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Add unit test for deterministic simulations with several leads and lags 

Tests #617
time-shift
Johannes Pfeifer 2015-05-09 08:12:16 +02:00
parent 3bcb89bd72
commit 120946dfb3
2 changed files with 36 additions and 0 deletions
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1
tests/Makefile.am
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@ -182,6 +182,7 @@ MODFILES = \
deterministic_simulations/rbc_det_exo_lag_2a.mod \
deterministic_simulations/rbc_det_exo_lag_2b.mod \
deterministic_simulations/rbc_det_exo_lag_2c.mod \
deterministic_simulations/sim_several_leads_lags.mod \
walsh.mod \
measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod \
trend_var/fs2000_nonstationary.mod \

35
tests/deterministic_simulations/sim_several_leads_lags.mod Normal file
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@ -0,0 +1,35 @@
var c k z_forward z_backward;
varexo x z_shock;
parameters alph gam delt bet aa;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model;
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1); // Resource constraint
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam); // Euler equation
z_backward=0.1*1+0.3*z_backward(-1)+0.3*z_backward(-2)+0.3*z_backward(-3)+(x(-4)-1);
z_forward=0.1*1+0.45*z_forward(+1)+0.45*z_forward(+2)+(x(+4)-1);
end;
initval;
c = 1.2;
k = 12;
x = 1;
end;
histval;
x(-1)=1.30;
x(-2)=1.30;
end;
shocks;
var x;
periods 2;
values 0.9;
end;
simul(periods=200,maxit=100);