Added integration test.

Comparison of the solutions for the endogenous variables in perfect
foresight models with stack_solve_algo equal to 0 and 6 (LBJ, legacy
algorithm).

tests/Makefile.am

@@ -239,6 +239,7 @@ MODFILES = \
 	deterministic_simulations/multiple_lead_lags/AR2.mod \
 	deterministic_simulations/multiple_lead_lags/AR2_forward.mod \
 	deterministic_simulations/multiple_lead_lags/ramst_augmented_histval.mod \
+        deterministic_simulations/linear_approximation/lbj/rbc.mod \
 	walsh.mod \
 	measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod \
 	trend_var/fs2000_nonstationary.mod \

tests/deterministic_simulations/lbj/rbc.mod

+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;
+
+model;
+
+  // 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);
+
+histval;
+Capital(0) = CapitalSS/2;
+end;
+
+
+perfect_foresight_setup(periods=400);
+perfect_foresight_solver(stack_solve_algo=0);
+
+oo0 = oo_;
+
+perfect_foresight_setup(periods=400);
+perfect_foresight_solver(stack_solve_algo=6);
+
+oo6 = oo_;
+
+maxabsdiff = max(max(abs(oo0.endo_simul-oo6.endo_simul)));
+
+if max(max(abs(oo0.endo_simul-oo6.endo_simul)))>options_.dynatol.x
+    error('stack_solve_algo={0,6} return different paths for the endogenous variables!')
+else
+    skipline()
+    fprintf('Maximum (absolute) differrence between paths is %s', num2str(maxabsdiff))
+    skipline()
+end