Skip to content
Snippets Groups Projects
Commit dd5cb335 authored by MichelJuillard's avatar MichelJuillard
Browse files

changes to stochastic perfect foresight simulation (still doesn't work

correctly with ZLB)
parent d497ba19
Branches
No related tags found
No related merge requests found
......@@ -193,6 +193,8 @@ function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model(endo_s
end
flag = 0;% Convergency obtained.
endo_simul = reshape(Y(:,1),ny,periods+2);%Y(ny+(1:ny),1);
figure;plot(Y(16:ny:(periods+2)*ny,:))
pause
break
end
dy = -A\res;
......
......@@ -53,8 +53,15 @@ end;
steady;
options_.ep.verbosity = 0;
options_.ep.order = 1;
options_.ep.nnodes = 2;
options_.ep.stochastic.nodes = 2;
options_.console_mode = 0;
ts = extended_path([],100);
\ No newline at end of file
options_.ep.stochastic.order = 0;
ts0 = extended_path([],100);
options_.ep.stochastic.order = 1;
ts1 = extended_path([],100);
options_.ep.stochastic.order = 2;
ts2 = extended_path([],100);
......@@ -68,11 +68,12 @@ end;
options_.maxit_ = 100;
options_.ep.verbosity = 0;
options_.ep.stochastic.order = 0;
options_.ep.stochastic.nodes = 2;
options_.console_mode = 0;
ts = extended_path([],1000);
ts = extended_path([],100);
options_.ep.stochastic.order = 1;
sts = extended_path([],1000);
sts = extended_path([],100);
figure(1)
plot(ts(2,:)-ts(4,:));
......
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment