diff --git a/tests/.gitignore b/tests/.gitignore
index 0394d8974dc8aa60da532d14f9227e9b2c05a3c9..60dd614b47bb919e0cb475f5d76a6f76d8edb5b9 100644
--- a/tests/.gitignore
+++ b/tests/.gitignore
@@ -123,7 +123,6 @@ wsOct
!/occbin/filter/dataobsfile.mat
!/occbin/filter/NKM_mh_mode_saved.mat
!/optimal_policy/Ramsey/find_c.m
-!/optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
!/optimizers/optimizer_function_wrapper.m
!/parallel/data_ca1.m
!/parallel/init.m
diff --git a/tests/Makefile.am b/tests/Makefile.am
index 2913461ca284728d38002e92bee7442d70423a14..c7ea141c476da495ffb03ba88c9d71018e798953 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -512,7 +512,8 @@ MODFILES = \
solve_algo_12_14/purely_static_14.mod \
solve_algo_12_14/purely_forward_reference.mod \
solve_algo_12_14/purely_forward_12.mod \
- solve_algo_12_14/purely_forward_14.mod
+ solve_algo_12_14/purely_forward_14.mod \
+ deprecated/ramsey_ex.mod
ECB_MODFILES = \
var-expectations/1/example1.mod \
@@ -758,6 +759,9 @@ optimal_policy/Ramsey/ramsey_ex.o.trs: optimal_policy/Ramsey/ramsey_ex_initval.o
optimal_policy/nk_ramsey_expectation_a.m.trs: optimal_policy/nk_ramsey_expectation.m.trs
optimal_policy/nk_ramsey_expectation_a.o.trs: optimal_policy/nk_ramsey_expectation.o.trs
+deprecated/ramsey_ex.m.trs: optimal_policy/Ramsey/ramsey_ex_initval.m.trs
+deprecated/ramsey_ex.o.trs: optimal_policy/Ramsey/ramsey_ex_initval.o.trs
+
second_order/ds2.m.trs: second_order/ds1.m.trs
second_order/ds2.o.trs: second_order/ds1.o.trs
@@ -1669,8 +1673,6 @@ clean-local:
rm -f occbin/filter/dataobsfile2.mat
- rm -f optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
-
rm -rf tests/pac/var-12/toto
rm -f solve_algo_12_14/simul_backward_ref.mat
diff --git a/tests/deprecated/ramsey_ex.mod b/tests/deprecated/ramsey_ex.mod
new file mode 100644
index 0000000000000000000000000000000000000000..9c61deacfd7b20e256a61c4474e4d96a1a50cac0
--- /dev/null
+++ b/tests/deprecated/ramsey_ex.mod
@@ -0,0 +1,54 @@
+/* Tests the deprecated ramsey_policy command.
+ *
+ * The example is taken from Juillard, Michel (2011): User manual for optimal policy package,
+ * MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
+*/
+
+var pai, c, n, r, a;
+varexo u;
+parameters beta, rho, epsilon, omega, phi, gamma;
+
+beta=0.99;
+gamma=3;
+omega=17;
+epsilon=8;
+phi=1;
+rho=0.95;
+
+model;
+a = rho*a(-1)+u;
+1/c = beta*r/(c(+1)*pai(+1));
+pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega -exp(a)*n*(epsilon-1)/(omega*c);
+exp(a)*n = c+(omega/2)*(pai-1)^2;
+end;
+
+initval;
+r=1;
+end;
+
+initval;
+a = 0;
+pai = beta;
+c = 0.9665;
+n = 0.9673;
+end;
+
+shocks;
+var u; stderr 0.008;
+end;
+
+planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
+ramsey_policy(planner_discount=0.99,instruments=(r),order=1,nograph);
+
+benchmark = load('../optimal_policy/Ramsey/ramsey_ex_initval/Output/ramsey_ex_initval_results.mat');
+
+if any( [ max(abs(benchmark.oo_.steady_state-oo_.steady_state))>1e-5, ...
+ max(abs(benchmark.oo_.dr.ys-oo_.dr.ys))>1e-5, ...
+ max(max(abs(benchmark.oo_.dr.ghx-oo_.dr.ghx)))>1e-5, ...
+ max(max(abs(benchmark.oo_.dr.ghu-oo_.dr.ghu)))>1e-5, ...
+ max(max(abs(benchmark.oo_.dr.Gy-oo_.dr.Gy)))>1e-5, ...
+ abs(benchmark.oo_.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5, ...
+ abs(benchmark.oo_.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5, ...
+ abs(benchmark.oo_.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5] )
+ error('ramsey_policy gives results inconsistent with ramsey_model+stoch_simul+evaluate_planner_objective')
+end
diff --git a/tests/optimal_policy/Ramsey/ramsey_ex.mod b/tests/optimal_policy/Ramsey/ramsey_ex.mod
index ba00dcacfefd9accc97a783b176c6b0bcd6b5811..eebda5be68914790cb2c6f9e1baeb2f38ba5dac4 100644
--- a/tests/optimal_policy/Ramsey/ramsey_ex.mod
+++ b/tests/optimal_policy/Ramsey/ramsey_ex.mod
@@ -1,6 +1,6 @@
-/* Mod file tests the correctness of the Ramsey command when used together with a steady state file by
- * - checking whether the results coincide with the ones when used with an initval block
- * - checking whether between stoch_simul and ramsey_planner are consistent
+/* Tests the correctness of the Ramsey command when used together with a steady state file by
+ * checking whether the results coincide with the ones when used with an initval block
+ *
* The example is taken from Juillard, Michel (2011): User manual for optimal policy package,
* MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
*/
@@ -39,29 +39,20 @@ var u; stderr 0.008;
end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
-ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
-oo_ramsey_policy_steady_state_file=oo_;
-stoch_simul(periods=0, order=1, irf=25, nograph);
-if max(abs((oo_ramsey_policy_steady_state_file.steady_state-oo_.steady_state)))>1e-5 ...
- || max(abs(oo_ramsey_policy_steady_state_file.dr.ys-oo_.dr.ys))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_steady_state_file.dr.ghx-oo_.dr.ghx)))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_steady_state_file.dr.ghu-oo_.dr.ghu)))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_steady_state_file.dr.Gy-oo_.dr.Gy)))>1e-5 ...
- || abs(oo_ramsey_policy_steady_state_file.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5 ...
- || abs(oo_ramsey_policy_steady_state_file.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5 ...
- || abs(oo_ramsey_policy_steady_state_file.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5
- error('Running stoch_simul after ramsey_policy leads to inconsistent results')
-end
-
-load oo_ramsey_policy_initval;
-
-if any( [ max(abs((oo_ramsey_policy_initval.steady_state-oo_.steady_state)))>1e-5, ...
- max(abs(oo_ramsey_policy_initval.dr.ys-oo_.dr.ys))>1e-5, ...
- max(max(abs(oo_ramsey_policy_initval.dr.ghx-oo_.dr.ghx)))>1e-5, ...
- max(max(abs(oo_ramsey_policy_initval.dr.ghu-oo_.dr.ghu)))>1e-5, ...
- max(max(abs(oo_ramsey_policy_initval.dr.Gy-oo_.dr.Gy)))>1e-5, ...
- abs(oo_ramsey_policy_initval.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5, ...
- abs(oo_ramsey_policy_initval.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5, ...
- abs(oo_ramsey_policy_initval.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5] )
+ramsey_model(planner_discount=0.99,instruments=(r));
+steady;
+stoch_simul(order=1, nograph);
+evaluate_planner_objective;
+
+benchmark=load('ramsey_ex_initval/Output/ramsey_ex_initval_results.mat');
+
+if any( [ max(abs((benchmark.oo_.steady_state-oo_.steady_state)))>1e-5, ...
+ max(abs(benchmark.oo_.dr.ys-oo_.dr.ys))>1e-5, ...
+ max(max(abs(benchmark.oo_.dr.ghx-oo_.dr.ghx)))>1e-5, ...
+ max(max(abs(benchmark.oo_.dr.ghu-oo_.dr.ghu)))>1e-5, ...
+ max(max(abs(benchmark.oo_.dr.Gy-oo_.dr.Gy)))>1e-5, ...
+ abs(benchmark.oo_.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5, ...
+ abs(benchmark.oo_.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5, ...
+ abs(benchmark.oo_.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5] )
error('Initval and steady state file yield different results')
end
diff --git a/tests/optimal_policy/Ramsey/ramsey_ex_initval.mod b/tests/optimal_policy/Ramsey/ramsey_ex_initval.mod
index 4743239a362102c311f1b488bc0cf03bd6376a4d..d307df828e6488b5cea1f9e31258c2cd93755cfd 100644
--- a/tests/optimal_policy/Ramsey/ramsey_ex_initval.mod
+++ b/tests/optimal_policy/Ramsey/ramsey_ex_initval.mod
@@ -1,5 +1,4 @@
-/* Mod file tests the functioning of the Ramsey command when used together with an initval-block
- * - Tests whether subsequent calls to ramsey_policy and stoch_simul are possible
+/* Tests the functioning of the Ramsey command when used together with an initval-block
* The example is taken from Juillard, Michel (2011): User manual for optimal policy package,
* MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
*/
@@ -38,17 +37,7 @@ var u; stderr 0.008;
end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
-ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
-oo_ramsey_policy_initval=oo_;
-save oo_ramsey_policy_initval.mat oo_ramsey_policy_initval;
-stoch_simul(periods=0, order=1, irf=25, nograph);
-if max(abs((oo_ramsey_policy_initval.steady_state-oo_.steady_state)))>1e-5 ...
- || max(abs(oo_ramsey_policy_initval.dr.ys-oo_.dr.ys))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_initval.dr.ghx-oo_.dr.ghx)))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_initval.dr.ghu-oo_.dr.ghu)))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_initval.dr.Gy-oo_.dr.Gy)))>1e-5 ...
- || abs(oo_ramsey_policy_initval.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5 ...
- || abs(oo_ramsey_policy_initval.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5 ...
- || abs(oo_ramsey_policy_initval.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5
- error('Running stoch_simul after ramsey_policy leads to inconsistent results')
-end
+ramsey_model(planner_discount=0.99,instruments=(r));
+steady;
+stoch_simul(order=1, nograph);
+evaluate_planner_objective;
diff --git a/tests/optimal_policy/Ramsey/ramsey_ex_initval_AR2.mod b/tests/optimal_policy/Ramsey/ramsey_ex_initval_AR2.mod
index 0c522f57f03862ef759f669dc519b52f3fe19e0e..c5954ad166ecb8a9c573f5d83c44c63fe114e911 100644
--- a/tests/optimal_policy/Ramsey/ramsey_ex_initval_AR2.mod
+++ b/tests/optimal_policy/Ramsey/ramsey_ex_initval_AR2.mod
@@ -1,4 +1,8 @@
-/* Mod file tests the correctness of the Ramsey command when Auxiliary variables for AR2 are used
+/* Test the correctness of the Ramsey command when a Lagrange multiplier
+ * appears with a lead ⩾2, and thus ends up in the definition of an auxiliary variable.
+ *
+ * This is related to issues #633, #1119 and #1133
+ *
* The example is adapted from Juillard, Michel (2011): User manual for optimal policy package,
* MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
*/
@@ -37,16 +41,7 @@ var u; stderr 0.008;
end;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
-ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
-oo_ramsey_policy_initval_AR2=oo_;
-stoch_simul(periods=0, order=1, irf=25, nograph);
-if max(abs((oo_ramsey_policy_initval_AR2.steady_state-oo_.steady_state)))>1e-5 ...
- || max(abs(oo_ramsey_policy_initval_AR2.dr.ys-oo_.dr.ys))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_initval_AR2.dr.ghx-oo_.dr.ghx)))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_initval_AR2.dr.ghu-oo_.dr.ghu)))>1e-5 ...
- || max(max(abs(oo_ramsey_policy_initval_AR2.dr.Gy-oo_.dr.Gy)))>1e-5 ...
- || abs(oo_ramsey_policy_initval_AR2.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5 ...
- || abs(oo_ramsey_policy_initval_AR2.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5 ...
- || abs(oo_ramsey_policy_initval_AR2.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5
- error('Running stoch_simul after ramsey_policy leads to inconsistent results')
-end
\ No newline at end of file
+ramsey_model(planner_discount=0.99,instruments=(r));
+steady;
+stoch_simul(order=1, nograph);
+evaluate_planner_objective;