Update test model without "both" and without unit root variables and new Matlab test emulator of FirstOrder.cpp
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2409 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
george
parent
b0ea237ae3
commit
24969d42a7
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@ -0,0 +1,110 @@
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function [gy]=first_order(M_, dr, jacobia)
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% fd = jacobia_
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% reorder jacobia_
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[fd]=k_reOrderedJacobia(M_, jacobia)
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%ypart=dr;
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ypart.ny=M_.endo_nbr;
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ypart.nyss=dr.nfwrd+dr.nboth;
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ypart.nys=dr.npred;
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ypart.npred=dr.npred-dr.nboth;
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ypart.nboth=dr.nboth;
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ypart.nforw=dr.nfwrd;
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ypart.nstat =dr.nstatic
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nu=M_.exo_nbr
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off= 1; % = 0 in C
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fyplus = fd(:,off:off+ypart.nyss-1);
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off= off+ypart.nyss;
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fyszero= fd(:,off:off+ypart.nstat-1);
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off= off+ypart.nstat;
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fypzero= fd(:,off:off+ypart.npred-1);
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off= off+ypart.npred;
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fybzero= fd(:,off:off+ypart.nboth-1);
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off= off+ypart.nboth;
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fyfzero= fd(:,off:off+ypart.nforw-1);
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off= off+ypart.nforw;
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fymins= fd(:,off:off+ypart.nys-1);
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off= off+ypart.nys;
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fuzero= fd(:,off:off+nu-1);
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off=off+ nu;
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n= ypart.ny+ypart.nboth;
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%TwoDMatrix
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matD=zeros(n,n);
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% matD.place(fypzero,0,0);
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matD(1:n-ypart.nboth,1:ypart.npred)= fypzero;
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% matD.place(fybzero,0,ypart.npred);
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matD(1:n-ypart.nboth,ypart.npred+1:ypart.npred+ypart.nboth)=fybzero;
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% matD.place(fyplus,0,ypart.nys()+ypart.nstat);
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matD(1:n-ypart.nboth,ypart.nys+ypart.nstat+1:ypart.nys+ypart.nstat+ypart.nyss)=fyplus;
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for i=1:ypart.nboth
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matD(ypart.ny()+i,ypart.npred+i)= 1.0;
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end
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matE=[fymins, fyszero, zeros(n-ypart.nboth,ypart.nboth), fyfzero; zeros(ypart.nboth,n)];
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% matE.place(fymins;
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% matE.place(fyszero,0,ypart.nys());
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% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth);
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for i= 1:ypart.nboth
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matE(ypart.ny()+i,ypart.nys()+ypart.nstat+i)= -1.0;
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end
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matE=-matE; %matE.mult(-1.0);
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% vsl=zeros(n,n);
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% vsr=zeros(n,n);
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% lwork= 100*n+16;
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% work=zeros(1,lwork);
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% bwork=zeros(1,n);
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%int info;
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% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n,
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% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(),
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% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n,
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% work.base(),&lwork,&(bwork[0]),&info);
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[matE1,matD1,vsr,sdim,dr.eigval,info] = mjdgges(matE,matD,1);
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bk_cond= (sdim==ypart.nys);
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% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys());
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z11=vsr(1:ypart.nys,1:ypart.nys);
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% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys());
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z12=vsr(1:ypart.nys(),ypart.nys+1:end);%, n-ypart.nys);
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% ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys());
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z21=vsr(ypart.nys+1:end,1:ypart.nys);
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% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys());
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z22=vsr(ypart.nys+1:end,ypart.nys+1:end);
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% GeneralMatrix sfder(z12,"transpose");
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sfder=z12';%,"transpose");
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% z22.multInvLeftTrans(sfder);
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sfder=z22'\sfder;
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sfder=-sfder;% .mult(-1);
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%s11(matE,0,0,ypart.nys(),ypart.nys());
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s11=matE1(1:ypart.nys,1:ypart.nys);
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% t11=(matD1,0,0,ypart.nys(),ypart.nys());
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t11=matD1(1:ypart.nys,1:ypart.nys);
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dumm=(s11');%,"transpose");
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%z11.multInvLeftTrans(dumm);
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dumm=z11'\dumm;
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preder=(dumm');%,"transpose");
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%t11.multInvLeft(preder);
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preder=t11\preder;
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%preder.multLeft(z11);
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preder= z11*preder;
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% gy.place(preder,ypart.nstat,0);
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% gy=(zeros(ypart.nstat,size(preder,2)) ;preder);
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% sder(sfder,0,0,ypart.nstat,ypart.nys());
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sder=sfder(1:ypart.nstat,1:ypart.nys);
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% gy.place(sder,0,0);
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% gy(1:ypart.nstat, 1:ypart.nys)=sder;
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% gy=[sder;preder];
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% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys());
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fder=sfder(ypart.nstat+ypart.nboth+1:ypart.nstat+ypart.nboth+ypart.nforw,1:ypart.nys);
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% gy.place(fder,ypart.nstat+ypart.nys(),0);
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% gy(ypart.nstat+ypart.nys,1)=fder;
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gy=[sder;preder;fder];
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@ -17,9 +17,13 @@
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// Note that there is an initial minus sign missing in equation (A1), p. S63.
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//
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// Michel Juillard, February 2004
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// Modified for testing k_order_perturbation by GP, Jan-Feb 09
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options_.usePartInfo=0;
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//var m P c e W R k d n l gy_obs gp_obs Y_obs P_obs y dA P2 c2;
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var m P c e W R k d n l gy_obs gp_obs y dA P2 c2;
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options_.use_k_order=0;
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//var m m_1 P P_1 c e W R k d n l gy_obs gp_obs Y_obs P_obs y dA P2 c2;
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var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA P2 c2;
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varexo e_a e_m;
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parameters alp bet gam mst rho psi del;
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@ -34,7 +38,7 @@ del = 0.02;
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model (use_dll);
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dA = exp(gam+e_a);
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log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
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log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m;
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-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)))))/(c2(+1)*P2(+1)*m(+1))=0;
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W = l/n;
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-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
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@ -46,16 +50,20 @@ m-1+d = l;
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e = exp(e_a);
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y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
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gy_obs = dA*y/y(-1);
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gp_obs = (P/P(-1))*m(-1)/dA;
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gp_obs = (P/P_1(-1))*m_1(-1)/dA;
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//Y_obs/Y_obs(-1) = gy_obs;
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//P_obs/P_obs(-1) = gp_obs;
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P2 = P(+1);
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c2 = c(+1);
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m_1 = m;
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P_1 = P;
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end;
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initval;
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m = mst;
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m_1=mst;
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P = 2.25;
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P_1 = 2.25;
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c = 0.45;
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e = 1;
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W = 4;
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@ -64,11 +72,9 @@ k = 6;
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d = 0.85;
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n = 0.19;
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l = 0.86;
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y = 0.6;
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gy_obs = exp(gam);
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gp_obs = exp(-gam);
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// Y_obs = 20000;
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// P_obs = 51;
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y = 0.6;
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dA = exp(gam);
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P2=P;
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c2=c;
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@ -100,12 +106,13 @@ end;
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//varobs P_obs Y_obs;
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varobs gp_obs gy_obs;
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steady(solve_algo = 2);
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//observation_trends;
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//P_obs (log(mst)-gam);
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//Y_obs (gam);
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//end;
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//options_.useAIM = 1;
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estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=2000,
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mode_compute=4,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65);
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