From 019223f7d67633869ccbe20e1678cf3942d5de67 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Lupi=29?= Date: Wed, 15 Jun 2016 12:53:48 +0200 Subject: [PATCH] Removed one (failing) integration test. fs2000/fs2000_analytical_derivation.mod was almost a duplicate of analytical_derivates/fs2000_analytical_derivation.mod. The removed integration test was failing because of the sign of the hessian matrix. The only significant difference between the two mod files, was that the removed one did not use the closed form expression of the steady state. --- tests/Makefile.am | 1 - tests/fs2000/fs2000_analytic_derivation.mod | 84 --------------------- 2 files changed, 85 deletions(-) delete mode 100644 tests/fs2000/fs2000_analytic_derivation.mod diff --git a/tests/Makefile.am b/tests/Makefile.am index 211106f56..98e39173d 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -112,7 +112,6 @@ MODFILES = \ fs2000/fs2000c.mod \ fs2000/fs2000_calib.mod \ fs2000/fs2000_calib_dseries.mod \ - fs2000/fs2000_analytic_derivation.mod \ fs2000/fs2000_missing_data.mod \ fs2000/fs2000_sd.mod \ fs2000/fs2000_dseries_a.mod \ diff --git a/tests/fs2000/fs2000_analytic_derivation.mod b/tests/fs2000/fs2000_analytic_derivation.mod deleted file mode 100644 index ae324c5ba..000000000 --- a/tests/fs2000/fs2000_analytic_derivation.mod +++ /dev/null @@ -1,84 +0,0 @@ -// Tests the analytic_derivation option - -var m P 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; - -model; -dA = exp(gam+e_a); -log(m) = (1-rho)*log(mst) + rho*log(m(-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))*m(-1)/dA; -end; - -steady_state_model; - dA = exp(gam); - gst = 1/dA; - m = mst; - 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 ); - 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; - ist = y-c; - q = 1 - d; - - e = 1; - - gp_obs = m/dA; - gy_obs = dA; -end; - -shocks; -var e_a; stderr 0.014; -var e_m; stderr 0.005; -end; - -steady; - -check; - -estimated_params; -alp, beta_pdf, 0.356, 0.02; -bet, beta_pdf, 0.993, 0.002; -gam, normal_pdf, 0.0085, 0.003; -mst, normal_pdf, 1.0002, 0.007; -rho, beta_pdf, 0.129, 0.223; -psi, beta_pdf, 0.65, 0.05; -del, beta_pdf, 0.01, 0.005; -stderr e_a, inv_gamma_pdf, 0.035449, inf; -stderr e_m, inv_gamma_pdf, 0.008862, inf; -end; - -varobs gp_obs gy_obs; - -options_.solve_tolf = 1e-12; - -estimation(order=1,analytic_derivation,datafile=fsdat_simul,nobs=192,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);