testsuite: clean up main folder
parent
6e0a09f5fa
commit
4837a4d444
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@ -1,5 +1,5 @@
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MODFILES = \
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walsh.mod \
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first_order/walsh.mod \
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occbin/model_irrcap_twoconstraints/dynrbc.mod \
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occbin/model_irrcap_twoconstraints/dynrbc_0_std_shocks.mod \
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occbin/model_borrcon/borrcon.mod \
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@ -97,29 +97,26 @@ MODFILES = \
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gsa/ls2003.mod \
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gsa/cod_ML_morris/cod_ML_morris.mod \
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gsa/morris/nk_est.mod \
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ramst.mod \
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ramst_a.mod \
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ramst_static_tag.mod \
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ramst_static_tag_block.mod \
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ramst_mshocks.mod \
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ramst_model_edit.mod \
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simul/ramst.mod \
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simul/ramst_a.mod \
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simul/ramst_mshocks.mod \
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simul/ramst_mshocks_vec.mod \
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on-the-fly/ex1.mod \
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on-the-fly/ex2.mod \
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on-the-fly/ex3.mod \
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on-the-fly/ex4.mod \
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on-the-fly/ex5.mod \
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on-the-fly/ex6.mod \
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example1.mod \
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example2.mod \
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example1_use_dll.mod \
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example1_with_tags.mod \
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example1_irf_shocks.mod \
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example1_abs_sign.mod \
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example1_mlv.mod \
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example1long.mod \
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example2long.mod \
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example2long_use_dll.mod \
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t_sgu_ex1.mod \
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equation_tags/example1_with_tags.mod \
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equation_tags/ramst_static_tag.mod \
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equation_tags/ramst_static_tag_block.mod \
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stochastic_simulations/example1_irf_shocks.mod \
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stochastic_simulations/example1long.mod \
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stochastic_simulations/example2long.mod \
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stochastic_simulations/example2long_use_dll.mod \
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stochastic_simulations/example2_simul_replic.mod \
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stochastic_simulations/histval_sto.mod \
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stochastic_simulations/histval_predetermined.mod \
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macro_processor/test_ifndef.mod \
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macro_processor/example1_macro.mod \
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irfs/example1_unit_std.mod \
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@ -163,18 +160,15 @@ MODFILES = \
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histval_initval_file/ramst_datafile.mod \
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histval_initval_file/sim_exo_lead_lag.mod \
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histval_initval_file/sim_exo_lead_lag_initvalf.mod \
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ramst_normcdf_and_friends_mfile.mod \
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ramst_normcdf_and_friends_use_dll.mod \
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ramst_normcdf_and_friends_bytecode.mod \
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ramst_vec.mod \
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ramst_mshocks_vec.mod \
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example1_varexo_det.mod \
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predetermined_variables.mod \
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fs2000_ssfile.mod \
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comments.mod \
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histval_sto.mod \
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histval_det.mod \
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histval_predetermined.mod \
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stat_functions/ramst_normcdf_and_friends_mfile.mod \
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stat_functions/ramst_normcdf_and_friends_use_dll.mod \
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stat_functions/ramst_normcdf_and_friends_bytecode.mod \
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stat_functions/example1_abs_sign.mod \
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simul/predetermined_variables.mod \
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simul/histval_det.mod \
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preprocessor_checks/comments.mod \
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preprocessor_checks/example1_mlv.mod \
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preprocessor_checks/ramst_model_edit.mod \
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auxiliary_variables/test1.mod \
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expectations/expectation.mod \
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expectations/expectation_ss.mod \
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@ -189,6 +183,7 @@ MODFILES = \
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steady_state/example1_block_trust_region.mod \
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steady_state/Gali_2015_chapter_6_4.mod \
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steady_state/ramst_solve_algo_0.mod \
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steady_state/fs2000_ssfile.mod \
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steady_state_operator/standard.mod \
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steady_state_operator/use_dll.mod \
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steady_state_operator/block.mod \
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@ -256,7 +251,6 @@ MODFILES = \
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external_function/no_deriv_given.mod \
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external_function/no_deriv_given_dll.mod \
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external_function/extfun_in_mlv.mod \
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seeds.mod \
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minimal_state_space_system/as2007_minimal.mod \
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minimal_state_space_system/sw_minimal.mod \
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identification/kim/kim2.mod \
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@ -275,6 +269,7 @@ MODFILES = \
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identification/forward_looking/forward_looking_empty_ghx.mod \
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identification/forward_looking/forward_looking_varobs_x.mod \
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simul/example1.mod \
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simul/ramst_vec.mod \
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simul/Solow_no_varexo.mod \
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simul/simul_ZLB_purely_forward.mod \
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simul/simul_ZLB_purely_forward_no_solution.mod \
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@ -361,6 +356,7 @@ MODFILES = \
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ep/rbc_bytecode.mod \
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ep/rbcii_MCP.mod \
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stochastic_simulations/example1_noprint.mod \
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stochastic_simulations/example_seeds.mod \
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stochastic-backward-models/solow_cd.mod \
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stochastic-backward-models/solow_ces.mod \
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stochastic-backward-models/solow_cd_with_steadystate.mod \
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@ -407,6 +403,7 @@ MODFILES = \
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trend_var/fs2000_log_nonstationary.mod \
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decision_rules/third_order/FV2011.mod \
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decision_rules/example1.mod \
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decision_rules/example1_use_dll.mod \
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decision_rules/ar_qz_test.mod \
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shock_decomposition/example1_calib_shock_decomp.mod \
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shock_decomposition/fs2000_est.mod \
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@ -416,6 +413,7 @@ MODFILES = \
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shock_decomposition/shock_decomp_backward.mod \
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stochastic_purely_forward/stochastic_purely_forward.mod \
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stochastic_purely_forward/stochastic_purely_forward_with_static.mod \
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forecast/example1_varexo_det.mod \
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forecast/Hansen_exo_det_forecast.mod \
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forecast/linear_exo_det_forecast.mod \
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forecast/ls2003_rolling_window_forecast.mod \
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@ -675,8 +673,9 @@ PARTICLEFILES = \
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particle/local_state_space_iteration_3_test.mod
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XFAIL_MODFILES = ramst_xfail.mod \
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estim_param_in_shock_value_xfail.mod \
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XFAIL_MODFILES = preprocessor_checks/ramst_all_values_required_xfail.mod \
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preprocessor_checks/example1_undeclared_vars_xfail.mod \
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estimation/estim_param_in_shock_value_xfail.mod \
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optimal_policy/Ramsey/ramsey_ex_wrong_ss_file_xfail.mod \
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estimation/fs2000_mixed_ML_xfail.mod \
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estimation/fs2000_stochastic_singularity_xfail.mod \
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@ -690,7 +689,7 @@ XFAIL_MODFILES = ramst_xfail.mod \
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particle/first_spec_xfail_0.mod \
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particle/first_spec_xfail_1.mod \
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kalman_initial_state/fs2000_kalman_initial_xfail.mod \
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example1_extra_exo_xfail.mod \
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preprocessor_checks/example1_extra_exo_xfail.mod \
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estimation/tune_mh_jscale/fs2000_1_xfail.mod \
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estimation/tune_mh_jscale/fs2000_2_xfail.mod \
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estimation/no_init_estimation_check_first_obs/fs2000_init_check_XFAIL.mod \
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@ -717,14 +716,14 @@ occbin/model_irrcap_twoconstraints/dynrbc_0_std_shocks.o.trs: occbin/model_irrca
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occbin/model_borrcon/borrcon_0_std_shocks.m.trs: occbin/model_borrcon/borrcon.m.trs
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occbin/model_borrcon/borrcon_0_std_shocks.o.trs: occbin/model_borrcon/borrcon.o.trs
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example1_use_dll.m.trs: example1.m.trs
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example1_use_dll.o.trs: example1.o.trs
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decision_rules/example1_use_dll.m.trs: decision_rules/example1.m.trs
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decision_rules/example1_use_dll.o.trs: decision_rules/example1.o.trs
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example2long_use_dll.m.trs: example1long.m.trs
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example2long_use_dll.o.trs: example1long.o.trs
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stochastic_simulations/example2long_use_dll.m.trs: stochastic_simulations/example1long.m.trs
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stochastic_simulations/example2long_use_dll.o.trs: stochastic_simulations/example1long.o.trs
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example2long.m.trs: example1long.m.trs
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example2long.o.trs: example1long.o.trs
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stochastic_simulations/example2long.m.trs: stochastic_simulations/example1long.m.trs
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stochastic_simulations/example2long.o.trs: stochastic_simulations/example1long.o.trs
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estimation/MH_recover/fs2000_recover_tarb.m.trs: estimation/MH_recover/fs2000_recover.m.trs
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estimation/MH_recover/fs2000_recover_tarb.o.trs: estimation/MH_recover/fs2000_recover.o.trs
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@ -869,8 +868,8 @@ deterministic_simulations/multiple_lead_lags/sim_lead_lag_aux_vars.o.trs: determ
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deterministic_simulations/multiple_lead_lags/sim_lead_lag.m.trs: deterministic_simulations/multiple_lead_lags/sim_base.m.trs deterministic_simulations/multiple_lead_lags/sim_lead_lag_aux_vars.m.trs
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deterministic_simulations/multiple_lead_lags/sim_lead_lag.o.trs: deterministic_simulations/multiple_lead_lags/sim_base.o.trs deterministic_simulations/multiple_lead_lags/sim_lead_lag_aux_vars.o.trs
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deterministic_simulations/multiple_lead_lags/ramst_augmented_histval.m.trs: ramst.m.trs
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deterministic_simulations/multiple_lead_lags/ramst_augmented_histval.o.trs: ramst.o.trs
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deterministic_simulations/multiple_lead_lags/ramst_augmented_histval.m.trs: simul/ramst.m.trs
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deterministic_simulations/multiple_lead_lags/ramst_augmented_histval.o.trs: simul/ramst.o.trs
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loglinear/example4_loglinear.m.trs: loglinear/example4_exp.m.trs
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loglinear/example4_loglinear.o.trs: loglinear/example4_exp.o.trs
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@ -984,11 +983,11 @@ particle/local_it_k_test_parallel.o.trs: particle/first_spec.o.trs
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pruning/AS_pruned_state_space_red_shock.m.trs: pruning/AnSchorfheide_pruned_state_space.m.trs
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pruning/AS_pruned_state_space_red_shock.o.trs: pruning/AnSchorfheide_pruned_state_space.o.trs
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ramst_model_edit.m.trs: ramst.m.trs
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ramst_model_edit.o.trs: ramst.o.trs
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preprocessor_checks/ramst_model_edit.m.trs: simul/ramst.m.trs
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preprocessor_checks/ramst_model_edit.o.trs: simul/ramst.o.trs
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log_transform/ramst.m.trs: ramst.m.trs
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log_transform/ramst.o.trs: ramst.o.trs
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log_transform/ramst.m.trs: simul/ramst.m.trs
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log_transform/ramst.o.trs: simul/ramst.o.trs
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model-inversion/nk-1/invert.m.trs: model-inversion/nk-1/simulate.m.trs
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model-inversion/nk-1/invert.o.trs: model-inversion/nk-1/simulate.o.trs
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@ -1305,7 +1304,7 @@ EXTRA_DIST = \
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run_reporting_test_matlab.m \
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run_reporting_test_octave.m \
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run_all_unit_tests.m \
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+matlab/+namespace/y_k.m \
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first_order/+matlab/+namespace/y_k.m \
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reporting/AnnualTable.m \
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reporting/CommResidTablePage.m \
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reporting/CountryGraphPage.m \
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@ -1318,7 +1317,7 @@ EXTRA_DIST = \
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reporting/runDynareReport.m \
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homotopy/common.mod \
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block_bytecode/ls2003.mod \
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fs2000_ssfile_aux.m \
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steady_state/fs2000_ssfile_aux.m \
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utils/printMakeCheckMatlabErrMsg.m \
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utils/printMakeCheckOctaveErrMsg.m \
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utils/fataltest.m \
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@ -1352,7 +1351,6 @@ EXTRA_DIST = \
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measurement_errors/data_ca1.m \
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measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m \
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missing/simulate_data_with_missing_observations.m \
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objectives/sgu_ex1.mat \
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conditional_forecasts/2/fsdat_simul.m \
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ms-sbvar/msdata.m \
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ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m \
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@ -1483,7 +1481,7 @@ EXTRA_DIST = \
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solver-test-functions/variablydimensioned.m \
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solver-test-functions/watson.m \
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solver-test-functions/wood.m \
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ramst_normcdf_and_friends.inc \
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stat_functions/ramst_normcdf_and_friends.inc \
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solve_algo_12_14/backward_model.inc \
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solve_algo_12_14/simul_backward_common.inc \
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solve_algo_12_14/purely_backward_common.inc \
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@ -71,7 +71,7 @@ if max(abs(junk(M_.maximum_lag+1:end)-oo_.endo_simul(strmatch('y_backward',M_.en
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error('Solution of purely backwards model not correct')
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end
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ramst_results=load('../../ramst/Output/ramst_results.mat');
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ramst_results=load('../../simul/ramst/Output/ramst_results.mat');
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if max(abs(ramst_results.oo_.endo_simul(strmatch('k',ramst_results.M_.endo_names,'exact'),1:end-M_.maximum_lead)-oo_.endo_simul(strmatch('k',M_.endo_names,'exact'),1:end-M_.maximum_lead)))>1e-10
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error('Solution of forward part of the model not correct')
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end
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@ -1,36 +0,0 @@
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// This file deals with the resolution and estimation of a basic DSGE model with
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//employment for comparison with the benchmark in Gauss which solves with
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//the same particular filter but global methodology.
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//
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// January 2010
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var k A c l i y;
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varexo e_a;
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parameters alp bet tet tau delt rho ;
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alp = 0.4;
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bet = 0.99;
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tet = 0.357 ;
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tau = 50 ;
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delt = 0.02;
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rho = 0.95;
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model;
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c = ((1 - alp)*tet/(1-tet))*A*(1-l)*((k(-1)/l)^alp);
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y = A*(k(-1)^alp)*(l^(1-alp)) ;
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i = y-c ;
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k = (1-delt)*k(-1) + i ;
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log(A) = rho*log(A(-1)) + e_a ;
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(((c^(tet))*((1-l)^(1-tet)))^(1-tau))/c - bet*((((c(+1)^(tet))*((1-l(+1))^(1-tet)))^(1-tau))/c(+1))*(1 -delt+alp*(A(1)*(k^alp)*(l(1)^(1-alp)))/k)=0 ;
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end;
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shocks;
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var e_a; stderr 0.035;
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end;
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steady;
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stoch_simul;
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save dsge_base2.mat oo_ M_ options_;
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close all, clc;
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@ -1,52 +0,0 @@
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// Example 1 from Collard's guide to Dynare
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var y, k, a, h, b;
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varexo e, u;
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verbatim;
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% I want these comments included in
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% example1.m 1999q1 1999y
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%
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var = 1;
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end;
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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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[endogenous='c',name='law of motion of capital']
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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;
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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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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 e, u = phi*0.009*0.009;
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end;
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stoch_simul;
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@ -1,3 +1,5 @@
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//test solvers for decision rules as well as accessing matlab namespace from steady state file (see #1639)
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@#define Blocks = ["1", "2", "3", "4", "5", "6", "7", "8", "9", "10", "11", "12", "13", "14", "15","16", "17", "18", "19", "20", "21", "22", "23", "24", "25","26", "27", "28", "29", "30", "31", "32", "33", "34", "35","36", "37", "38", "39", "40", "41", "42", "43", "44", "45","46", "47", "48", "49", "50", "51", "52", "53", "54", "55","56", "57", "58", "59", "60", "61", "62", "63", "64", "65","66", "67", "68", "69", "70", "71", "72", "73", "74", "75","76", "77", "78", "79", "80", "81", "82", "83", "84", "85","86", "87", "88", "89", "90", "91", "92", "93", "94", "95","96", "97", "98", "99", "100", "101", "102", "103", "104", "105", "106", "107", "108", "109", "110", "111", "112", "113", "114", "115","116", "117", "118", "119", "120", "121", "122", "123", "124", "125","126", "127", "128", "129", "130", "131", "132", "133", "134", "135","136", "137", "138", "139", "140", "141", "142", "143", "144", "145","146", "147", "148", "149", "150", "151", "152", "153", "154", "155","156", "157", "158", "159", "160", "161", "162", "163", "164", "165","166", "167", "168", "169", "170", "171", "172", "173", "174", "175","176", "177", "178", "179", "180", "181", "182", "183", "184", "185","186", "187", "188", "189", "190", "191", "192", "193", "194", "195","196", "197", "198", "199", "200"]
|
||||
|
||||
@#define blocks = Blocks[1:20]
|
|
@ -45,7 +45,7 @@ if max(abs(oo_.endo_simul(idx_log_c, :) - log(oo_.endo_simul(idx_c, :)))) > 1e-7
|
|||
error('Transformation not correctly performed')
|
||||
end
|
||||
|
||||
S = load('../ramst/Output/ramst_results.mat');
|
||||
S = load('../simul/ramst/Output/ramst_results.mat');
|
||||
if max(abs(oo_.endo_simul(idx_c, :) - S.oo_.endo_simul(idx_c, :))) > 1e-7
|
||||
error('Result differs from non-transformed model')
|
||||
end
|
||||
|
|
BIN
tests/objectives/sgu_ex1.mat (Stored with Git LFS)
BIN
tests/objectives/sgu_ex1.mat (Stored with Git LFS)
Binary file not shown.
|
@ -1,33 +0,0 @@
|
|||
periods 20000;
|
||||
var c k a;
|
||||
varexo e;
|
||||
parameters alpha beta delta gamma rho;
|
||||
|
||||
beta = 0.95;
|
||||
delta = 1;
|
||||
alpha = 0.3;
|
||||
rho = 0;
|
||||
gamma = 2;
|
||||
|
||||
model;
|
||||
exp(c) + exp(k) = (1-delta) * exp(k(-1)) + exp(a) * exp(k(-1))^alpha;
|
||||
exp(c)^(-gamma) = beta * exp(c(+1))^(-gamma) * (exp(a(+1)) * alpha * exp(k)^(alpha-1) + 1 - delta);
|
||||
a = rho * a(-1) + e;
|
||||
end;
|
||||
|
||||
initval;
|
||||
k=0;
|
||||
c=0;
|
||||
a=0;
|
||||
e=0;
|
||||
end;
|
||||
|
||||
Sigma_e_ = 1;
|
||||
|
||||
stoch_simul(nomoments,irf=0,nocorr,ar=0);
|
||||
|
||||
global dr_
|
||||
dr_obj_ = dr_;
|
||||
|
||||
save sgu_ex1.mat dr_obj_;
|
||||
|
|
@ -56,7 +56,7 @@ end;
|
|||
perfect_foresight_setup(periods=200);
|
||||
perfect_foresight_solver;
|
||||
|
||||
S = load('ramst/Output/ramst_results.mat');
|
||||
S = load('../simul/ramst/Output/ramst_results.mat');
|
||||
if any(size(oo_.endo_simul) ~= size(S.oo_.endo_simul)) || any(any(abs(oo_.endo_simul - S.oo_.endo_simul) > 1e-10))
|
||||
error('Model editing failure')
|
||||
end
|
|
@ -57,4 +57,3 @@ end;
|
|||
stoch_simul(nograph, periods = 200);
|
||||
|
||||
forecast;
|
||||
|
|
@ -1,37 +0,0 @@
|
|||
var c k;
|
||||
varexo x;
|
||||
|
||||
parameters alph gam delt bet aa;
|
||||
alph=0.5;
|
||||
gam=0.5;
|
||||
delt=0.02;
|
||||
bet=0.05;
|
||||
aa=0.5;
|
||||
|
||||
|
||||
model;
|
||||
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
|
||||
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
|
||||
end;
|
||||
|
||||
initval;
|
||||
x = 1;
|
||||
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
|
||||
c = aa*k^alph-delt*k +1 ;
|
||||
end;
|
||||
|
||||
steady;
|
||||
|
||||
check;
|
||||
|
||||
shocks;
|
||||
var x;
|
||||
periods 1;
|
||||
values 1.2;
|
||||
end;
|
||||
|
||||
perfect_foresight_setup(periods=200);
|
||||
perfect_foresight_solver;
|
||||
|
||||
rplot c;
|
||||
rplot k;
|
|
@ -1,37 +0,0 @@
|
|||
var c k a;
|
||||
varexo e;
|
||||
parameters alpha beta delta gamma rho;
|
||||
|
||||
beta = 0.95;
|
||||
delta = 1;
|
||||
alpha = 0.3;
|
||||
rho = 0;
|
||||
gamma = 2;
|
||||
|
||||
model;
|
||||
exp(c) + exp(k) = (1-delta) * exp(k(-1)) + exp(a) * exp(k(-1))^alpha;
|
||||
exp(c)^(-gamma) = beta * exp(c(+1))^(-gamma) * (exp(a(+1)) * alpha * exp(k)^(alpha-1) + 1 - delta);
|
||||
a = rho * a(-1) + e;
|
||||
end;
|
||||
|
||||
initval;
|
||||
k=0;
|
||||
c=0;
|
||||
a=0;
|
||||
e=0;
|
||||
end;
|
||||
|
||||
Sigma_e_ = 1;
|
||||
|
||||
stoch_simul(nomoments,nocorr,ar=0,irf=0);
|
||||
|
||||
global dr_
|
||||
load objectives/sgu_ex1;
|
||||
|
||||
fataltest(oo_.dr.ghx,dr_obj_.ghx,1);
|
||||
fataltest(oo_.dr.ghu,dr_obj_.ghu,2);
|
||||
fataltest(oo_.dr.ghxx,dr_obj_.ghxx,3);
|
||||
fataltest(oo_.dr.ghxu,dr_obj_.ghxu,4);
|
||||
fataltest(oo_.dr.ghuu,dr_obj_.ghuu,5);
|
||||
|
||||
disp('TESTS OK');
|
Loading…
Reference in New Issue