From 07a05d554e7bdce96bb7c33d7d4142afeeeb1a2b Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Wed, 24 Jul 2013 23:39:39 +0200
Subject: [PATCH] Add unit tests for stochastic simulations of purely forward
 looking models

Adds one for purely forward looking models and one for purely forward looking model with additional static variable
---
 .../stochastic_purely_forward.mod             | 37 +++++++++++++++++++
 .../stochastic_purely_forward_with_static.mod | 36 ++++++++++++++++++
 2 files changed, 73 insertions(+)
 create mode 100644 tests/stochastic_purely_forward/stochastic_purely_forward.mod
 create mode 100644 tests/stochastic_purely_forward/stochastic_purely_forward_with_static.mod

diff --git a/tests/stochastic_purely_forward/stochastic_purely_forward.mod b/tests/stochastic_purely_forward/stochastic_purely_forward.mod
new file mode 100644
index 000000000..388070d4e
--- /dev/null
+++ b/tests/stochastic_purely_forward/stochastic_purely_forward.mod
@@ -0,0 +1,37 @@
+var a;
+varexo epsil ;
+parameters betta;
+betta = 0.97;
+
+model;
+a = betta*a(+1)+epsil;
+end;
+
+initval;
+a=0;
+end;
+steady;
+
+shocks;
+var epsil; stderr .2;
+end;
+
+steady;
+check;
+
+stoch_simul(periods=0, irf=30, order=1);
+stoch_simul(periods=2000, irf=30, order=1);
+stoch_simul(periods=0, irf=30, order=2);
+stoch_simul(periods=2000, irf=30, order=2);
+stoch_simul(periods=0, irf=30, order=3);
+stoch_simul(periods=2000, irf=30, order=3);
+
+
+stoch_simul(periods=0, irf=30, order=1,hp_filter=1600);
+stoch_simul(periods=2000, irf=30, order=1,hp_filter=1600);
+stoch_simul(periods=0, irf=30, order=2,hp_filter=1600);
+stoch_simul(periods=2000, irf=30, order=2,hp_filter=1600);
+stoch_simul(periods=0, irf=30, order=3,hp_filter=1600);
+stoch_simul(periods=2000, irf=30, order=3,hp_filter=1600);
+
+
diff --git a/tests/stochastic_purely_forward/stochastic_purely_forward_with_static.mod b/tests/stochastic_purely_forward/stochastic_purely_forward_with_static.mod
new file mode 100644
index 000000000..22b5bf7ba
--- /dev/null
+++ b/tests/stochastic_purely_forward/stochastic_purely_forward_with_static.mod
@@ -0,0 +1,36 @@
+var a b;
+varexo epsil ;
+parameters betta;
+betta = 0.97;
+
+model;
+a = betta*a(+1)+epsil;
+b = a;
+end;
+
+initval;
+a=0;
+end;
+steady;
+
+shocks;
+var epsil; stderr .2;
+end;
+
+steady;
+check;
+
+stoch_simul(periods=0, irf=30, order=1);
+stoch_simul(periods=2000, irf=30, order=1);
+stoch_simul(periods=0, irf=30, order=2);
+stoch_simul(periods=2000, irf=30, order=2);
+stoch_simul(periods=0, irf=30, order=3);
+stoch_simul(periods=2000, irf=30, order=3);
+
+
+stoch_simul(periods=0, irf=30, order=1,hp_filter=1600);
+stoch_simul(periods=2000, irf=30, order=1,hp_filter=1600);
+stoch_simul(periods=0, irf=30, order=2,hp_filter=1600);
+stoch_simul(periods=2000, irf=30, order=2,hp_filter=1600);
+stoch_simul(periods=0, irf=30, order=3,hp_filter=1600);
+stoch_simul(periods=2000, irf=30, order=3,hp_filter=1600);