Verified Commit 0d200f3b authored by Willi Mutschler's avatar Willi Mutschler Committed by Stéphane Adjemian
Browse files

MoM: Fix AFVRR test cases due to 3c67ad

parent f5ec70a0
......@@ -145,28 +145,28 @@ AndreasenEtAl.moments1 =[ % note that we reshuffeled to be compatible with our m
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.577' }
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.042861' }
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0011816' }
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016052' }
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00090947' }
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016016' }
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017076' }
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0013997' }
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0055317' }
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00050106' }
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0018178' }
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020186' }
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064471' }
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030519' }
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0042181' }
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0039217' }
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0019975' }
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0061403' }
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0058343' }
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00089501'}
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0056883' }
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00041184'}
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.016255' }
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4919' }
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018384' }
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016052' }
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00090947' }
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016016' }
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017076' }
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0013997' }
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0055317' }
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00050106' }
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0018178' }
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020186' }
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064471' }
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030519' }
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0042181' }
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0039217' }
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0019975' }
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0061403' }
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0058343' }
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00089501'}
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0056883' }
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00041184'}
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.016255' }
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4919' }
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018384' }
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00065543' }
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0033626' }
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0029033' }
......@@ -189,28 +189,28 @@ AndreasenEtAl.moments2 =[ % note that we reshuffeled to be compatible with our m
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5748' }
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.04335' }
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.001205' }
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016067' }
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00059406'}
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011949' }
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016104' }
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0020245' }
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0060254' }
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'8.3563e-05'}
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013176' }
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0019042' }
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064261' }
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020735' }
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0027621' }
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0029257' }
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0012165'}
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0040235' }
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044702' }
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00030542'}
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052718' }
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.0010045' }
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018416' }
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4853' }
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016067' }
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00059406'}
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011949' }
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016104' }
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0020245' }
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0060254' }
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'8.3563e-05'}
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013176' }
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0019042' }
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064261' }
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020735' }
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0027621' }
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0029257' }
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0012165'}
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0040235' }
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044702' }
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00030542'}
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052718' }
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.0010045' }
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018416' }
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4853' }
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00067309'}
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0033293' }
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0019223' }
......@@ -262,8 +262,7 @@ if ~isoctave && ~matlab_ver_less_than('8.4')
table([AndreasenEtAl.Q@{orderApp} ; str2double(AndreasenEtAl.moments@{orderApp}(:,5)) ; str2double(AndreasenEtAl.moments@{orderApp}(:,6))],...
[oo_.mom.Q ; oo_.mom.data_moments ; oo_.mom.model_moments ],...
[dev_Q ; dev_datamoments ; dev_modelmoments ],...
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'},...
'RowNames', ['Q'; strcat('Data_', M_.matched_moments(:,4)); strcat('Model_', M_.matched_moments(:,4))])
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'})
end
if norm(dev_modelmoments)> 1e-4
......
......@@ -146,28 +146,28 @@ AndreasenEtAl.moments1 =[ % note that we reshuffeled to be compatible with our m
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5745' }
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043245' }
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012253' }
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015117' }
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00080078' }
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.00182' }
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.001913' }
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0016326' }
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0040112' }
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00060604' }
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0021426' }
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0022348' }
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0039852' }
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030058' }
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0044951' }
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0042225' }
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0021222' }
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0074776' }
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0071906' }
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.0006736' }
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0070599' }
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00036735'}
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.014516' }
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4866' }
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018713' }
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015117' }
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00080078' }
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.00182' }
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.001913' }
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0016326' }
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0040112' }
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00060604' }
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0021426' }
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0022348' }
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0039852' }
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030058' }
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0044951' }
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0042225' }
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0021222' }
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0074776' }
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0071906' }
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.0006736' }
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0070599' }
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00036735'}
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.014516' }
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4866' }
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018713' }
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00076856' }
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.002163' }
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0028078' }
......@@ -190,28 +190,28 @@ AndreasenEtAl.moments2 =[ % note that we reshuffeled to be compatible with our m
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5743' }
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043352' }
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012464' }
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015247' }
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.0004867' }
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011867' }
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016146' }
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0021395' }
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0043272' }
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00021752'}
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013919' }
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018899' }
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0037854' }
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0021043' }
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0026571' }
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0028566' }
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0016279'}
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0039136' }
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044118' }
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00016791'}
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052851' }
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00062143'}
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018126' }
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4863' }
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015247' }
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.0004867' }
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011867' }
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016146' }
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0021395' }
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0043272' }
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00021752'}
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013919' }
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018899' }
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0037854' }
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0021043' }
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0026571' }
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0028566' }
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0016279'}
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0039136' }
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044118' }
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00016791'}
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052851' }
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00062143'}
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018126' }
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4863' }
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00078586'}
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0021519' }
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0019046' }
......@@ -263,8 +263,7 @@ if ~isoctave && ~matlab_ver_less_than('8.4')
table([AndreasenEtAl.Q@{orderApp} ; str2double(AndreasenEtAl.moments@{orderApp}(:,5)) ; str2double(AndreasenEtAl.moments@{orderApp}(:,6))],...
[oo_.mom.Q ; oo_.mom.data_moments ; oo_.mom.model_moments ],...
[dev_Q ; dev_datamoments ; dev_modelmoments ],...
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'},...
'RowNames', ['Q'; strcat('Data_', M_.matched_moments(:,4)); strcat('Model_', M_.matched_moments(:,4))])
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'})
end
if norm(dev_modelmoments)> 1e-4
......
......@@ -145,28 +145,28 @@ AndreasenEtAl.moments1 =[ % note that we reshuffeled to be compatible with our m
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5746' }
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043299' }
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012763' }
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017759' }
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00077354' }
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016538' }
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017949' }
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0017847' }
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0053424' }
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00064897' }
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0019533' }
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020602' }
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064856' }
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020922' }
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0036375' }
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0034139' }
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0011665' }
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0066074' }
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0062959' }
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00075499'}
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0061801' }
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00030456'}
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.012048' }
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4872' }
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018759' }
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017759' }
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00077354' }
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016538' }
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017949' }
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0017847' }
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0053424' }
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00064897' }
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0019533' }
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020602' }
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064856' }
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020922' }
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0036375' }
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0034139' }
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0011665' }
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0066074' }
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0062959' }
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00075499'}
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0061801' }
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00030456'}
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.012048' }
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4872' }
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018759' }
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00080528' }
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0017036' }
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0020185' }
......@@ -189,28 +189,28 @@ AndreasenEtAl.moments2 =[ % note that we reshuffeled to be compatible with our m
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.574' }
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043351' }
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012917' }
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017862' }
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00061078' }
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011494' }
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016149' }
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.002203' }
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0054317' }
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00045278' }
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013672' }
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018557' }
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0067742' }
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0016583' }
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0024521' }
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.002705' }
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.00065007'}
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0038274' }
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.004297' }
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'6.3243e-05' }
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0051686' }
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00066645' }
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.013543' }
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4858' }
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018804' }
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017862' }
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00061078' }
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011494' }
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016149' }
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.002203' }
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0054317' }
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00045278' }
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013672' }
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018557' }
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0067742' }
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0016583' }
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0024521' }
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.002705' }
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.00065007'}
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0038274' }
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.004297' }
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'6.3243e-05' }
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0051686' }
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00066645' }
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.013543' }
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4858' }
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018804' }
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00081772' }
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0017106' }
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0015835' }
......@@ -262,8 +262,7 @@ if ~isoctave && ~matlab_ver_less_than('8.4')
table([AndreasenEtAl.Q@{orderApp} ; str2double(AndreasenEtAl.moments@{orderApp}(:,5)) ; str2double(AndreasenEtAl.moments@{orderApp}(:,6))],...
[oo_.mom.Q ; oo_.mom.data_moments ; oo_.mom.model_moments ],...
[dev_Q ; dev_datamoments ; dev_modelmoments ],...
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'},...
'RowNames', ['Q'; strcat('Data_', M_.matched_moments(:,4)); strcat('Model_', M_.matched_moments(:,4))])
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'})
end
if norm(dev_modelmoments)> 1e-4
......
......@@ -446,7 +446,7 @@ end;
% These are the moments used in the paper; corresponds to momentSet=2 in the replication files
matched_moments;
%mean
%first moments: all
Obs_Gr_C;
Obs_Gr_I;
Obs_Infl;
......@@ -456,53 +456,39 @@ Obs_xhr40;
Obs_GoY;
Obs_hours;
% all variances
%second moments
% (i) all variances, (2) all covariances excluding GoY and hours, (3) own first autocovariances
Obs_Gr_C*Obs_Gr_C;
Obs_Gr_I*Obs_Gr_I;
Obs_Infl*Obs_Infl;
Obs_r1*Obs_r1;
Obs_r40*Obs_r40;
Obs_xhr40*Obs_xhr40;
Obs_GoY*Obs_GoY;
Obs_hours*Obs_hours;
% covariance excluding GoY and hours
Obs_Gr_C*Obs_Gr_I;
Obs_Gr_C*Obs_Infl;
Obs_Gr_C*Obs_r1;
Obs_Gr_C*Obs_r40;
Obs_Gr_C*Obs_xhr40;
%Obs_Gr_C*Obs_GoY;
%Obs_Gr_C*Obs_hours;
Obs_Gr_I*Obs_Gr_I;
Obs_Gr_I*Obs_Infl;
Obs_Gr_I*Obs_r1;
Obs_Gr_I*Obs_r40;
Obs_Gr_I*Obs_xhr40;
%Obs_Gr_I*Obs_GoY;
%Obs_Gr_I*Obs_hours;
Obs_Infl*Obs_Infl;
Obs_Infl*Obs_r1;
Obs_Infl*Obs_r40;
Obs_Infl*Obs_xhr40;
%Obs_Infl*Obs_GoY;
%Obs_Infl*Obs_hours;
Obs_r1*Obs_r1;
Obs_r1*Obs_r40;
Obs_r1*Obs_xhr40;
%Obs_r1*Obs_GoY;
%Obs_r1*Obs_hours;
Obs_r40*Obs_r40;
Obs_r40*Obs_xhr40;
%Obs_r40*Obs_GoY;
%Obs_r40*Obs_hours;
%Obs_xhr40*Obs_GoY;
%Obs_xhr40*Obs_hours;
Obs_xhr40*Obs_xhr40;
Obs_GoY*Obs_GoY;
%Obs_GoY*Obs_hours;
Obs_hours*Obs_hours;
%first autocovariance
Obs_Gr_C*Obs_Gr_C(-1);
Obs_Gr_I*Obs_Gr_I(-1);
Obs_Infl*Obs_Infl(-1);
......@@ -513,6 +499,7 @@ Obs_GoY*Obs_GoY(-1);
Obs_hours*Obs_hours(-1);
end;
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% Create Data
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