,1.1,1.1 +Period 1 (real),1.2,,,,,, +Period 2 (real),1,1.3,,,,, +Period 3 (real),1,1,1.4,,,, +Period 4 (real),1,1,1,1,,, +Period 5 (real),1,1,1,1,1,, +Period 6 (real),1,1,1,1,1,1.1, +Period 7 (real),1,1,1,1,1,1.1,1.1