update of model used to test sparse model

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2008 ac1d8469-bf42-47a9-8791-bf33cf982152

tests/ferhat/fs2000.mod

@@ -32,8 +32,8 @@ psi = 0.787;
 del = 0.02;
 
 //model(sparse_dll,no_compiler,cutoff=1e-17);
-//model(sparse);
-model;
+model(sparse);
+//model;
 dA = exp(gam+e_a);
 log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
 -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)))))/(c(+2)*P(+2)*m(+1))=0;
@@ -75,8 +75,10 @@ var e_m; stderr 0.005;
 end;
 */
 options_.solve_tolf=1e-10;
+options_.maxit_=100;
 steady;
-
+model_info;
+check;
 shocks;
 var e_a;
 periods 1;
@@ -84,7 +86,7 @@ values 0.16;
 end;
 
 
-simul(periods=200, method=bicgstab);
+simul(periods=200, method=lu);
 rplot y;
 rplot k;
 rplot c;

tests/ferhat/ireland.mod

@@ -23,9 +23,9 @@ scy = 0.0040;
 shy = 0.0015;
 shc = 0.0010;
 
-//model(sparse);
-//model(sparse_dll);
-model;
+//model(sparse_dll,no_compiler);
+model(sparse);
+//model;
 exp(y) = exp(a)*exp(k(-1))^theta*exp(h)^(1-theta);
 a = (1-rho)*aa+rho*a(-1)+e;
 exp(y) = exp(c) + exp(i);
@@ -78,7 +78,7 @@ options_.maxit_=500;
 options_.slowc=1;
 steady(solve_algo=3);
 options_.dynatol=4e-8;
-//check;
+check;
 
 
 shocks;
@@ -87,7 +87,9 @@ periods 1;
 values 0.02;
 end;
 options_.maxit_=20;
-simul(periods=200, method=bicgstab);
+model_info;
+
+simul(periods=200, method=/*LU*/GMRES/*bicgstab*/);
 rplot y;
 rplot k;
 

tests/ferhat/ls2003.mod

@@ -17,8 +17,8 @@ rho_ys = 0.9;
 rho_pies = 0.7;
 
 
-model(sparse_dll,gcc_compiler,cutoff=1e-17);
-//model(sparse);
+//model(sparse_dll,gcc_compiler,cutoff=1e-17);
+model(sparse);
 //model;
 y = y(+1) - (tau +alpha*(2-alpha)*(1-tau))*(R-pie(+1))-alpha*(tau +alpha*(2-alpha)*(1-tau))*dq(+1) + alpha*(2-alpha)*((1-tau)/tau)*(y_s-y_s(+1))-A(+1);
 pie = exp(-rr/400)*pie(+1)+alpha*exp(-rr/400)*dq(+1)-alpha*dq+(k/(tau+alpha*(2-alpha)*(1-tau)))*y+alpha*(2-alpha)*(1-tau)/(tau*(tau+alpha*(2-alpha)*(1-tau)))*y_s;
@@ -68,7 +68,8 @@ estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=10,prefilter=1,mh_js
 */
 
 steady;
-
+model_info;
+check;
 
 shocks;
 var e_q;

tests/ferhat/mod1.mod

@@ -0,0 +1,27 @@
+var dx dy x y;
+varexo e_x e_y;
+
+parameters rho_x rho_y;
+
+rho_x = 0.5;
+rho_y = -0.3;
+
+model(sparse);
+dx = rho_x*dx(-1)+e_x;
+dy = rho_y*dy(-1)+e_y;
+x = x(-1)+dx;
+y = y(-1)+dy;
+end;
+
+shocks;
+var e_x; stderr 0.01;
+var e_y; stderr 0.01;
+end;
+steady;
+check;
+model_info;
+simul(periods=50);
+/*stoch_simul(order=1,periods=1000,irf=0,nomoments);
+
+datatomfile('data1',[]);
+*/

tests/ferhat/multimod.mod

@@ -852,8 +852,8 @@ W0906=0.0800069594276;
 W0907=0.147854375051;
 W0908=0.206834342322;
 W0909=-1;
-model(SPARSE_DLL,markowitz=2.0,no_compiler);
-//model(SPARSE);
+//model(SPARSE_DLL,markowitz=2.0,no_compiler);
+model(SPARSE);
 //model;
  ( log(US_CPI)-(log(US_CPI(-1)))) = US_CPI1*( log(US_PIM)-(log(US_PIM(-1))))+US_CPI2*( log(US_PGNP)-(log(US_PGNP(-1))))+(1-US_CPI1-US_CPI2)*log(US_CPI(-1)/US_CPI(-2))+RES_US_CPI ;
  US_UNR_A = US_UNR_FE+US_UNR_1*100*log(US_GDP/US_GDP_FE)+US_UNR_2*(US_UNR(-1)-US_UNR_FE(-1))+RES_US_UNR_A ;

tests/ferhat/ramst.mod

@@ -24,8 +24,8 @@ end;
 
 steady;
 
-//check;
-
+check;
+model_info;
 shocks;
 var x;
 periods 1;