Commit a1c34979 authored by Stéphane Adjemian (Scylla)'s avatar Stéphane Adjemian (Scylla)

Merge branch 'pr#1484'

parents db870b56 fdb24d6a
......@@ -111,7 +111,8 @@ dynamicmodel = str2func([M.fname,'_dynamic']);
z = steadystate_y([ip; ic; in]);
% Evaluate the Jacobian of the dynamic model at the deterministic steady state.
[d1,jacobian] = dynamicmodel(z, transpose(steadystate_x), params, steadystate_y, 1);
[d1,jacobian] = dynamicmodel(z, repmat(transpose(steadystate_x),options.periods+M.maximum_lag+M.maximum_lead,1),...
params, steadystate_y, M.maximum_lag+1);
% Check that the dynamic model was evaluated at the steady state.
if max(abs(d1))>1e-12
......
......@@ -179,6 +179,7 @@ MODFILES = \
simul/simul_ZLB_purely_forward.mod \
simul/simul_ZLB_purely_forward_no_solution.mod \
simul/Irreversible_investment.mod \
simul/linear_state_space_ARMA.mod \
conditional_forecasts/2/fs2000_est.mod \
conditional_forecasts/3/fs2000_conditional_forecast_initval.mod \
conditional_forecasts/4/fs2000_conditional_forecast_histval.mod \
......
%mod-file triggering the sim1_linear.m solver;
%The exogenous arma processes test whether the Jacobian at the
%deterministic steady state is correctly computed
var x
y
z;
varexo u
v;
parameters a1 a2 a3 a4
b1 b2 b3
c1;
a1 = .50;
a2 = .00;
a3 = .70;
a4 = .40;
b1 = .90;
b2 = .00;
b3 = .80;
c1 = .95;
model(linear);
y = a1*x(-1) + a2*x(+1) + a3*z + a4*y(-1);
z = b1*z(-1) + b2*z(+1) + b3*x + u;
x = c1*x(-1) + v +v(-1)+v(+1);
end;
initval;
y=-1;
x=-1;
z=-1;
end;
endval;
y=0;
x=0;
z=0;
end;
steady;
simul(periods=1000,stack_solve_algo=0);
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