From 6bbc687a30967e81d025b7a22044710775fdd51c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Argos=29?=
<stepan@adjemian.eu>
Date: Fri, 13 Sep 2024 12:10:45 +0200
Subject: [PATCH] Add example.
---
examples/README.org | 15 +++++
examples/rbc.mod | 137 ++++++++++++++++++++++++++++++++++++++++++++
2 files changed, 152 insertions(+)
create mode 100644 examples/README.org
create mode 100644 examples/rbc.mod
diff --git a/examples/README.org b/examples/README.org
new file mode 100644
index 0000000..c17685b
--- /dev/null
+++ b/examples/README.org
@@ -0,0 +1,15 @@
+To run benchmarks on a single =.mod= file (e.g. =rbc.mod=):
+#+BEGIN_SRC bash
+ ~$ DYNARE=/home/stepan/works/Dynare/dynare/matlab ITERATIONS=100 ../run.sh rbc
+#+END_SRC
+The output is a =.pdf= file named =rbc-COMPUTERNAME.pdf=. The =DYNARE=
+variable is mandatory, it holds the path to the =matlab= subfolder of
+Dynare. The variable =ITERATIONS= is optional (default value is 1), it
+specifies the number of times the problem has to be solved. If the
+value is negative, the generated table will report the total time
+instead of the average time.
+
+It is also possible to run benchmarks on an arbitrary number of models:
+#+BEGIN_SRC bash
+ ~$ DYNARE=/home/stepan/works/Dynare/dynare/matlab ITERATIONS=100 ../run.sh rbc sw
+#+END_SRC
diff --git a/examples/rbc.mod b/examples/rbc.mod
new file mode 100644
index 0000000..2be59d5
--- /dev/null
+++ b/examples/rbc.mod
@@ -0,0 +1,137 @@
+@#ifndef BLOCKS
+@#define BLOCKS=true
+@#endif
+
+@#ifndef BYTECODE
+@#define BYTECODE=true
+@#endif
+
+@#ifndef USE_DLL
+@#define USE_DLL=false
+@#endif
+
+@#ifndef MFS_VALUE
+@#define MFS_VALUE = 0
+@#endif
+
+@#ifndef CUTOFF_VALUE
+@#define CUTOFF_VALUE = 0
+@#endif
+
+@#ifndef PERIODS
+@#define PERIODS = 200
+@#endif
+
+@#ifndef MARKOWITZ_VALUE
+@#define MARKOWITZ_VALUE=0.5
+@#endif
+
+@#ifndef STACK_SOLVE_ALGO_VALUE
+@#define STACK_SOLVE_ALGO_VALUE=5
+@#endif
+
+@#ifndef STEADY_SOLVE_ALGO_VALUE
+@#define STEADY_SOLVE_ALGO_VALUE=0
+@#endif
+
+var Capital, Output, Labour, Consumption, Efficiency, efficiency, ExpectedTerm;
+
+varexo EfficiencyInnovation;
+
+parameters beta, theta, tau, alpha, psi, delta, rho, effstar, sigma2;
+
+beta = 0.9900;
+theta = 0.3570;
+tau = 2.0000;
+alpha = 0.4500;
+psi = -0.1000;
+delta = 0.0200;
+rho = 0.8000;
+effstar = 1.0000;
+sigma2 = 0;
+
+@#if !BLOCKS && !BYTECODE && !USE_DLL
+model;
+@#elseif BLOCKS && !BYTECODE && !USE_DLL
+model(block, cutoff=@{CUTOFF_VALUE}, mfs=@{MFS_VALUE});
+@#elseif !BLOCKS && BYTECODE
+model(bytecode);
+@#elseif BLOCKS && BYTECODE
+model(block, bytecode, cutoff=@{CUTOFF_VALUE}, mfs=@{MFS_VALUE});
+@#elseif !BLOCKS && USE_DLL
+model(use_dll);
+@#else
+model(block, use_dll, cutoff=@{CUTOFF_VALUE}, mfs=@{MFS_VALUE});
+@#endif
+
+ // Eq. n°1:
+ efficiency = rho*efficiency(-1) + EfficiencyInnovation;
+
+ // Eq. n°2:
+ Efficiency = effstar*exp(efficiency);
+
+ // Eq. n°3:
+ Output = Efficiency*(alpha*(Capital(-1)^psi)+(1-alpha)*(Labour^psi))^(1/psi);
+
+ // Eq. n°4:
+ Capital = Output-Consumption + (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;
+
+steady_state_model;
+
+ efficiency = EfficiencyInnovation/(1-rho);
+
+ Efficiency = effstar*exp(efficiency);
+
+ 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;
+
+ ExpectedTerm=beta*((((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption)*(alpha*((Output/Capital)^(1-psi))+1-delta);
+
+end;
+
+steady;
+
+ik = varlist_indices('Capital', M_.endo_names);
+CapitalSS = oo_.steady_state(ik);
+
+for i=1:@{ITERATIONS}
+
+histval;
+Capital(0) = CapitalSS/2;
+end;
+
+perfect_foresight_setup(periods=@{PERIODS});
+
+perfect_foresight_solver(no_homotopy, markowitz=@{MARKOWITZ_VALUE}, stack_solve_algo = @{STACK_SOLVE_ALGO_VALUE}, solve_algo = @{STEADY_SOLVE_ALGO_VALUE});
+
+end;
--
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