Commit 7175e7ce authored by MichelJuillard's avatar MichelJuillard

fixing tests

parent cfb57fef
......@@ -115,8 +115,7 @@ MODFILES = \
kalman_filter_smoother/fs2000.mod \
kalman_filter_smoother/fs2000_1.mod \
kalman_filter_smoother/fs2000_2.mod \
kalman_filter_smoother/fs2000a.mod \
kalman_filter_smoother/gen_data.mod
kalman_filter_smoother/fs2000a.mod
EXTRA_DIST = \
$(MODFILES) \
......@@ -166,7 +165,8 @@ EXTRA_DIST = \
ms-sbvar/archive-files/specification_2v.dat \
ms-sbvar/archive-files/specification_2v2c.dat \
recursive/data_ca1.m \
kalman_filter_smoother/fsdat_simul.m
kalman_filter_smoother/fsdat_simul.m \
kalman_filter_smoother/fs200a_steadystate.m
TARGETS =
......
% computes the steady state of fs2000 analyticaly
% largely inspired by the program of F. Schorfheide
function [ys,check] = fs2000a_steadystate(ys,exe)
global M_
alp = M_.params(1);
bet = M_.params(2);
gam = M_.params(3);
mst = M_.params(4);
rho = M_.params(5);
psi = M_.params(6);
del = M_.params(7);
check = 0;
dA = exp(gam);
gst = 1/dA;
m = mst;
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
n = xist/(nust+xist);
P = xist + nust;
k = khst*n;
l = psi*mst*n/( (1-psi)*(1-n) );
c = mst/P;
d = l - mst + 1;
y = k^alp*n^(1-alp)*gst^alp;
R = mst/bet;
W = l/n;
ist = y-c;
q = 1 - d;
e = 1;
gp_obs = m/dA;
gy_obs = dA;
P_obs = 1;
Y_obs = 1;
ys =[
m
P
c
e
W
R
k
d
n
l
gy_obs
gp_obs
Y_obs
P_obs
y
dA ];
\ No newline at end of file
......@@ -35,4 +35,4 @@ stoch_simul(periods=2000,irf=0);
plot([w x y z]);
save data w x y z dw dx dy;
\ No newline at end of file
save data.mat w x y z dw dx dy;
\ No newline at end of file
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