diff --git a/tests/pac/trend-component-30/clean b/tests/pac/trend-component-30/clean new file mode 100755 index 0000000000000000000000000000000000000000..be0d5e00cdb49fa48f99aa6470ff0578973bbce3 --- /dev/null +++ b/tests/pac/trend-component-30/clean @@ -0,0 +1,6 @@ +#!/bin/sh + +rm -rf example +rm -rf +example +rm -f example*.mat +rm -f example.log \ No newline at end of file diff --git a/tests/pac/trend-component-30/example.mod b/tests/pac/trend-component-30/example.mod new file mode 100644 index 0000000000000000000000000000000000000000..79b2a4948496877b3545c2a51338580220432bfe --- /dev/null +++ b/tests/pac/trend-component-30/example.mod @@ -0,0 +1,70 @@ +// --+ options: json=compute, stochastic +-- + +var x1 x2 x1bar x2bar z u; + +varexo ex1 ex2 ex1bar ex2bar ez eu; + +parameters a_x1_0 a_x1_1 a_x1_2 a_x1_x2_1 a_x1_x2_2 + a_x2_0 a_x2_1 a_x2_2 a_x2_x1_1 a_x2_x1_2 + e_c_m_z e_c_m_u c_z_1 c_z_2 c_u_1 c_u_2 gamma_z gamma_u beta ; + +a_x1_0 = -.9; +a_x1_1 = .4; +a_x1_2 = .3; +a_x1_x2_1 = .1; +a_x1_x2_2 = .2; + + +a_x2_0 = -.9; +a_x2_1 = .2; +a_x2_2 = -.1; +a_x2_x1_1 = -.1; +a_x2_x1_2 = .2; + +beta = .2; +e_c_m_z = .5; +e_c_m_u = .6; +c_z_1 = .2; +c_z_2 = -.1; +c_u_1 = .2; +c_u_2 = -.1; +gamma_z = .7; +gamma_u = .8; + +trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq:x2bar'], targets=['eq:x1bar', 'eq:x2bar']); + +pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman); + +pac_model(auxiliary_model_name=toto, discount=beta, model_name=nowhereman); + +model; + +[name='eq:x1'] +diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1; + +[name='eq:x2'] +diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2; + +[name='eq:x1bar'] +x1bar = x1bar(-1) + ex1bar; + +[name='eq:x2bar'] +x2bar = x2bar(-1) + ex2bar; + +[name='eq:pac:z'] +diff(z) = gamma_z*(e_c_m_z*(x1(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman)) + (1-gamma_z)*ez; + +[name='eq:pac:u'] +diff(u) = gamma_u*(e_c_m_u*(x2(-1)-u(-1)) + c_u_1*diff(u(-1)) + c_u_2*diff(u(-2)) + pac_expectation(nowhereman)) + (1-gamma_u)*eu; + + +end; + +shocks; + var ex1 = 1.0; + var ex2 = 1.0; + var ex1bar = 1.0; + var ex2bar = 1.0; + var ez = 1.0; + var eu = 1.0; +end;