Merge pull request #1511 from JohannesPfeifer/histval_tests
Add integration tests for #1193 and #1510time-shift
commit
43264d07c5
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@ -84,6 +84,7 @@ MODFILES = \
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optimal_policy/Ramsey/ramsey_ex.mod \
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optimal_policy/Ramsey/ramsey_ex_initval_AR2.mod \
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optimal_policy/Ramsey/ramsey_ex_aux.mod \
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optimal_policy/Ramsey/ramsey_histval.mod \
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optimal_policy/Ramsey/Gali_commitment.mod \
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optimal_policy/RamseyConstraints/test1.mod \
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discretionary_policy/dennis_1.mod \
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@ -356,6 +357,7 @@ XFAIL_MODFILES = ramst_xfail.mod \
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estimation/fs2000_stochastic_singularity_xfail.mod \
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identification/ident_unit_root/ident_unit_root_xfail.mod \
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steady_state/Linear_steady_state_xfail.mod \
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optimal_policy/Ramsey/ramsey_histval_xfail.mod \
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example1_extra_exo_xfail.mod
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MFILES = initval_file/ramst_initval_file_data.m
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@ -0,0 +1,44 @@
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% Test whether preprocessor recognizes state variables introduced by optimal policy Github #1193
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var pai, c, n, r, a;
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varexo u;
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parameters beta, rho, epsilon, omega, phi, gamma;
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beta=0.99;
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gamma=3;
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omega=17;
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epsilon=8;
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phi=1;
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rho=0.95;
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model;
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a = rho*a(-1)+u;
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1/c = beta*r/(c(+1)*pai(+1));
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pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega -exp(a)*n*(epsilon-1)/(omega*c);
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exp(a)*n = c+(omega/2)*(pai-1)^2;
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end;
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initval;
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r=1;
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end;
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histval;
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r(0)=1;
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end;
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steady_state_model;
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a = 0;
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pai = beta*r;
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c = find_c(0.96,pai,beta,epsilon,phi,gamma,omega);
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n = c+(omega/2)*(pai-1)^2;
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end;
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shocks;
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var u; stderr 0.008;
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var u;
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periods 1;
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values 1;
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end;
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options_.dr_display_tol=0;
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planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
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ramsey_policy(planner_discount=0.99,order=1,instruments=(r),periods=500);
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@ -0,0 +1,44 @@
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% Test whether preprocessor fails if histval set future lags
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var pai, c, n, r, a;
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varexo u;
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parameters beta, rho, epsilon, omega, phi, gamma;
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beta=0.99;
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gamma=3;
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omega=17;
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epsilon=8;
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phi=1;
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rho=0.95;
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model;
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a = rho*a(-1)+u;
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1/c = beta*r/(c(+1)*pai(+1));
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pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega -exp(a)*n*(epsilon-1)/(omega*c);
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exp(a)*n = c+(omega/2)*(pai-1)^2;
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end;
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initval;
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r=1;
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end;
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histval;
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a(5)=1;
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end;
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steady_state_model;
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a = 0;
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pai = beta*r;
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c = find_c(0.96,pai,beta,epsilon,phi,gamma,omega);
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n = c+(omega/2)*(pai-1)^2;
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end;
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shocks;
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var u; stderr 0.008;
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var u;
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periods 1;
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values 1;
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end;
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options_.dr_display_tol=0;
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planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
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ramsey_policy(planner_discount=0.99,order=1,instruments=(r),periods=500);
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