diff --git a/tests/Makefile.am b/tests/Makefile.am index 2e8b02fa903c13d99de7ecfc5974adb6922eef51..60ac51c550e8d9a3120a01517cec76612441da81 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -80,6 +80,7 @@ MODFILES = \ fs2000/fs2000e.mod \ fs2000/fs2000_cmaes.mod \ fs2000/fs2000_calib.mod \ + fs2000/fs2000_calib_dseries.mod \ fs2000/fs2000_analytic_derivation.mod \ fs2000/fs2000_missing_data.mod \ fs2000/fs2000_sd.mod \ diff --git a/tests/fs2000/fs2000_calib_dseries.mod b/tests/fs2000/fs2000_calib_dseries.mod new file mode 100644 index 0000000000000000000000000000000000000000..4354acf7ea96e428658f5e665ea33a0f6bab2b7b --- /dev/null +++ b/tests/fs2000/fs2000_calib_dseries.mod @@ -0,0 +1,73 @@ +// See fs2000.mod in the examples/ directory for details on the model + +set_time(1950Q1); + +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; + +initval; +k = 6; +m = mst; +P = 2.25; +c = 0.45; +e = 1; +W = 4; +R = 1.02; +d = 0.85; +n = 0.19; +l = 0.86; +y = 0.6; +gy_obs = exp(gam); +gp_obs = exp(-gam); +dA = exp(gam); +end; + +shocks; +var e_a; stderr 0.014; +var e_m; stderr 0.005; +end; + +steady; + +check; + + +varobs gp_obs gy_obs; + +fsdata = dseries('fsdat_simul.m',1950Q1); +fsdata = fsdata{'g@p,y@_obs'}(1960Q1:1980Q4); + +fsdata + +data(series=fsdata);//, first_obs=1960Q1, last_obs=1980Q4); + + +calib_smoother(filtered_vars, filter_step_ahead = [3:4]) m P c e W R k d n l y dA; +