From 940d2ffeff8ec00e9bb40df65ee79e01b52fd5b7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Scylla=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Thu, 19 Jun 2014 18:12:02 +0200
Subject: [PATCH] Added mod file in test suite.
---
tests/Makefile.am | 1 +
tests/fs2000/fs2000_calib_dseries.mod | 73 +++++++++++++++++++++++++++
2 files changed, 74 insertions(+)
create mode 100644 tests/fs2000/fs2000_calib_dseries.mod
diff --git a/tests/Makefile.am b/tests/Makefile.am
index 2e8b02fa90..60ac51c550 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 0000000000..4354acf7ea
--- /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;
+
--
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