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Use steady_state_model in tests/particles/dsge_base2.mod.

time-shift
Stéphane Adjemian (Charybdis) 2019-12-19 22:51:13 +01:00
parent 58da5e7120
commit 53c9d9de69
2 changed files with 13 additions and 48 deletions
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13
tests/particle/dsge_base2.mod
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@ -70,6 +70,19 @@ log(A) = rho*log(A(-1)) + e_a ;
(((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 ;
end;
steady_state_model;
k = -(alp-1)*(alp^(1/(1-alp)))*(bet^(1/(1-alp)))*((bet*(delt-1)+1)^(alp/(alp-1)))*tet/(-alp*delt*bet+delt*bet+alp*tet*bet-bet-alp*tet+1);
l = (alp-1)*(bet*(delt-1)+1)*tet/(alp*tet+bet*((alp-1)*delt-alp*tet+1)-1) ;
y = (k^alp)*(l^(1-alp)) ;
i = delt*k ;
c = y - i ;
A = 1;
end;
shocks;
var e_a; stderr 0.035;
end;

48
tests/particle/dsge_base2_steadystate.m
View File

@ -1,48 +0,0 @@
function [ys,check,penlt] = dsge_base2_steadystate(ys, exe)
global M_
persistent idx NumberOfParameters NumberOfEndogenousVariables
persistent load_parameters fill_ys
if isempty(idx)
NumberOfParameters = M_.param_nbr;
NumberOfEndogenousVariables = M_.orig_endo_nbr;
load_parameters = [];
for i = 1:NumberOfParameters
load_parameters = [ load_parameters M_.param_names{i} ' = M_.params(' int2str(i) '); '];
end
fill_ys = [];
for i = 1:NumberOfEndogenousVariables
fill_ys = [fill_ys 'ys(' int2str(i) ') = ' M_.endo_names{i} '_ss' '; '];
end
idx = 1;
end
% Do not call matlab's routine!
eval(load_parameters);
ys = zeros(NumberOfEndogenousVariables,1);
check = 0;
k_ss = -(alp-1)*(alp^(1/(1-alp)))*(bet^(1/(1-alp)))*((bet*(delt-1)+1)^(alp/(alp-1)))*tet;
k_ss = k_ss/(-alp*delt*bet+delt*bet+alp*tet*bet-bet-alp*tet+1);
l_ss = (alp-1)*(bet*(delt-1)+1)*tet;
l_ss = l_ss/(alp*tet+bet*((alp-1)*delt-alp*tet+1)-1) ;
y_ss = (k_ss^alp)*(l_ss^(1-alp)) ;
i_ss = delt*k_ss ;
c_ss = y_ss - i_ss ;
A_ss = 1;
% Fill vector ys (steady state values).
eval(fill_ys);