From a4030c36761248ab25b457c3632f414d51f588ca Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 13 Dec 2019 14:17:34 +0100
Subject: [PATCH] testsuite: update ramsey_model to new command sequence using
ramsey_model
Related to https://git.dynare.org/Dynare/dynare/issues/1678
---
.../optimal_policy/Ramsey/Gali_commitment.mod | 7 ++++---
tests/optimal_policy/Ramsey/ramsey_ex_aux.mod | 4 +++-
.../Ramsey/ramsey_ex_wrong_ss_file_xfail.mod | 4 +++-
.../optimal_policy/Ramsey/ramsey_histval.mod | 3 ++-
.../Ramsey/ramsey_histval_xfail.mod | 4 +++-
.../optimal_policy/mult_elimination_test.mod | 3 ++-
tests/optimal_policy/nk_ramsey.mod | 5 +++--
tests/optimal_policy/nk_ramsey_det.mod | 21 ++-----------------
.../optimal_policy/nk_ramsey_expectation.mod | 6 +++---
.../nk_ramsey_expectation_a.mod | 4 +++-
tests/optimal_policy/nk_ramsey_model.mod | 3 +--
tests/optimal_policy/ramsey_.mod | 4 +++-
12 files changed, 32 insertions(+), 36 deletions(-)
diff --git a/tests/optimal_policy/Ramsey/Gali_commitment.mod b/tests/optimal_policy/Ramsey/Gali_commitment.mod
index 029b2b33c0..ce68001b9b 100644
--- a/tests/optimal_policy/Ramsey/Gali_commitment.mod
+++ b/tests/optimal_policy/Ramsey/Gali_commitment.mod
@@ -3,7 +3,7 @@
* in Jordi Gal� (2008): Monetary Policy, Inflation, and the Business Cycle,
* Princeton University Press, Chapter 5.1.2
*
- * It demonstrates how to use the ramsey_policy command of Dynare.
+ * It demonstrates how to use the ramsey_model command of Dynare.
*
* Notes:
* - all model variables are expressed in deviations from steady state, i.e.
@@ -18,7 +18,7 @@
*/
/*
- * Copyright (C) 2015 Johannes Pfeifer
+ * Copyright (C) 2015-19 Johannes Pfeifer
*
* This is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
@@ -168,7 +168,8 @@ end;
//planner objective using alpha_x expressed as function of deep parameters
planner_objective pi^2 +(((1-theta)*(1-betta*theta)/theta*((1-alppha)/(1-alppha+alppha*epsilon)))*(siggma+(phi+alppha)/(1-alppha)))/epsilon*y_gap^2;
-ramsey_policy(instruments=(i),irf=13,planner_discount=betta) x pi p u;
+ramsey_model(instruments=(i),planner_discount=betta);
+stoch_simul(order=1,irf=13) x pi p u;
verbatim;
%% Check correctness
diff --git a/tests/optimal_policy/Ramsey/ramsey_ex_aux.mod b/tests/optimal_policy/Ramsey/ramsey_ex_aux.mod
index bcf0669746..bd44e8082d 100644
--- a/tests/optimal_policy/Ramsey/ramsey_ex_aux.mod
+++ b/tests/optimal_policy/Ramsey/ramsey_ex_aux.mod
@@ -49,4 +49,6 @@ var u; stderr 0.008;
end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
-ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
+ramsey_model(planner_discount=0.99,instruments=(r));
+stoch_simul(order=1,periods=500);
+evaluate_planner_objective;
\ No newline at end of file
diff --git a/tests/optimal_policy/Ramsey/ramsey_ex_wrong_ss_file_xfail.mod b/tests/optimal_policy/Ramsey/ramsey_ex_wrong_ss_file_xfail.mod
index 3b44bad17b..d77b7566a9 100644
--- a/tests/optimal_policy/Ramsey/ramsey_ex_wrong_ss_file_xfail.mod
+++ b/tests/optimal_policy/Ramsey/ramsey_ex_wrong_ss_file_xfail.mod
@@ -38,4 +38,6 @@ var u; stderr 0.008;
end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
-ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
\ No newline at end of file
+ramsey_model(planner_discount=0.99,order=1,instruments=(r));
+stoch_simul(order=1,periods=500);
+evaluate_planner_objective;
\ No newline at end of file
diff --git a/tests/optimal_policy/Ramsey/ramsey_histval.mod b/tests/optimal_policy/Ramsey/ramsey_histval.mod
index bb9cdb0f87..09ee4c6899 100644
--- a/tests/optimal_policy/Ramsey/ramsey_histval.mod
+++ b/tests/optimal_policy/Ramsey/ramsey_histval.mod
@@ -41,4 +41,5 @@ values 1;
end;
options_.dr_display_tol=0;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
-ramsey_policy(planner_discount=0.99,order=1,instruments=(r),periods=500);
\ No newline at end of file
+ramsey_model(planner_discount=0.99,instruments=(r));
+stoch_simul(order=1,periods=500);
\ No newline at end of file
diff --git a/tests/optimal_policy/Ramsey/ramsey_histval_xfail.mod b/tests/optimal_policy/Ramsey/ramsey_histval_xfail.mod
index 0af81202dd..24a68adc7c 100644
--- a/tests/optimal_policy/Ramsey/ramsey_histval_xfail.mod
+++ b/tests/optimal_policy/Ramsey/ramsey_histval_xfail.mod
@@ -41,4 +41,6 @@ values 1;
end;
options_.dr_display_tol=0;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
-ramsey_policy(planner_discount=0.99,order=1,instruments=(r),periods=500);
\ No newline at end of file
+ramsey_model(planner_discount=0.99,instruments=(r));
+stoch_simul(order=1,periods=500);
+evaluate_planner_objective;
\ No newline at end of file
diff --git a/tests/optimal_policy/mult_elimination_test.mod b/tests/optimal_policy/mult_elimination_test.mod
index b1523248ae..63b4f93054 100644
--- a/tests/optimal_policy/mult_elimination_test.mod
+++ b/tests/optimal_policy/mult_elimination_test.mod
@@ -45,7 +45,8 @@ end;
planner_objective 0.25*pie_obs^2+y^2+0.1*dR^2;
-ramsey_policy(order=1,irf=0,planner_discount=0.95);
+ramsey_model(planner_discount=0.95);
+stoch_simul(order=1,irf=0);
dr2 = mult_elimination({'R'},M_,options_,oo_);
diff --git a/tests/optimal_policy/nk_ramsey.mod b/tests/optimal_policy/nk_ramsey.mod
index 3b35cf51c8..0b2a317d85 100644
--- a/tests/optimal_policy/nk_ramsey.mod
+++ b/tests/optimal_policy/nk_ramsey.mod
@@ -84,7 +84,8 @@ planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
write_latex_static_model;
-ramsey_policy(planner_discount=0.99);
-
+ramsey_model(planner_discount=0.99);
+stoch_simul(order=1,irf=20);
+evaluate_planner_objective;
diff --git a/tests/optimal_policy/nk_ramsey_det.mod b/tests/optimal_policy/nk_ramsey_det.mod
index 772e69a66a..8d1bd2ae8f 100644
--- a/tests/optimal_policy/nk_ramsey_det.mod
+++ b/tests/optimal_policy/nk_ramsey_det.mod
@@ -13,8 +13,6 @@ var pai, c, n, r, a;
varexo u;
-
-
//------------------------------------------------------------------------------------------------------------------------
// 2. Parameter declaration and calibration
//-------------------------------------------------------------------------------------------------------------------------
@@ -29,25 +27,16 @@ phi=1; //coefficient associated to labor effort disutility
rho=0.95; //coefficient associated to productivity shock
-
//-----------------------------------------------------------------------------------------------------------------------
// 3. The model
//-----------------------------------------------------------------------------------------------------------------------
-
model;
-
-
a=rho*(a(-1))+u;
-
1/c=beta*(1/(c(+1)))*(r/(pai(+1))); //euler
-
-
omega*pai*(pai-1)=beta*omega*(c/(c(+1)))*(pai(+1))*(pai(+1)-1)+epsilon*exp(a)*n*(c/exp(a)*phi*n^gamma-(epsilon-1)/epsilon); //NK pc
//pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega-exp(a)*n*(epsilon-1)/(omega*c); //NK pc
-
(exp(a))*n=c+(omega/2)*((pai-1)^2);
-
end;
//--------------------------------------------------------------------------------------------------------------------------
@@ -55,18 +44,14 @@ end;
//---------------------------------------------------------------------------------------------------------------------------
initval;
-
pai=1;
r=1/beta;
c=0.9671684882;
n=0.9671684882;
a=0;
-
-
end;
-
//---------------------------------------------------------------------------------------------------------------------------
// 5. shocks
//---------------------------------------------------------------------------------------------------------------------------
@@ -86,11 +71,9 @@ planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
write_latex_static_model;
ramsey_model(planner_discount=0.99);
-
-options_.ramsey_policy=1;
steady;
-options_.simul.maxit = 20;
-simul(periods=100);
+perfect_foresight_setup(periods=200);
+perfect_foresight_solver(maxit=20);
rplot r;
diff --git a/tests/optimal_policy/nk_ramsey_expectation.mod b/tests/optimal_policy/nk_ramsey_expectation.mod
index 00212c000c..246d426c4d 100644
--- a/tests/optimal_policy/nk_ramsey_expectation.mod
+++ b/tests/optimal_policy/nk_ramsey_expectation.mod
@@ -90,7 +90,7 @@ write_latex_static_model;
write_latex_dynamic_model;
options_.solve_tolf=1e-12;
-ramsey_policy(planner_discount=0.99);
-
-
+ramsey_model(planner_discount=0.99);
+stoch_simul(order=1,irf=0);
+evaluate_planner_objective;
diff --git a/tests/optimal_policy/nk_ramsey_expectation_a.mod b/tests/optimal_policy/nk_ramsey_expectation_a.mod
index 8755e7f367..fc79789371 100644
--- a/tests/optimal_policy/nk_ramsey_expectation_a.mod
+++ b/tests/optimal_policy/nk_ramsey_expectation_a.mod
@@ -89,7 +89,9 @@ end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
options_.solve_tolf=1e-12;
-ramsey_policy(planner_discount=0.99);
+ramsey_model(planner_discount=0.99);
+stoch_simul(order=1,irf=0);
+evaluate_planner_objective;
o1=load('nk_ramsey_expectation_results');
if (norm(o1.oo_.dr.ghx-oo_.dr.ghx,inf) > 1e-12)
diff --git a/tests/optimal_policy/nk_ramsey_model.mod b/tests/optimal_policy/nk_ramsey_model.mod
index f2736f916b..dbce8ecfe4 100644
--- a/tests/optimal_policy/nk_ramsey_model.mod
+++ b/tests/optimal_policy/nk_ramsey_model.mod
@@ -85,6 +85,5 @@ planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
write_latex_static_model;
ramsey_model(planner_discount=0.99);
-options_.ramsey_policy=1;
stoch_simul(irf=0);
-
+evaluate_planner_objective;
diff --git a/tests/optimal_policy/ramsey_.mod b/tests/optimal_policy/ramsey_.mod
index 4242f3d199..93917e7017 100644
--- a/tests/optimal_policy/ramsey_.mod
+++ b/tests/optimal_policy/ramsey_.mod
@@ -28,4 +28,6 @@ planner_objective inflation^2 + lambda1*y^2 + lambda2*r^2;
write_latex_dynamic_model;
-ramsey_policy(planner_discount=0.95, order = 1);
+ramsey_model(planner_discount=0.95);
+stoch_simul(order=1);
+evaluate_planner_objective;
\ No newline at end of file
--
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