Merge remote-tracking branch 'houtanb/master'
commit
3eec808cee
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@ -24,6 +24,6 @@ if (isfield(options_,'irf_shocks')==0)
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else
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else
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irf_shocks_indx = zeros(1,size(options_.irf_shocks,1));
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irf_shocks_indx = zeros(1,size(options_.irf_shocks,1));
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for i=1:size(options_.irf_shocks,1)
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for i=1:size(options_.irf_shocks,1)
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irf_shocks_indx(i) = find(M_.exo_names==options_.irf_shocks(i));
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irf_shocks_indx(i) = find(strcmp(deblank(options_.irf_shocks(i,:)), cellstr(M_.exo_names)));
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end
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end
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end
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end
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@ -934,7 +934,7 @@ ParsingDriver::option_symbol_list(const string &name_option)
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for (vector<string>::const_iterator it = shocks.begin();
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for (vector<string>::const_iterator it = shocks.begin();
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it != shocks.end(); it++)
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it != shocks.end(); it++)
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if (mod_file->symbol_table.getType(*it) != eExogenous)
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if (mod_file->symbol_table.getType(*it) != eExogenous)
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error("Variables passed to irf_for must be exogenous. Caused by: " + *it);
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error("Variables passed to irf_shocks must be exogenous. Caused by: " + *it);
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}
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}
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options_list.symbol_list_options[name_option] = symbol_list;
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options_list.symbol_list_options[name_option] = symbol_list;
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@ -7,6 +7,7 @@ MODFILES = \
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example2.mod \
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example2.mod \
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example1_use_dll.mod \
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example1_use_dll.mod \
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example1_with_tags.mod \
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example1_with_tags.mod \
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example1_irf_shocks.mod \
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t_sgu_ex1.mod \
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t_sgu_ex1.mod \
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osr_example.mod \
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osr_example.mod \
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optimal_policy/ramsey.mod \
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optimal_policy/ramsey.mod \
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@ -0,0 +1,46 @@
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// Example 1 from Collard's guide to Dynare
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var y, c, k, a, h, b;
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varexo e, u, eps;
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parameters beta, rho, alpha, delta, theta, psi, tau;
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alpha = 0.36;
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rho = 0.95;
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tau = 0.025;
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beta = 0.99;
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delta = 0.025;
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psi = 0;
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theta = 2.95;
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phi = 0.1;
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model;
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c*theta*h^(1+psi)=(1-alpha)*y;
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k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
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*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
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y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
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k = exp(b)*(y-c)+(1-delta)*k(-1);
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a = rho*a(-1)+tau*b(-1) + e;
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b = tau*a(-1)+rho*b(-1) + u + eps;
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end;
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initval;
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y = 1.08068253095672;
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c = 0.80359242014163;
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h = 0.29175631001732;
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k = 11.08360443260358;
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a = 0;
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b = 0;
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e = 0;
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u = 0;
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eps = 0;
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end;
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shocks;
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var e; stderr 0.009;
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var u; stderr 0.009;
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var eps; stderr 0.009;
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var e, u = phi*0.009*0.009;
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end;
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stoch_simul(irf_shocks=(eps,u));
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