diff --git a/mex/sources/k_order_perturbation/k_ord_dynare.cc b/mex/sources/k_order_perturbation/k_ord_dynare.cc index f649a28910c45b9b830f9c8c8a08967ec5da6646..88d44e944a5bcfb28a9025bc9e4ab761c088509f 100644 --- a/mex/sources/k_order_perturbation/k_ord_dynare.cc +++ b/mex/sources/k_order_perturbation/k_ord_dynare.cc @@ -211,11 +211,27 @@ KordpDynare::populateDerivativesContainer(const TwoDMatrix &g, int ord, const ve s[2] = revOrder[s2]; else s[2] = s2; - if ((s[2] >= s[1]) && (s[1] >= s[0])) - { - double x = g.get(i, 2); - mdTi->insert(s, j, x); - } + // reordering symmetry indices in increasing order + if (s[0] > s[1]) + { + int temp = s[0]; + s[0] = s[1]; + s[1] = temp; + } + if (s[1] > s[2]) + { + int temp = s[1]; + s[1] = s[2]; + s[2] = temp; + } + if (s[0] > s[1]) + { + int temp = s[0]; + s[0] = s[1]; + s[1] = temp; + } + double x = g.get(i, 2); + mdTi->insert(s, j, x); } } diff --git a/tests/k_order_perturbation/fs2000k++.mod b/tests/k_order_perturbation/fs2000k++.mod index 59079db16409e6f167e60d7aeccb585ea38e2c79..05af075272ff22c6c4a6c73f1f455fab95ef792e 100644 --- a/tests/k_order_perturbation/fs2000k++.mod +++ b/tests/k_order_perturbation/fs2000k++.mod @@ -1,6 +1,6 @@ /* Used to check that Dynare++ and Dynare with k_order_solver=1 give the same result */ -var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA P2 c2; +var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA; varexo e_a e_m; parameters alp bet gam mst rho psi del; @@ -16,7 +16,7 @@ del = 0.02; model; dA = exp(gam+e_a); log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m; --P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c2(+1)*P2(+1)*m(+1))=0; +-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0; W = l/n; -(psi/(1-psi))*(c*P/(1-n))+l/n = 0; R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W; @@ -28,8 +28,6 @@ e = exp(e_a); y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)); gy_obs = dA*y/y(-1); gp_obs = (P/P_1(-1))*m_1(-1)/dA; -P2 = P(+1); -c2 = c(+1); m_1 = m; P_1 = P; end; @@ -51,8 +49,6 @@ y = 0.6; gy_obs = exp(gam); gp_obs = exp(-gam); dA = exp(gam); - P2=P; - c2=c; end; vcov = [0.014, 0;0, 0.005]; diff --git a/tests/k_order_perturbation/fs2000k4.mod b/tests/k_order_perturbation/fs2000k4.mod new file mode 100644 index 0000000000000000000000000000000000000000..a97b91de3c61c55fb11c4fb0721403683d8bb897 --- /dev/null +++ b/tests/k_order_perturbation/fs2000k4.mod @@ -0,0 +1,85 @@ +// checks whether second order coefficients are the same with order=2 and order=3 with k_order_solver=1 +var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA; +varexo e_a e_m; + +parameters alp bet gam mst rho psi del; + +alp = 0.33; +bet = 0.99; +gam = 0.003; +mst = 1.011; +rho = 0.7; +psi = 0.787; +del = 0.02; + +gst = 1/exp(gam); +khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1)); +xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1); +nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp ); + +model(use_dll); +dA = exp(gam+e_a); +log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m; +-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0; +W = l/n; +-(psi/(1-psi))*(c*P/(1-n))+l/n = 0; +R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W; +1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0; +c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1); +P*c = m; +m-1+d = l; +e = exp(e_a); +y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)); +gy_obs = dA*y/y(-1); +gp_obs = (P/P_1(-1))*m_1(-1)/dA; +m_1 = m; +P_1 = P; +end; + +initval; +dA = exp(gam); +m = mst; +m_1=mst; +n = xist/(nust+xist); +P = xist + nust; +k = khst*n; +l = psi*mst*n/( (1-psi)*(1-n) ); +c = mst/P; +d = l - mst + 1; +y = k^alp*n^(1-alp)*gst^alp; +R = mst/bet; +W = l/n; +e = 1; +gp_obs = m/dA; +gy_obs = dA; +P_1 = P; +m_1 = m; +end; + +shocks; +var e_a; stderr 0.014; +var e_m; stderr 0.005; +end; + +steady; + +stoch_simul(order=3,irf=100); + +if ~exist('fs2000k++.mat','file'); + error('fs2000k++ must be run first'); +end; + +oo1 = load('fs2000k++'); + +kk=[]; +for i=1:M_.orig_endo_nbr; + kk(i) = strmatch(deblank(M_.endo_names(oo_.dr.order_var(i),:)),oo1.dyn_vars,'exact'); +end +kk(17) = 17; + +if max(max(abs(oo_.dr.g_3-oo1.dyn_g_3(kk,:)))) < 1e-12; + disp('OK'); +else; + error('comparing 3rd order with dynare++ fails'); +end; + diff --git a/tests/k_order_perturbation/run_fs2000kplusplus.m b/tests/k_order_perturbation/run_fs2000kplusplus.m new file mode 100644 index 0000000000000000000000000000000000000000..3f22680b138837a7bafeacdd285af37a178cd0ca --- /dev/null +++ b/tests/k_order_perturbation/run_fs2000kplusplus.m @@ -0,0 +1 @@ +system('../../dynare++/src/dynare++ --order 3 --no-centralize fs2000k++.mod')