Added example (RBC model with CES production function).

Julia version is between 100 and 1000 times faster than Matlab version.

.gitignore

@@ -2,4 +2,8 @@
 .juliahistory
 
 deps/deps.jl
-deps/usr/*
\ No newline at end of file
+deps/usr/*
+
+examples/rbc-ces/rbc_jDynamic.jl
+examples/rbc-ces/rbc_j.jl
+examples/rbc-ces/rbc_jStatic.jl
\ No newline at end of file

examples/rbc-ces/clean

+#!/usr/bin/sh
+
+rm -rf rbc_jDynamic.jl rbc_j.jl rbc_jStatic.jl
+rm -rf +rbc_m  rbc_m  rbc_m.log  rbc_m_results.mat

examples/rbc-ces/julia_rbc_ss.jl

+# Put Dynare.jl files in the path.
+pushfirst!(LOAD_PATH, abspath("../../src"))
+
+using Dynare
+using SteadyState
+
+# Preprocess the modfile
+@dynare "rbc_j.mod"
+
+model = rbc_j.model_
+oo = rbc_j.oo_
+
+yinit = [0.4193967, 0.3764809, 0.3538641, 0.4032740, 0.9500000, 0, 3.051005982347480*1.0e+08]
+
+@time steady!(model, oo, yinit)

examples/rbc-ces/rbc_j.mod

+var Capital, Output, Labour, Consumption, Efficiency, efficiency, ExpectedTerm;
+
+varexo EfficiencyInnovation;
+
+parameters beta, theta, tau, alpha, psi, delta, rho, effstar, sigma;
+
+/*
+** Calibration
+*/
+
+
+beta    =  0.990;
+theta   =  0.357;
+tau     =  30.000;
+alpha   =  0.450;
+psi     =  -9.000; // Elasticity of substitution is 1/(1-psi)
+delta   =  0.020;
+rho     =  0.950;
+effstar =  1.000;
+sigma   =  0.010;
+
+model;
+
+  // Eq. n°1:
+  efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
+
+  // Eq. n°2:
+  Efficiency = effstar*exp(efficiency); //-.5*sigma*sigma/(1-rho*rho)
+
+  // Eq. n°3:
+  Output = Efficiency*(alpha*(Capital(-1)^psi)+(1-alpha)*(Labour^psi))^(1/psi);
+
+  // Eq. n°4:
+  Consumption + Capital - Output - (1-delta)*Capital(-1);
+
+  // Eq. n°5:
+  ((1-theta)/theta)*(Consumption/(1-Labour)) - (1-alpha)*(Output/Labour)^(1-psi);
+
+  // Eq. n°6:
+  (((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption - ExpectedTerm(1);
+
+  // Eq. n°7:
+  ExpectedTerm = beta*((((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption)*(alpha*((Output/Capital(-1))^(1-psi))+1-delta);
+
+end;
+
+// Compute steady state ratios.
+Efficiency_ss = effstar;
+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_ss)^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_ss=1/(1+Consumption_per_unit_of_Labour/((1-alpha)*theta/(1-theta)*Output_per_unit_of_Labour^(1-psi)));
+Consumption_ss = Consumption_per_unit_of_Labour*Labour_ss;
+Capital_ss = Labour_ss/Labour_per_unit_of_Capital;
+Output_ss = Output_per_unit_of_Capital*Capital_ss;
+ExpectedTerm_ss = beta*((((Consumption_ss^theta)*((1-Labour_ss)^(1-theta)))^(1-tau))/Consumption_ss)*(alpha*((Output_ss/Capital_ss)^(1-psi))+1-delta);
+
+
+//steady_state_model;
+initval;
+  efficiency = 0;
+  Efficiency = .95*effstar;
+  Labour = Labour_ss;
+  Consumption = 1.1*Consumption_ss;
+  Capital = .85*Capital_ss;
+  Output = Output_ss;
+  ExpectedTerm = ExpectedTerm_ss;
+end;

examples/rbc-ces/rbc_m.mod

+@#include "rbc_j.mod"
+
+oo_.steady_state
+
+t0 = clock();
+steady;
+
+format long
+oo_.steady_state
+
+etime(clock(), t0)