stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
tests/ep/ar.mod
View File

@ -2,7 +2,7 @@ var Efficiency, efficiency;
varexo EfficiencyInnovation; varexo EfficiencyInnovation;
parameters rho, effstar, sigma2; parameters rho, effstar, sigma;
/* /*
** Calibration ** Calibration
@ -11,22 +11,22 @@ parameters rho, effstar, sigma2;
rho = 0.950; rho = 0.950;
effstar = 1.000; effstar = 1.000;
sigma2 = 0.0001; sigma = 0.0001;
external_function(name=mean_preserving_spread); external_function(name=mean_preserving_spread,nargs=2);
model; model;
// Eq. n°1: // Eq. n°1:
efficiency = rho*efficiency(-1) + EfficiencyInnovation; efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
// Eq. n°2: // Eq. n°2:
Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho)); Efficiency = effstar*exp(efficiency-mean_preserving_spread(rho,sigma));
end; end;
shocks; shocks;
var EfficiencyInnovation = sigma2; var EfficiencyInnovation = 1;
end; end;
steady; steady;
@ -36,15 +36,15 @@ options_.ep.stochastic.order = 0;
options_.ep.stochastic.nodes = 0; options_.ep.stochastic.nodes = 0;
options_.console_mode = 0; options_.console_mode = 0;
ts = extended_path([],100); ts = extended_path([],10000);
options_.ep.verbosity = 0; options_.ep.verbosity = 0;
options_.ep.stochastic.order = 1; options_.ep.stochastic.order = 1;
options_.ep.stochastic.nodes = 3; options_.ep.stochastic.nodes = 3;
options_.console_mode = 0; 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)!!!') 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 % stephane DOT adjemian AT univ DASH lemans DOT fr
% frederic DOT karame AT univ DASH evry 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);