diff --git a/tests/Makefile.am b/tests/Makefile.am index c17a374f1..5c2862060 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -422,6 +422,9 @@ MODFILES = \ pac/trend-component-1-mce/example_sto.mod \ pac/trend-component-2-mce/example_det.mod \ pac/trend-component-2-mce/example_sto.mod \ + pac/trend-component-20-1/example.mod \ + pac/trend-component-20-2/example.mod \ + pac/trend-component-20-3/example.mod \ ecb/backward-models/irf/solow_1.mod \ ecb/backward-models/irf/solow_2.mod \ dynare-command-options/ramst.mod diff --git a/tests/pac/trend-component-20-1/clean b/tests/pac/trend-component-20-1/clean new file mode 100755 index 000000000..cf3492a28 --- /dev/null +++ b/tests/pac/trend-component-20-1/clean @@ -0,0 +1,8 @@ +#!/bin/sh + +rm -rf example +rm -rf +example +rm -f example.log +rm -f *.mat +rm -f *.m +rm -f *.dat diff --git a/tests/pac/trend-component-20-1/example.mod b/tests/pac/trend-component-20-1/example.mod new file mode 100644 index 000000000..a0a6daaf2 --- /dev/null +++ b/tests/pac/trend-component-20-1/example.mod @@ -0,0 +1,72 @@ +// --+ options: json=compute, stochastic +-- + +// Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct. + +var x1 x2 x1bar x2bar z y x; + +varexo ex1 ex2 ex1bar ex2bar ez ey ex; + +parameters + rho_1 rho_2 rho_3 rho_4 + a_x1_0 a_x1_1 a_x1_2 a_x1_x2_1 a_x1_x2_2 + a_x2_0 a_x2_1 a_x2_2 a_x2_x1_1 a_x2_x1_2 + e_c_m c_z_1 c_z_2 beta + lambda; + +rho_1 = .9; +rho_2 = -.2; +rho_3 = .4; +rho_4 = -.3; + + +a_x1_0 = -.9; +a_x1_1 = .4; +a_x1_2 = .3; +a_x1_x2_1 = .1; +a_x1_x2_2 = .2; + +a_x2_0 = -.9; +a_x2_1 = .2; +a_x2_2 = -.1; +a_x2_x1_1 = -.1; +a_x2_x1_2 = .2; + +beta = .2; +e_c_m = .5; +c_z_1 = .2; +c_z_2 = -.1; + +lambda = 0.5; // Share of optimizing agents. + +trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq:x2bar'], targets=['eq:x1bar', 'eq:x2bar']); + +pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman); + +model; + +[name='eq:y'] +y = rho_1*y(-1) + rho_2*y(-2) + ey; + +[name='eq:x'] +x = rho_3*x(-1) + rho_4*x(-2) + ex; + +[name='eq:x1'] +diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1; + +[name='eq:x2'] +diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2; + +[name='eq:x1bar'] +x1bar = x1bar(-1) + ex1bar; + +[name='eq:x2bar'] +x2bar = x2bar(-1) + ex2bar; + +[name='zpac'] +diff(z) = lambda*(e_c_m*(x1(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman)) + (1-lambda)*( y + x) + ez; + +end; + +if ~isequal(M_.endo_names(M_.pac.pacman.equations.eq0.non_optimizing_behaviour.vars), {'y'; 'x'}) + error('PAC non_optimizing_behaviour.vars field is wrong.') +end \ No newline at end of file diff --git a/tests/pac/trend-component-20-2/clean b/tests/pac/trend-component-20-2/clean new file mode 100755 index 000000000..cf3492a28 --- /dev/null +++ b/tests/pac/trend-component-20-2/clean @@ -0,0 +1,8 @@ +#!/bin/sh + +rm -rf example +rm -rf +example +rm -f example.log +rm -f *.mat +rm -f *.m +rm -f *.dat diff --git a/tests/pac/trend-component-20-2/example.mod b/tests/pac/trend-component-20-2/example.mod new file mode 100644 index 000000000..7406c04e0 --- /dev/null +++ b/tests/pac/trend-component-20-2/example.mod @@ -0,0 +1,72 @@ +// --+ options: json=compute, stochastic +-- + +// Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct. + +var x1 x2 x x1bar x2bar y z ; + +varexo ex1 ex2 ex1bar ex2bar ez ey ex; + +parameters + rho_1 rho_2 rho_3 rho_4 + a_x1_0 a_x1_1 a_x1_2 a_x1_x2_1 a_x1_x2_2 + a_x2_0 a_x2_1 a_x2_2 a_x2_x1_1 a_x2_x1_2 + e_c_m c_z_1 c_z_2 beta + lambda; + +rho_1 = .9; +rho_2 = -.2; +rho_3 = .4; +rho_4 = -.3; + + +a_x1_0 = -.9; +a_x1_1 = .4; +a_x1_2 = .3; +a_x1_x2_1 = .1; +a_x1_x2_2 = .2; + +a_x2_0 = -.9; +a_x2_1 = .2; +a_x2_2 = -.1; +a_x2_x1_1 = -.1; +a_x2_x1_2 = .2; + +beta = .2; +e_c_m = .5; +c_z_1 = .2; +c_z_2 = -.1; + +lambda = 0.5; // Share of optimizing agents. + +trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq:x2bar'], targets=['eq:x1bar', 'eq:x2bar']); + +pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman); + +model; + +[name='eq:y'] +y = rho_1*y(-1) + rho_2*y(-2) + ey; + +[name='eq:x'] +x = rho_3*x(-1) + rho_4*x(-2) + ex; + +[name='eq:x1'] +diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1; + +[name='eq:x2'] +diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2; + +[name='eq:x1bar'] +x1bar = x1bar(-1) + ex1bar; + +[name='eq:x2bar'] +x2bar = x2bar(-1) + ex2bar; + +[name='zpac'] +diff(z) = lambda*(e_c_m*(x1(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman)) + (1-lambda)*( y + x) + ez; + +end; + +if ~isequal(M_.endo_names(M_.pac.pacman.equations.eq0.non_optimizing_behaviour.vars), {'y'; 'x'}) + error('PAC non_optimizing_behaviour.vars field is wrong.') +end \ No newline at end of file diff --git a/tests/pac/trend-component-20-3/clean b/tests/pac/trend-component-20-3/clean new file mode 100755 index 000000000..cf3492a28 --- /dev/null +++ b/tests/pac/trend-component-20-3/clean @@ -0,0 +1,8 @@ +#!/bin/sh + +rm -rf example +rm -rf +example +rm -f example.log +rm -f *.mat +rm -f *.m +rm -f *.dat diff --git a/tests/pac/trend-component-20-3/example.mod b/tests/pac/trend-component-20-3/example.mod new file mode 100644 index 000000000..051470fdc --- /dev/null +++ b/tests/pac/trend-component-20-3/example.mod @@ -0,0 +1,72 @@ +// --+ options: json=compute, stochastic +-- + +// Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct. + +var x1 x2 x x1bar x2bar y z ; + +varexo ex1 ex2 ex1bar ex2bar ez ey ex; + +parameters + rho_1 rho_2 rho_3 rho_4 + a_x1_0 a_x1_1 a_x1_2 a_x1_x2_1 a_x1_x2_2 + a_x2_0 a_x2_1 a_x2_2 a_x2_x1_1 a_x2_x1_2 + e_c_m c_z_1 c_z_2 beta + lambda; + +rho_1 = .9; +rho_2 = -.2; +rho_3 = .4; +rho_4 = -.3; + + +a_x1_0 = -.9; +a_x1_1 = .4; +a_x1_2 = .3; +a_x1_x2_1 = .1; +a_x1_x2_2 = .2; + +a_x2_0 = -.9; +a_x2_1 = .2; +a_x2_2 = -.1; +a_x2_x1_1 = -.1; +a_x2_x1_2 = .2; + +beta = .2; +e_c_m = .5; +c_z_1 = .2; +c_z_2 = -.1; + +lambda = 0.5; // Share of optimizing agents. + +trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq:x2bar'], targets=['eq:x1bar', 'eq:x2bar']); + +pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman); + +model; + +[name='eq:x1'] +diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1; + +[name='eq:y'] +y = rho_1*y(-1) + rho_2*y(-2) + ey; + +[name='eq:x2'] +diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2; + +[name='eq:x1bar'] +x1bar = x1bar(-1) + ex1bar; + +[name='eq:x'] +x = rho_3*x(-1) + rho_4*x(-2) + ex; + +[name='eq:x2bar'] +x2bar = x2bar(-1) + ex2bar; + +[name='zpac'] +diff(z) = lambda*(e_c_m*(x1(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman)) + (1-lambda)*( y + x) + ez; + +end; + +if ~isequal(M_.endo_names(M_.pac.pacman.equations.eq0.non_optimizing_behaviour.vars), {'y'; 'x'}) + error('PAC non_optimizing_behaviour.vars field is wrong.') +end \ No newline at end of file