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Fixed bugs.

time-shift
Stéphane Adjemian (Charybdis) 2012-11-05 17:43:52 +01:00
parent e8ec0a37df
commit 59a62d87af
2 changed files with 11 additions and 11 deletions
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20
tests/ep/ar.mod
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@ -2,7 +2,7 @@ var Efficiency, efficiency;
varexo EfficiencyInnovation;
parameters rho, effstar, sigma2;
parameters rho, effstar, sigma;
/*
** Calibration
@ -11,22 +11,22 @@ parameters rho, effstar, sigma2;
rho = 0.950;
effstar = 1.000;
sigma2 = 0.0001;
sigma = 0.0001;
external_function(name=mean_preserving_spread);
external_function(name=mean_preserving_spread,nargs=2);
model;
// Eq. n°1:
efficiency = rho*efficiency(-1) + EfficiencyInnovation;
efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
// Eq. n°2:
Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho));
Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho,sigma));
end;
shocks;
var EfficiencyInnovation = sigma2;
var EfficiencyInnovation = 1;
end;
steady;
@ -36,15 +36,15 @@ options_.ep.stochastic.order = 0;
options_.ep.stochastic.nodes = 0;
options_.console_mode = 0;
ts = extended_path([],100);
ts = extended_path([],10000);
options_.ep.verbosity = 0;
options_.ep.stochastic.order = 1;
options_.ep.stochastic.nodes = 3;
options_.console_mode = 0;
sts = extended_path([],100);
sts = extended_path([],10000);
if max(max(abs(ts-sts)))>options_.dynatol.x
if max(max(abs(ts-sts)))>pi*options_.dynatol.x
disp('Stochastic Extended Path:: Something is wrong here (potential bug in extended_path.m)!!!')
end
end

2
tests/ep/mean_preserving_spread.m
View File

@ -14,4 +14,4 @@ function m = mean_preserving_spread(autoregressive_parameter,sigma)
% stephane DOT adjemian AT univ DASH lemans DOT fr
% frederic DOT karame AT univ DASH evry DOT fr
m = sigma/(1-autoregressive_parameter*autoregressive_parameter);
m = .5*sigma*sigma/(1-autoregressive_parameter*autoregressive_parameter);