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Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !1970
pac-components
Sébastien Villemot 2021-12-07 18:06:13 +01:00
parent 8eeb92e56b d039bcbfec
commit 1638374b46
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3 changed files with 5 additions and 5 deletions
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2
matlab/default_option_values.m
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@ -345,6 +345,8 @@ options_.ramsey_policy = false;
options_.instruments = {};
options_.timeless = 0;
options_.ramsey.maxit = 500;
options_.ramsey.periods = 10000;
options_.ramsey.drop = 1000;
% estimation
options_.initial_period = NaN; %dates(1,1);

4
matlab/evaluate_planner_objective.m
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@ -240,9 +240,9 @@ if options_.ramsey_policy
i_exo_var = setdiff([1:M_.exo_nbr],find(diag(M_.Sigma_e) == 0));
nxs = length(i_exo_var);
chol_S = chol(M_.Sigma_e(i_exo_var,i_exo_var));
exo_simul = zeros(M_.exo_nbr,options_.ramsey.nperiods);
exo_simul = zeros(M_.exo_nbr,options_.ramsey.periods);
if ~isempty(M_.Sigma_e)
exo_simul(i_exo_var,:) = chol_S*randn(nxs,options_.ramsey.nperiods);
exo_simul(i_exo_var,:) = chol_S*randn(nxs,options_.ramsey.periods);
end
yhat_start = zeros(M_.endo_nbr+1,1);
[moment] = k_order_mean(options_.order, M_.nstatic, M_.npred, M_.nboth, M_.nfwrd+1, M_.exo_nbr, 1, options_.ramsey.drop, yhat_start, exo_simul, ysteady, dr);

4
tests/optimal_policy/neo_growth_ramsey_k_order.mod
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@ -31,9 +31,7 @@ end;
stoch_simul(order=6, irf=0);
options_.ramsey.nperiods = 10000;
options_.ramsey.drop = 1000;
evaluate_planner_objective;
evaluate_planner_objective(periods=10000,drop=1000);
[W_dynpp] = k_order_welfare(oo_.dr, M_, options_);