From 59a62d87afa5bb4acecbf5831db349439b1419e4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Mon, 5 Nov 2012 17:43:52 +0100
Subject: [PATCH] Fixed bugs.
---
tests/ep/ar.mod | 20 ++++++++++----------
tests/ep/mean_preserving_spread.m | 2 +-
2 files changed, 11 insertions(+), 11 deletions(-)
diff --git a/tests/ep/ar.mod b/tests/ep/ar.mod
index a94a04d826..a5456efc1f 100644
--- a/tests/ep/ar.mod
+++ b/tests/ep/ar.mod
@@ -2,7 +2,7 @@ var Efficiency, efficiency;
varexo EfficiencyInnovation;
-parameters rho, effstar, sigma2;
+parameters rho, effstar, sigma;
/*
** Calibration
@@ -11,22 +11,22 @@ parameters rho, effstar, sigma2;
rho = 0.950;
effstar = 1.000;
-sigma2 = 0.0001;
+sigma = 0.0001;
-external_function(name=mean_preserving_spread);
+external_function(name=mean_preserving_spread,nargs=2);
model;
// Eq. n°1:
- efficiency = rho*efficiency(-1) + EfficiencyInnovation;
+ efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
// Eq. n°2:
- Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho));
+ Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho,sigma));
end;
shocks;
-var EfficiencyInnovation = sigma2;
+var EfficiencyInnovation = 1;
end;
steady;
@@ -36,15 +36,15 @@ options_.ep.stochastic.order = 0;
options_.ep.stochastic.nodes = 0;
options_.console_mode = 0;
-ts = extended_path([],100);
+ts = extended_path([],10000);
options_.ep.verbosity = 0;
options_.ep.stochastic.order = 1;
options_.ep.stochastic.nodes = 3;
options_.console_mode = 0;
-sts = extended_path([],100);
+sts = extended_path([],10000);
-if max(max(abs(ts-sts)))>options_.dynatol.x
+if max(max(abs(ts-sts)))>pi*options_.dynatol.x
disp('Stochastic Extended Path:: Something is wrong here (potential bug in extended_path.m)!!!')
-end
\ No newline at end of file
+end
diff --git a/tests/ep/mean_preserving_spread.m b/tests/ep/mean_preserving_spread.m
index d296ec3452..d9d2fe45f7 100644
--- a/tests/ep/mean_preserving_spread.m
+++ b/tests/ep/mean_preserving_spread.m
@@ -14,4 +14,4 @@ function m = mean_preserving_spread(autoregressive_parameter,sigma)
% stephane DOT adjemian AT univ DASH lemans DOT fr
% frederic DOT karame AT univ DASH evry DOT fr
-m = sigma/(1-autoregressive_parameter*autoregressive_parameter);
\ No newline at end of file
+m = .5*sigma*sigma/(1-autoregressive_parameter*autoregressive_parameter);
\ No newline at end of file
--
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