Add unit test for qz_criterium

time-shift
Johannes Pfeifer 2016-10-27 19:46:10 +02:00
parent 0a2f3f0f10
commit 5fe79aeda2
2 changed files with 32 additions and 0 deletions

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@ -271,6 +271,7 @@ MODFILES = \
trend_var/fs2000_log_nonstationary.mod \
decision_rules/third_order/FV2011.mod \
decision_rules/example1.mod \
decision_rules/ar_qz_test.mod \
shock_decomposition/example1_calib_shock_decomp.mod \
shock_decomposition/fs2000_est.mod \
shock_decomposition/fs2000_est_varlist.mod \

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@ -0,0 +1,31 @@
var white_noise ar1 junk;
varexo e;
parameters phi;
phi=1;
model;
white_noise=e;
ar1=phi*ar1(-1)+e;
junk=0.9*junk(+1);
end;
shocks;
var e = 1;
end;
options_.qz_criterium=1+1e-6;
stoch_simul(order=1);
options_.qz_criterium=1-1e-6;
error_indicator=0;
try
info=stoch_simul(var_list_)
error_indicator=1
catch
end
if error_indicator
error('qz_criterion did not work')
end