diff --git a/tests/optimal_policy/neo_growth_common.inc b/tests/optimal_policy/neo_growth_common.inc index 0d5d1d6b32adb20964046a4243361facea37b5af..e9ef8f0cc1f84f0b93f53de6d17a177d30dc557d 100644 --- a/tests/optimal_policy/neo_growth_common.inc +++ b/tests/optimal_policy/neo_growth_common.inc @@ -9,7 +9,7 @@ gamma = 1; delta = 0.012; alpha = 0.4; rho = 0.95; -s = 0.007; +s = 0.07; % increased by a factor of 10 from 0.007 to increase risk correction model; c^(-gamma)=beta*c(+1)^(-gamma)*(alpha*exp(z(+1))*k^(alpha-1)+1-delta); diff --git a/tests/optimal_policy/neo_growth_ramsey.mod b/tests/optimal_policy/neo_growth_ramsey.mod index 09ef3b9e46a1fdea7df87293ca3a9d79072d7910..6201589b9a68ccacaa44a71f31abaebb851a57ad 100644 --- a/tests/optimal_policy/neo_growth_ramsey.mod +++ b/tests/optimal_policy/neo_growth_ramsey.mod @@ -54,6 +54,15 @@ if abs(cond_W_hand_L_SS - planner_objective_value.conditional.steady_initial_mul error('Inaccurate conditional welfare with Lagrange multiplier set to its steady-state value'); end; +if abs(oo_.mean(strmatch('U',M_.endo_names,'exact'))-oo1.oo_.mean(strmatch('U',M1.M_.endo_names,'exact')))>1e-6 + error('Utility inconsistent'); +end + +if abs(planner_objective_value.unconditional-oo_.mean(strmatch('U',M_.endo_names,'exact'))/(1-beta)) > 1e-6; + error('Unconditional welfare assessment does not match utility'); +end; + + initial_condition_states = zeros(M1.M_.endo_nbr,M1.M_.maximum_lag); initial_condition_states(1:M1.M_.orig_endo_nbr,:) = repmat(oo1.oo_.dr.ys(1:M1.M_.orig_endo_nbr),1,M1.M_.maximum_lag); shock_matrix = zeros(1,M1.M_.exo_nbr); diff --git a/tests/optimal_policy/neo_growth_ramsey_common.inc b/tests/optimal_policy/neo_growth_ramsey_common.inc index 01e4a6d39a40e94efe3b99ea60d1fcddb6db1f1e..dd08a476218c2c9a0956a69e79ae6493c025baaf 100644 --- a/tests/optimal_policy/neo_growth_ramsey_common.inc +++ b/tests/optimal_policy/neo_growth_ramsey_common.inc @@ -1,4 +1,4 @@ -var k z c; +var k z c U; varexo e; @@ -9,15 +9,17 @@ gamma = 1; delta = 0.012; alpha = 0.4; rho = 0.95; -s = 0.007; +s = 0.07; % increased by a factor of 10 from 0.007 to increase risk correction model; k=exp(z)*k(-1)^(alpha)-c+(1-delta)*k(-1); z=rho*z(-1)+s*e; +U=ln(c); end; steady_state_model; z = 0; +U=ln(c); end; planner_objective ln(c);