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dynare/tests/julia/rbc/test1.jl

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Added example (rbc model).
2015-08-12 18:37:41 +02:00
# Modification of the path (for packages). Should be done in ~/.juliarc.jl with a fixed path instead.
only add path to LOAD_PATH if it is not already there
2015-08-17 12:29:59 +02:00
if isempty(findin([abspath("../../../julia")], LOAD_PATH))
unshift!(LOAD_PATH, abspath("../../../julia"))
end
Added example (rbc model).
2015-08-12 18:37:41 +02:00
# Load Dynare package
Added @dynare macro.
2015-08-13 11:11:50 +02:00
importall Dynare
Added example (rbc model).
2015-08-12 18:37:41 +02:00
# Compile the rbc.mod file -> produce a module with the model definition.
Fixed deprecated require issue + Changed interface + Fixed deprecated require(). + Changed @dynare macro and added new macro @compile. The new macro @compile just runs the preprocessor, while the macro @dynare calls compile and put the generated objects in the workspace. Note that this macro can take an arbitrary number of mod files as argument. *Example* @dynare "rbc.mod" "nk.mod" Will run the preprocessor on both models, and the generated data (model descriptions, options, ...) are available in the workspace. For instance, to obtain the number of equations: julia> rbc.model.eq_nbr 6 julia> nk.model.eq_nbr 10 @compile "rbc.mod" "nk.mod" Will run the preprocessor on both models, but will not load the generated data in the workspace. This can be done as follows: julia> using rbc + Changed examples (rbc1 has a steady state block but not rbc2), using new interface.
2016-05-19 12:26:08 +02:00
Specialize @dynare macro if one model is processed. In this case importall is used instead of import.
2016-05-19 16:34:47 +02:00
@dynare "rbc1.mod"
Fixed deprecated require issue + Changed interface + Fixed deprecated require(). + Changed @dynare macro and added new macro @compile. The new macro @compile just runs the preprocessor, while the macro @dynare calls compile and put the generated objects in the workspace. Note that this macro can take an arbitrary number of mod files as argument. *Example* @dynare "rbc.mod" "nk.mod" Will run the preprocessor on both models, and the generated data (model descriptions, options, ...) are available in the workspace. For instance, to obtain the number of equations: julia> rbc.model.eq_nbr 6 julia> nk.model.eq_nbr 10 @compile "rbc.mod" "nk.mod" Will run the preprocessor on both models, but will not load the generated data in the workspace. This can be done as follows: julia> using rbc + Changed examples (rbc1 has a steady state block but not rbc2), using new interface.
2016-05-19 12:26:08 +02:00
Added routines for steady state computation (julia).
2016-06-13 11:58:43 +02:00
importall SteadyState
# First call to the steady state routine (analytical)
@time SteadyState.steady!(model_, oo_)
# First call to the steady state routine (analytical)
@time SteadyState.steady!(model_, oo_)
paramsinit = copy(model_.params);
yinit = deepcopy(oo_.steady_state)
y_init = copy(yinit)
y_init[1] = 1.1*yinit[1]
y_init[2] = 0.9*yinit[2]
# First call to the steady state routine (numerical)
println("First call to the numerical steady state routine")
@time SteadyState.steady!(model_, oo_, yinit)
# Check results
@assert maximum(abs(oo_.steady_state-yinit))<1e-9
y_init = copy(yinit)
yinit[1] = 1.1*yinit[1]
yinit[2] = 0.9*yinit[2]
# Second call to the steady state routine (numerical)
println("Second call to the numerical steady state routine")
@time SteadyState.steady!(model_, oo_, yinit)
# change alpha
println("Change α")
model_.params[4] = max(min(1.0, model_.params[4]*1.2), 0.0)
ys = SteadyState.steady(model_, oo_)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
@assert maximum(abs(oo_.steady_state-ys))<1e-9
# change delta
println("Change δ")
model_.params[6] = max(min(1.0, model_.params[6]*1.2), 0.0)
ys = SteadyState.steady(model_, oo_)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
@assert maximum(abs(oo_.steady_state-ys))<1e-9
# change beta
println("Change β")
model_.params[1] = max(min(1-1e-6, model_.params[1]*0.99), 0.0)
ys = SteadyState.steady(model_, oo_)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
@assert maximum(abs(oo_.steady_state-ys))<1e-9
# change tau
println("Change τ")
model_.params[3] /= 1.5
ys = SteadyState.steady(model_, oo_)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
@assert maximum(abs(oo_.steady_state-ys))<1e-9
# change Epsilon
println("Change ϵ")
model_.params[5] *= 1.5
ys = SteadyState.steady(model_, oo_)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
y_init = copy(yinit)
@time SteadyState.steady!(model_, oo_, y_init)
@assert maximum(abs(oo_.steady_state-ys))<1e-9