From 16cbfa7f295212261913ba00debbfdbe77e7b16a Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer <jpfeifer@gmx.de> Date: Sun, 8 Mar 2020 09:01:00 +0100 Subject: [PATCH] noprint: add integration test --- tests/Makefile.am | 1 + .../example1_noprint.mod | 68 +++++++++++++++++++ 2 files changed, 69 insertions(+) create mode 100644 tests/stochastic_simulations/example1_noprint.mod diff --git a/tests/Makefile.am b/tests/Makefile.am index 5c2c56001d..95da099743 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -279,6 +279,7 @@ MODFILES = \ ep/rbcii.mod \ ep/linearmodel0.mod \ ep/linearmodel1.mod \ + stochastic_simulations/example1_noprint.mod \ stochastic-backward-models/solow_cd.mod \ stochastic-backward-models/solow_ces.mod \ stochastic-backward-models/solow_cd_with_steadystate.mod \ diff --git a/tests/stochastic_simulations/example1_noprint.mod b/tests/stochastic_simulations/example1_noprint.mod new file mode 100644 index 0000000000..11d48a0cf3 --- /dev/null +++ b/tests/stochastic_simulations/example1_noprint.mod @@ -0,0 +1,68 @@ +/* + * Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE: + * A practical guide" (see "guide.pdf" in the documentation directory). + */ + +/* + * Copyright (C) 2001-2010 Dynare Team + * + * This file is part of Dynare. + * + * Dynare is free software: you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation, either version 3 of the License, or + * (at your option) any later version. + * + * Dynare is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + * GNU General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with Dynare. If not, see <http://www.gnu.org/licenses/>. + */ + + +var y, c, k, a, h, b; +varexo e, u; + +parameters beta, rho, alpha, delta, theta, psi, tau; + +alpha = -0.36; // changed "0.36" to "-0.36" to generate an error +rho = 0.95; +tau = 0.025; +beta = 0.99; +delta = 0.025; +psi = 0; +theta = 2.95; + +phi = 0.1; + +model; +c*theta*h^(1+psi)=(1-alpha)*y; +k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1))) + *(exp(b(+1))*alpha*y(+1)+(1-delta)*k)); +y = exp(a)*(k(-1)^alpha)*(h^(1-alpha)); +k = exp(b)*(y-c)+(1-delta)*k(-1); +a = rho*a(-1)+tau*b(-1) + e; +b = tau*a(-1)+rho*b(-1) + u; +end; + +initval; +y = 1.08068253095672; +c = 0.80359242014163; +h = 0.29175631001732; +k = 11.08360443260358; +a = 0; +b = 0; +e = 0; +u = 0; +end; + +shocks; +var e; stderr 0.009; +var u; stderr 0.009; +var e, u = phi*0.009*0.009; +end; + +stoch_simul(noprint); // added "noprint" -- GitLab