From dd5cb335fb6d881ed5b06a16119827484a10dee5 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Sat, 21 Apr 2012 21:41:07 +0200
Subject: [PATCH] changes to stochastic perfect foresight simulation (still
doesn't work correctly with ZLB)
---
matlab/solve_stochastic_perfect_foresight_model.m | 2 ++
tests/ep/rbc.mod | 13 ++++++++++---
tests/ep/rbcii.mod | 5 +++--
3 files changed, 15 insertions(+), 5 deletions(-)
diff --git a/matlab/solve_stochastic_perfect_foresight_model.m b/matlab/solve_stochastic_perfect_foresight_model.m
index f3c55a22e5..d2ce4e59a0 100644
--- a/matlab/solve_stochastic_perfect_foresight_model.m
+++ b/matlab/solve_stochastic_perfect_foresight_model.m
@@ -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;
diff --git a/tests/ep/rbc.mod b/tests/ep/rbc.mod
index 180d81f22a..35edc823ed 100644
--- a/tests/ep/rbc.mod
+++ b/tests/ep/rbc.mod
@@ -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);
+
diff --git a/tests/ep/rbcii.mod b/tests/ep/rbcii.mod
index 49a0cce53d..2d4046c6ad 100644
--- a/tests/ep/rbcii.mod
+++ b/tests/ep/rbcii.mod
@@ -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,:));
--
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