MoM: Fix AFVRR test cases due to 3c67ad
Willi Mutschler
parent
f5ec70a06d
commit
0d200f3b39
GPG Key ID:
295C1FE89E17EB3C
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@ -145,28 +145,28 @@ AndreasenEtAl.moments1 =[ % note that we reshuffeled to be compatible with our m
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{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.577' }
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{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.042861' }
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{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0011816' }
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{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016052' }
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{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00090947' }
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{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016016' }
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{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017076' }
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{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0013997' }
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{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0055317' }
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{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00050106' }
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{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0018178' }
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{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020186' }
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{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064471' }
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{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030519' }
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{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0042181' }
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{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0039217' }
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{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0019975' }
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{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0061403' }
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{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0058343' }
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{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00089501'}
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{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0056883' }
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{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00041184'}
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{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.016255' }
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{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4919' }
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{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018384' }
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{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016052' }
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{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00090947' }
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{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016016' }
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{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017076' }
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{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0013997' }
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{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0055317' }
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{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00050106' }
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{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0018178' }
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{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020186' }
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{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064471' }
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{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030519' }
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{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0042181' }
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{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0039217' }
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{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0019975' }
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{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0061403' }
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{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0058343' }
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{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00089501'}
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{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0056883' }
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{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00041184'}
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{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.016255' }
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{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4919' }
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{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018384' }
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{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00065543' }
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{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0033626' }
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{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0029033' }
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@ -189,28 +189,28 @@ AndreasenEtAl.moments2 =[ % note that we reshuffeled to be compatible with our m
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{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5748' }
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{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.04335' }
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{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.001205' }
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{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016067' }
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{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00059406'}
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{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011949' }
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{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016104' }
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{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0020245' }
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{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0060254' }
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{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'8.3563e-05'}
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{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013176' }
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{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0019042' }
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{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064261' }
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{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020735' }
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{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0027621' }
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{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0029257' }
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{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0012165'}
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{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0040235' }
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{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044702' }
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{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00030542'}
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{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052718' }
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{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.0010045' }
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{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018416' }
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{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4853' }
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{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
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{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0016067' }
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{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00059406'}
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{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011949' }
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{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016104' }
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{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0020245' }
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{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0060254' }
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{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'8.3563e-05'}
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{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013176' }
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{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0019042' }
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{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064261' }
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{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020735' }
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{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0027621' }
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{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0029257' }
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{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0012165'}
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{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0040235' }
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{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044702' }
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{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00030542'}
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{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052718' }
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{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.0010045' }
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{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018416' }
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{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4853' }
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{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
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{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00067309'}
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{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0033293' }
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{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0019223' }
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@ -262,8 +262,7 @@ if ~isoctave && ~matlab_ver_less_than('8.4')
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table([AndreasenEtAl.Q@{orderApp} ; str2double(AndreasenEtAl.moments@{orderApp}(:,5)) ; str2double(AndreasenEtAl.moments@{orderApp}(:,6))],...
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[oo_.mom.Q ; oo_.mom.data_moments ; oo_.mom.model_moments ],...
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[dev_Q ; dev_datamoments ; dev_modelmoments ],...
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'VariableNames', {'Andreasen et al', 'Dynare', 'dev'},...
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'RowNames', ['Q'; strcat('Data_', M_.matched_moments(:,4)); strcat('Model_', M_.matched_moments(:,4))])
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'VariableNames', {'Andreasen et al', 'Dynare', 'dev'})
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end
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if norm(dev_modelmoments)> 1e-4
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@ -146,28 +146,28 @@ AndreasenEtAl.moments1 =[ % note that we reshuffeled to be compatible with our m
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{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5745' }
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{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043245' }
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{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012253' }
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{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015117' }
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{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00080078' }
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{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.00182' }
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{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.001913' }
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{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0016326' }
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{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0040112' }
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{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00060604' }
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{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0021426' }
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{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0022348' }
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{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0039852' }
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{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030058' }
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{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0044951' }
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{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0042225' }
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{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0021222' }
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{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0074776' }
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{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0071906' }
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{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.0006736' }
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{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0070599' }
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{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00036735'}
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{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.014516' }
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{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4866' }
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{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018713' }
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{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015117' }
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{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00080078' }
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{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.00182' }
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{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.001913' }
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{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0016326' }
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{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0040112' }
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{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00060604' }
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{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0021426' }
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{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0022348' }
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{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0039852' }
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{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0030058' }
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{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0044951' }
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{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0042225' }
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{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0021222' }
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{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0074776' }
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{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0071906' }
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{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.0006736' }
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{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0070599' }
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{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00036735'}
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{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.014516' }
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{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4866' }
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{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018713' }
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{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00076856' }
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{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.002163' }
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{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0028078' }
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@ -190,28 +190,28 @@ AndreasenEtAl.moments2 =[ % note that we reshuffeled to be compatible with our m
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{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5743' }
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{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043352' }
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{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012464' }
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{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015247' }
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{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.0004867' }
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{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011867' }
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{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016146' }
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{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0021395' }
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{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0043272' }
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{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00021752'}
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{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013919' }
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{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018899' }
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{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0037854' }
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{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0021043' }
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{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0026571' }
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{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0028566' }
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{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0016279'}
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{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0039136' }
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{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044118' }
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{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00016791'}
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{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052851' }
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{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00062143'}
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{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018126' }
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{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4863' }
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{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
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{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0015247' }
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{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.0004867' }
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{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011867' }
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{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016146' }
|
||||
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0021395' }
|
||||
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0043272' }
|
||||
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00021752'}
|
||||
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013919' }
|
||||
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018899' }
|
||||
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0037854' }
|
||||
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0021043' }
|
||||
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0026571' }
|
||||
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0028566' }
|
||||
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0016279'}
|
||||
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0039136' }
|
||||
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0044118' }
|
||||
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'0.00016791'}
|
||||
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0052851' }
|
||||
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00062143'}
|
||||
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.018126' }
|
||||
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4863' }
|
||||
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018806' }
|
||||
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00078586'}
|
||||
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0021519' }
|
||||
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0019046' }
|
||||
|
|
@ -263,8 +263,7 @@ if ~isoctave && ~matlab_ver_less_than('8.4')
|
|||
table([AndreasenEtAl.Q@{orderApp} ; str2double(AndreasenEtAl.moments@{orderApp}(:,5)) ; str2double(AndreasenEtAl.moments@{orderApp}(:,6))],...
|
||||
[oo_.mom.Q ; oo_.mom.data_moments ; oo_.mom.model_moments ],...
|
||||
[dev_Q ; dev_datamoments ; dev_modelmoments ],...
|
||||
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'},...
|
||||
'RowNames', ['Q'; strcat('Data_', M_.matched_moments(:,4)); strcat('Model_', M_.matched_moments(:,4))])
|
||||
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'})
|
||||
end
|
||||
|
||||
if norm(dev_modelmoments)> 1e-4
|
||||
|
|
|
|||
|
|
@ -145,28 +145,28 @@ AndreasenEtAl.moments1 =[ % note that we reshuffeled to be compatible with our m
|
|||
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.5746' }
|
||||
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043299' }
|
||||
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012763' }
|
||||
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017759' }
|
||||
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00077354' }
|
||||
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016538' }
|
||||
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017949' }
|
||||
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0017847' }
|
||||
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0053424' }
|
||||
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00064897' }
|
||||
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0019533' }
|
||||
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020602' }
|
||||
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064856' }
|
||||
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020922' }
|
||||
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0036375' }
|
||||
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0034139' }
|
||||
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0011665' }
|
||||
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0066074' }
|
||||
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0062959' }
|
||||
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00075499'}
|
||||
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0061801' }
|
||||
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00030456'}
|
||||
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.012048' }
|
||||
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4872' }
|
||||
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018759' }
|
||||
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017759' }
|
||||
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00077354' }
|
||||
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0016538' }
|
||||
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0017949' }
|
||||
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.0017847' }
|
||||
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0053424' }
|
||||
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00064897' }
|
||||
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0019533' }
|
||||
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0020602' }
|
||||
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0064856' }
|
||||
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0020922' }
|
||||
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0036375' }
|
||||
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.0034139' }
|
||||
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.0011665' }
|
||||
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0066074' }
|
||||
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.0062959' }
|
||||
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'-0.00075499'}
|
||||
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0061801' }
|
||||
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'-0.00030456'}
|
||||
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.012048' }
|
||||
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4872' }
|
||||
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018759' }
|
||||
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00080528' }
|
||||
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0017036' }
|
||||
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0020185' }
|
||||
|
|
@ -189,28 +189,28 @@ AndreasenEtAl.moments2 =[ % note that we reshuffeled to be compatible with our m
|
|||
{[ 7]} {'Ex' } {'GoY '} {' ' } {'-1.5745' } {'-1.574' }
|
||||
{[ 8]} {'Ex' } {'hours '} {' ' } {'-0.043353' } {'-0.043351' }
|
||||
{[ 9]} {'Exx' } {'Gr_C '} {'Gr_C '} {'0.0013159' } {'0.0012917' }
|
||||
{[17]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017862' }
|
||||
{[18]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00061078' }
|
||||
{[19]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011494' }
|
||||
{[20]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016149' }
|
||||
{[21]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.002203' }
|
||||
{[10]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0054317' }
|
||||
{[22]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00045278' }
|
||||
{[23]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013672' }
|
||||
{[24]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018557' }
|
||||
{[25]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0067742' }
|
||||
{[11]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0016583' }
|
||||
{[26]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0024521' }
|
||||
{[27]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.002705' }
|
||||
{[28]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.00065007'}
|
||||
{[12]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0038274' }
|
||||
{[29]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.004297' }
|
||||
{[30]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'6.3243e-05' }
|
||||
{[13]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0051686' }
|
||||
{[31]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00066645' }
|
||||
{[14]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.013543' }
|
||||
{[15]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4858' }
|
||||
{[16]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018804' }
|
||||
{[10]} {'Exx' } {'Gr_C '} {'Gr_I '} {'0.0021789' } {'0.0017862' }
|
||||
{[11]} {'Exx' } {'Gr_C '} {'Infl ' } {'0.00067495' } {'0.00061078' }
|
||||
{[12]} {'Exx' } {'Gr_C '} {'r1 ' } {'0.0011655' } {'0.0011494' }
|
||||
{[13]} {'Exx' } {'Gr_C '} {'r40 ' } {'0.0015906' } {'0.0016149' }
|
||||
{[14]} {'Exx' } {'Gr_C '} {'xhr40 '} {'0.0020911' } {'0.002203' }
|
||||
{[15]} {'Exx' } {'Gr_I '} {'Gr_I '} {'0.0089104' } {'0.0054317' }
|
||||
{[16]} {'Exx' } {'Gr_I '} {'Infl ' } {'0.00063139' } {'0.00045278' }
|
||||
{[17]} {'Exx' } {'Gr_I '} {'r1 ' } {'0.0011031' } {'0.0013672' }
|
||||
{[18]} {'Exx' } {'Gr_I '} {'r40 ' } {'0.0018445' } {'0.0018557' }
|
||||
{[19]} {'Exx' } {'Gr_I '} {'xhr40 '} {'0.00095556' } {'0.0067742' }
|
||||
{[20]} {'Exx' } {'Infl ' } {'Infl ' } {'0.0020268' } {'0.0016583' }
|
||||
{[21]} {'Exx' } {'Infl ' } {'r1 ' } {'0.0025263' } {'0.0024521' }
|
||||
{[22]} {'Exx' } {'Infl ' } {'r40 ' } {'0.0029126' } {'0.002705' }
|
||||
{[23]} {'Exx' } {'Infl ' } {'xhr40 '} {'-0.00077101'} {'-0.00065007'}
|
||||
{[24]} {'Exx' } {'r1 ' } {'r1 ' } {'0.0038708' } {'0.0038274' }
|
||||
{[25]} {'Exx' } {'r1 ' } {'r40 ' } {'0.0044773' } {'0.004297' }
|
||||
{[26]} {'Exx' } {'r1 ' } {'xhr40 '} {'-0.00048202'} {'6.3243e-05' }
|
||||
{[27]} {'Exx' } {'r40 ' } {'r40 ' } {'0.0054664' } {'0.0051686' }
|
||||
{[28]} {'Exx' } {'r40 ' } {'xhr40 '} {'0.00053864' } {'0.00066645' }
|
||||
{[29]} {'Exx' } {'xhr40 '} {'xhr40 '} {'0.053097' } {'0.013543' }
|
||||
{[30]} {'Exx' } {'GoY '} {'GoY '} {'2.4863' } {'2.4858' }
|
||||
{[31]} {'Exx' } {'hours '} {'hours '} {'0.0018799' } {'0.0018804' }
|
||||
{[32]} {'Exx1'} {'Gr_C '} {'Gr_C '} {'0.00077917' } {'0.00081772' }
|
||||
{[33]} {'Exx1'} {'Gr_I '} {'Gr_I '} {'0.0050104' } {'0.0017106' }
|
||||
{[34]} {'Exx1'} {'Infl ' } {'Infl ' } {'0.0019503' } {'0.0015835' }
|
||||
|
|
@ -262,8 +262,7 @@ if ~isoctave && ~matlab_ver_less_than('8.4')
|
|||
table([AndreasenEtAl.Q@{orderApp} ; str2double(AndreasenEtAl.moments@{orderApp}(:,5)) ; str2double(AndreasenEtAl.moments@{orderApp}(:,6))],...
|
||||
[oo_.mom.Q ; oo_.mom.data_moments ; oo_.mom.model_moments ],...
|
||||
[dev_Q ; dev_datamoments ; dev_modelmoments ],...
|
||||
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'},...
|
||||
'RowNames', ['Q'; strcat('Data_', M_.matched_moments(:,4)); strcat('Model_', M_.matched_moments(:,4))])
|
||||
'VariableNames', {'Andreasen et al', 'Dynare', 'dev'})
|
||||
end
|
||||
|
||||
if norm(dev_modelmoments)> 1e-4
|
||||
|
|
|
|||
|
|
@ -446,7 +446,7 @@ end;
|
|||
% These are the moments used in the paper; corresponds to momentSet=2 in the replication files
|
||||
|
||||
matched_moments;
|
||||
%mean
|
||||
%first moments: all
|
||||
Obs_Gr_C;
|
||||
Obs_Gr_I;
|
||||
Obs_Infl;
|
||||
|
|
@ -456,53 +456,39 @@ Obs_xhr40;
|
|||
Obs_GoY;
|
||||
Obs_hours;
|
||||
|
||||
% all variances
|
||||
%second moments
|
||||
% (i) all variances, (2) all covariances excluding GoY and hours, (3) own first autocovariances
|
||||
Obs_Gr_C*Obs_Gr_C;
|
||||
Obs_Gr_I*Obs_Gr_I;
|
||||
Obs_Infl*Obs_Infl;
|
||||
Obs_r1*Obs_r1;
|
||||
Obs_r40*Obs_r40;
|
||||
Obs_xhr40*Obs_xhr40;
|
||||
Obs_GoY*Obs_GoY;
|
||||
Obs_hours*Obs_hours;
|
||||
|
||||
% covariance excluding GoY and hours
|
||||
Obs_Gr_C*Obs_Gr_I;
|
||||
Obs_Gr_C*Obs_Infl;
|
||||
Obs_Gr_C*Obs_r1;
|
||||
Obs_Gr_C*Obs_r40;
|
||||
Obs_Gr_C*Obs_xhr40;
|
||||
%Obs_Gr_C*Obs_GoY;
|
||||
%Obs_Gr_C*Obs_hours;
|
||||
|
||||
Obs_Gr_I*Obs_Gr_I;
|
||||
Obs_Gr_I*Obs_Infl;
|
||||
Obs_Gr_I*Obs_r1;
|
||||
Obs_Gr_I*Obs_r40;
|
||||
Obs_Gr_I*Obs_xhr40;
|
||||
%Obs_Gr_I*Obs_GoY;
|
||||
%Obs_Gr_I*Obs_hours;
|
||||
|
||||
Obs_Infl*Obs_Infl;
|
||||
Obs_Infl*Obs_r1;
|
||||
Obs_Infl*Obs_r40;
|
||||
Obs_Infl*Obs_xhr40;
|
||||
%Obs_Infl*Obs_GoY;
|
||||
%Obs_Infl*Obs_hours;
|
||||
|
||||
Obs_r1*Obs_r1;
|
||||
Obs_r1*Obs_r40;
|
||||
Obs_r1*Obs_xhr40;
|
||||
%Obs_r1*Obs_GoY;
|
||||
%Obs_r1*Obs_hours;
|
||||
|
||||
Obs_r40*Obs_r40;
|
||||
Obs_r40*Obs_xhr40;
|
||||
%Obs_r40*Obs_GoY;
|
||||
%Obs_r40*Obs_hours;
|
||||
|
||||
%Obs_xhr40*Obs_GoY;
|
||||
%Obs_xhr40*Obs_hours;
|
||||
Obs_xhr40*Obs_xhr40;
|
||||
|
||||
%Obs_GoY*Obs_hours;
|
||||
Obs_GoY*Obs_GoY;
|
||||
|
||||
Obs_hours*Obs_hours;
|
||||
|
||||
%first autocovariance
|
||||
Obs_Gr_C*Obs_Gr_C(-1);
|
||||
Obs_Gr_I*Obs_Gr_I(-1);
|
||||
Obs_Infl*Obs_Infl(-1);
|
||||
|
|
@ -513,6 +499,7 @@ Obs_GoY*Obs_GoY(-1);
|
|||
Obs_hours*Obs_hours(-1);
|
||||
end;
|
||||
|
||||
|
||||
%--------------------------------------------------------------------------
|
||||
% Create Data
|
||||
%--------------------------------------------------------------------------
|
||||
|
|
|
|||
Loading…
Reference in New Issue