103 lines
1.9 KiB
Modula-2
103 lines
1.9 KiB
Modula-2
|
var y, c, k, a, h, b, w;
|
||
|
varexo e, u;
|
||
|
|
||
|
parameters beta, rho, alpha, delta, theta, psi, tau;
|
||
|
|
||
|
alpha = 0.36;
|
||
|
rho = 0.95;
|
||
|
tau = 0.025;
|
||
|
beta = 0.99;
|
||
|
delta = 0.025;
|
||
|
psi = 0;
|
||
|
theta = 2.95;
|
||
|
|
||
|
phi = 0.1;
|
||
|
|
||
|
model(use_dll);
|
||
|
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;
|
||
|
w = y
|
||
|
@#for i in 1:50
|
||
|
+ beta*(y(@{i})
|
||
|
@#endfor
|
||
|
@#for i in 1:50
|
||
|
)
|
||
|
@#endfor
|
||
|
;
|
||
|
end;
|
||
|
|
||
|
initval;
|
||
|
y = 1.08068253095672;
|
||
|
c = 0.80359242014163;
|
||
|
h = 0.29175631001732;
|
||
|
k = 11.08360443260358;
|
||
|
w = y*(1-beta^51)/(1-beta);
|
||
|
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;
|
||
|
|
||
|
if ~exist('example1long_results.mat','file');
|
||
|
error('example1long must be run first');
|
||
|
end;
|
||
|
|
||
|
oo1 = load('example1long_results','oo_');
|
||
|
|
||
|
dr0 = oo1.oo_.dr;
|
||
|
dr = oo_.dr;
|
||
|
|
||
|
d_ghx = max(abs(dr0.ghx(:) - dr.ghx(:)));
|
||
|
d_ghu = max(abs(dr0.ghu(:) - dr.ghu(:)));
|
||
|
d_ghxx = max(abs(dr0.ghxx(:) - dr.ghxx(:)));
|
||
|
d_ghxu = max(abs(dr0.ghxu(:) - dr.ghxu(:)));
|
||
|
d_ghuu = max(abs(dr0.ghuu(:) - dr.ghuu(:)));
|
||
|
d_ghs2 = max(abs(dr0.ghs2 - dr.ghs2));
|
||
|
|
||
|
skipline()
|
||
|
disp(sprintf('ghx max. abs. diff. is %s.', num2str(d_ghx)))
|
||
|
disp(sprintf('ghu max. abs. diff. is %s.', num2str(d_ghu)))
|
||
|
disp(sprintf('ghxx max. abs. diff. is %s.', num2str(d_ghxx)))
|
||
|
disp(sprintf('ghxu max. abs. diff. is %s.', num2str(d_ghxu)))
|
||
|
disp(sprintf('ghuu max. abs. diff. is %s.', num2str(d_ghuu)))
|
||
|
disp(sprintf('ghs2 max. abs. diff. is %s.', num2str(d_ghs2)))
|
||
|
skipline()
|
||
|
|
||
|
epsilon = 1e-11;
|
||
|
|
||
|
if d_ghx>epsilon
|
||
|
error('error in ghx')
|
||
|
end
|
||
|
|
||
|
if d_ghu>epsilon
|
||
|
error('error in ghu')
|
||
|
end
|
||
|
|
||
|
if d_ghxx>epsilon
|
||
|
error('error in ghxx')
|
||
|
end
|
||
|
|
||
|
if d_ghxu>epsilon
|
||
|
error('error in ghxu')
|
||
|
end
|
||
|
|
||
|
if d_ghuu>epsilon
|
||
|
error('error in ghuu')
|
||
|
end
|
||
|
|
||
|
if d_ghs2>epsilon
|
||
|
error('error in ghs2')
|
||
|
end
|