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Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).

time-shift
Stéphane Adjemian (Charybdis) 2012-11-07 10:02:00 +01:00
parent f823bcf5fa
commit 3271296592
1 changed files with 6 additions and 8 deletions
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14
tests/ep/rbcii.mod
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@ -4,7 +4,7 @@ var Capital, Output, Labour, Consumption, Investment, Output1, Labour1, Consump
varexo EfficiencyInnovation;
parameters beta, theta, tau, alpha, psi, delta, rho, effstar, sigma2;
parameters beta, theta, tau, alpha, psi, delta, rho, effstar, sigma;
/*
** Calibration
@ -15,24 +15,22 @@ beta = 0.990;
theta = 0.357;
tau = 2.000;
alpha = 0.450;
psi = -0.500;
psi = -0.500;
delta = 0.020;
rho = 0.995;
effstar = 1.000;
sigma2 = 0.001;
sigma = 0.100;
@#if extended_path_version
rho = 0.800;
@#endif
external_function(name=mean_preserving_spread,nargs=2);
model(use_dll);
model;
efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
efficiency = rho*efficiency(-1) + EfficiencyInnovation;
Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho,sigma2));
Efficiency = effstar*exp(efficiency-.5*sigma*sigma/(1-rho*rho));
(((Consumption1^theta)*((1-Labour1)^(1-theta)))^(1-tau))/Consumption1 - ExpectedTerm(1);