stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge remote-tracking branch 'houtanb/master'

time-shift
Sébastien Villemot 2011-07-07 16:13:01 +02:00
parent 765d8b54a9 e20b1dd27c
commit 3eec808cee
4 changed files with 50 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
matlab/getIrfShocksIndx.m
View File

@ -24,6 +24,6 @@ if (isfield(options_,'irf_shocks')==0)
else
irf_shocks_indx = zeros(1,size(options_.irf_shocks,1));
for i=1:size(options_.irf_shocks,1)
irf_shocks_indx(i) = find(M_.exo_names==options_.irf_shocks(i));
irf_shocks_indx(i) = find(strcmp(deblank(options_.irf_shocks(i,:)), cellstr(M_.exo_names)));
end
end
end

2
preprocessor/ParsingDriver.cc
View File

@ -934,7 +934,7 @@ ParsingDriver::option_symbol_list(const string &name_option)
for (vector<string>::const_iterator it = shocks.begin();
it != shocks.end(); it++)
if (mod_file->symbol_table.getType(*it) != eExogenous)
error("Variables passed to irf_for must be exogenous. Caused by: " + *it);
error("Variables passed to irf_shocks must be exogenous. Caused by: " + *it);
}
options_list.symbol_list_options[name_option] = symbol_list;

1
tests/Makefile.am
View File

@ -7,6 +7,7 @@ MODFILES = \
example2.mod \
example1_use_dll.mod \
example1_with_tags.mod \
example1_irf_shocks.mod \
t_sgu_ex1.mod \
osr_example.mod \
optimal_policy/ramsey.mod \

46
tests/example1_irf_shocks.mod Normal file
View File

@ -0,0 +1,46 @@
// Example 1 from Collard's guide to Dynare
var y, c, k, a, h, b;
varexo e, u, eps;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u + eps;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
eps = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var eps; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul(irf_shocks=(eps,u));