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Commit 940d2ffe authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Added mod file in test suite.

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...@@ -80,6 +80,7 @@ MODFILES = \ ...@@ -80,6 +80,7 @@ MODFILES = \
fs2000/fs2000e.mod \ fs2000/fs2000e.mod \
fs2000/fs2000_cmaes.mod \ fs2000/fs2000_cmaes.mod \
fs2000/fs2000_calib.mod \ fs2000/fs2000_calib.mod \
fs2000/fs2000_calib_dseries.mod \
fs2000/fs2000_analytic_derivation.mod \ fs2000/fs2000_analytic_derivation.mod \
fs2000/fs2000_missing_data.mod \ fs2000/fs2000_missing_data.mod \
fs2000/fs2000_sd.mod \ fs2000/fs2000_sd.mod \
......
// 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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