From ec05f302b7a8879b1ac25b428149c08a7dafe064 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Fri, 1 Jun 2012 15:00:56 +0200
Subject: [PATCH] Removing debugging code for extended path. Updating test
cases.
---
...solve_stochastic_perfect_foresight_model.m | 4 +--
tests/Makefile.am | 1 +
tests/ep/mean_preserving_spread.m | 5 ++--
tests/ep/rbc.mod | 4 +--
tests/ep/rbcii.mod | 27 ++++++++++++++++---
5 files changed, 31 insertions(+), 10 deletions(-)
diff --git a/matlab/solve_stochastic_perfect_foresight_model.m b/matlab/solve_stochastic_perfect_foresight_model.m
index d2ce4e59a0..5f357901f9 100644
--- a/matlab/solve_stochastic_perfect_foresight_model.m
+++ b/matlab/solve_stochastic_perfect_foresight_model.m
@@ -193,8 +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
+ % figure;plot(Y(16:ny:(periods+2)*ny,:))
+ % pause
break
end
dy = -A\res;
diff --git a/tests/Makefile.am b/tests/Makefile.am
index bd5e7f5055..203326fcc4 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -126,6 +126,7 @@ MODFILES = \
second_order/ds1.mod \
second_order/ds2.mod \
ep/rbc.mod \
+ ep/rbcii.mod \
ep/linear.mod \
deterministic_simulations/deterministic_model_purely_forward.mod \
deterministic_simulations/rbc_det1.mod \
diff --git a/tests/ep/mean_preserving_spread.m b/tests/ep/mean_preserving_spread.m
index 9d988fe128..d296ec3452 100644
--- a/tests/ep/mean_preserving_spread.m
+++ b/tests/ep/mean_preserving_spread.m
@@ -1,4 +1,4 @@
-function m = mean_preserving_spread(autoregressive_parameter)
+function m = mean_preserving_spread(autoregressive_parameter,sigma)
% Computes the mean preserving spread for first order autoregressive process.
%
% The mean preserving spread m is a constant such that the mean of the process
@@ -13,6 +13,5 @@ function m = mean_preserving_spread(autoregressive_parameter)
% AUTHOR(S)
% stephane DOT adjemian AT univ DASH lemans DOT fr
% frederic DOT karame AT univ DASH evry DOT fr
-global M_
-m = M_.Sigma_e/(1-autoregressive_parameter*autoregressive_parameter);
\ No newline at end of file
+m = sigma/(1-autoregressive_parameter*autoregressive_parameter);
\ No newline at end of file
diff --git a/tests/ep/rbc.mod b/tests/ep/rbc.mod
index 35edc823ed..b5534f6570 100644
--- a/tests/ep/rbc.mod
+++ b/tests/ep/rbc.mod
@@ -57,10 +57,10 @@ options_.ep.stochastic.nodes = 2;
options_.console_mode = 0;
options_.ep.stochastic.order = 0;
-ts0 = extended_path([],100);
+//ts0 = extended_path([],100);
options_.ep.stochastic.order = 1;
-ts1 = extended_path([],100);
+//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 2d4046c6ad..e4c8c30051 100644
--- a/tests/ep/rbcii.mod
+++ b/tests/ep/rbcii.mod
@@ -26,15 +26,15 @@ sigma2 = 0.001;
rho = 0.800;
@#endif
-external_function(name=mean_preserving_spread);
+external_function(name=mean_preserving_spread,nargs=2);
-model(use_dll);
+model;
// Eq. n°1:
efficiency = rho*efficiency(-1) + EfficiencyInnovation;
// Eq. n°2:
- Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho));
+ Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho,sigma2));
// Eq. n°3:
Output = Efficiency*(alpha*(Capital(-1)^psi)+(1-alpha)*(Labour^psi))^(1/psi);
@@ -56,6 +56,27 @@ model(use_dll);
end;
+steady_state_model;
+efficiency = 0;
+Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho,sigma2));
+// Compute steady state ratios.
+Output_per_unit_of_Capital=((1/beta-1+delta)/alpha)^(1/(1-psi));
+Consumption_per_unit_of_Capital=Output_per_unit_of_Capital-delta;
+Labour_per_unit_of_Capital=(((Output_per_unit_of_Capital/Efficiency)^psi-alpha)/(1-alpha))^(1/psi);
+Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital;
+Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital;
+
+// Compute steady state share of capital.
+ShareOfCapital=alpha/(alpha+(1-alpha)*Labour_per_unit_of_Capital^psi);
+
+/// Compute steady state of the endogenous variables.
+Labour=1/(1+Consumption_per_unit_of_Labour/((1-alpha)*theta/(1-theta)*Output_per_unit_of_Labour^(1-psi)));
+Consumption = Consumption_per_unit_of_Labour*Labour;
+Capital = Labour/Labour_per_unit_of_Capital;
+Output = Output_per_unit_of_Capital*Capital;
+Investment = delta*Capital;
+ExpectedTerm = beta*((((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption)*(alpha*((Output/Capital)^(1-psi))+1-delta);
+end;
@#if extended_path_version
--
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