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4.1: adding tests for k_order_perturbation 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3175 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-11-30 12:22:32 +00:00
parent 6d5f9b53c6
commit 622a2d7ec2
6 changed files with 458 additions and 0 deletions
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57
tests/k_order_perturbation/fs2000k++.mod Normal file
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var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA P2 c2;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
alp = 0.33;
bet = 0.99;
gam = 0.003;
mst = 1.011;
rho = 0.7;
psi = 0.787;
del = 0.02;
model;
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m;
-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c2(+1)*P2(+1)*m(+1))=0;
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P_1(-1))*m_1(-1)/dA;
P2 = P(+1);
c2 = c(+1);
m_1 = m;
P_1 = P;
end;
initval;
m = mst;
m_1=mst;
P = 2.25;
P_1 = 2.25;
c = 0.45;
e = 1;
W = 4;
R = 1.02;
k = 6;
d = 0.85;
n = 0.19;
l = 0.86;
y = 0.6;
gy_obs = exp(gam);
gp_obs = exp(-gam);
dA = exp(gam);
P2=P;
c2=c;
end;
vcov = [0.014, 0;0, 0.005];

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tests/k_order_perturbation/fs2000k2.mod Normal file
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// checks for order = 2 that use_k_order = 0 (fs2000k2a) and use_k_order = 1 (this file)
// give the same results
var m P c e W R k d n l gy_obs gp_obs y dA ;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
alp = 0.33;
bet = 0.99;
gam = 0.003;
mst = 1.011;
rho = 0.7;
psi = 0.787;
del = 0.02;
model (use_dll);
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P(-1))*m(-1)/dA;
end;
initval;
m = mst;
P = 2.25;
c = 0.45;
e = 1;
W = 4;
R = 1.02;
k = 6;
d = 0.85;
n = 0.19;
l = 0.86;
y = 0.6;
gy_obs = exp(gam);
gp_obs = exp(-gam);
dA = exp(gam);
end;
shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady;
stoch_simul(order=2,use_k_order,periods=1000);
oo1 = load('fs2000k2a_results','oo_');
dr0 = oo1.oo_.dr;
dr = oo_.dr;
if max(max(abs(dr0.ghx - dr.ghx))) > 1e-12;
disp('error in ghx');
end;
if max(max(abs(dr0.ghu - dr.ghu))) > 1e-12;
disp('error in ghu');
end;
if max(max(abs(dr0.ghxx - dr.ghxx))) > 1e-12;
disp('error in ghxx');
end;
if max(max(abs(dr0.ghuu - dr.ghuu))) > 1e-12;
disp('error in ghuu');
end;
if max(max(abs(dr0.ghxu - dr.ghxu))) > 1e-12;
disp('error in ghxu');
end;
if max(max(abs(dr0.ghs2 - dr.ghs2))) > 1e-12;
disp('error in ghs2');
end;

60
tests/k_order_perturbation/fs2000k2a.mod Normal file
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// checks for order = 2 that use_k_order = 0 (this file) and use_k_order = 1 (fs2000k2)
// give the same results
var m P c e W R k d n l gy_obs gp_obs y dA ;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
alp = 0.33;
bet = 0.99;
gam = 0.003;
mst = 1.011;
rho = 0.7;
psi = 0.787;
del = 0.02;
model;
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P(-1))*m(-1)/dA;
end;
initval;
m = mst;
P = 2.25;
c = 0.45;
e = 1;
W = 4;
R = 1.02;
k = 6;
d = 0.85;
n = 0.19;
l = 0.86;
y = 0.6;
gy_obs = exp(gam);
gp_obs = exp(-gam);
dA = exp(gam);
end;
shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady;
stoch_simul(order=2);

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tests/k_order_perturbation/fs2000k3.mod Normal file
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// checks whether second order coefficients are the same with order=2 and order=3 with use_k_order=1
var m P c e W R k d n l gy_obs gp_obs y dA ;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
alp = 0.33;
bet = 0.99;
gam = 0.003;
mst = 1.011;
rho = 0.7;
psi = 0.787;
del = 0.02;
model (use_dll);
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P(-1))*m(-1)/dA;
end;
initval;
m = mst;
P = 2.25;
c = 0.45;
e = 1;
W = 4;
R = 1.02;
k = 6;
d = 0.85;
n = 0.19;
l = 0.86;
y = 0.6;
gy_obs = exp(gam);
gp_obs = exp(-gam);
dA = exp(gam);
end;
shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady;
stoch_simul(order=3,periods=1000);
if ~exist('fs2000k2a_results.mat','file');
error('fs2000k2a must be run first');
end;
oo1 = load('fs2000k2a_results','oo_');
dr0 = oo1.oo_.dr;
dr = oo_.dr;
if max(max(abs(dr0.ghxx - dr.ghxx))) > 1e-12;
disp('error in ghxx');
end;
if max(max(abs(dr0.ghuu - dr.ghuu))) > 1e-12;
disp('error in ghuu');
end;
if max(max(abs(dr0.ghxu - dr.ghxu))) > 1e-12;
disp('error in ghxu');
end;
if max(max(abs(dr0.ghs2 - dr.ghs2))) > 1e-12;
disp('error in ghs2');
end;

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tests/k_order_perturbation/fs2000k_1.mod Normal file
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var m P c e W R k d n l gy_obs gp_obs y dA ;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
alp = 0.33;
bet = 0.99;
gam = 0.003;
mst = 1.011;
rho = 0.7;
psi = 0.787;
del = 0.02;
model (use_dll);
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P(-1))*m(-1)/dA;
end;
initval;
m = mst;
P = 2.25;
c = 0.45;
e = 1;
W = 4;
R = 1.02;
k = 6;
d = 0.85;
n = 0.19;
l = 0.86;
y = 0.6;
gy_obs = exp(gam);
gp_obs = exp(-gam);
dA = exp(gam);
end;
shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady;
stoch_simul(order=2,use_k_order,irf=0);
if ~exist('fs2000k2_results.mat','file');
error('fs2000k2 must be run first');
end;
oo1 = load('fs2000k2_results','oo_');
dr0 = oo1.oo_.dr;
dr = oo_.dr;
ikr = [15 1:3 16 4:7 12 10 11 13 14];
ikc = [1 3 4 2];
ikc2 = [1 3 4 2 9 11 12 10 13 15 16 14 5 7 8 6];
ikc2u = [1 2 5 6 7 8 3 4];
if max(max(abs(dr0.ghx(ikr,ikc) - dr.ghx(1:end-1,:)))) > 1e-12;
disp('error in ghx');
end;
if max(max(abs(dr0.ghu(ikr,:) - dr.ghu(1:end-1,:)))) > 1e-12;
disp('error in ghu');
end;
if max(max(abs(dr0.ghxx(ikr,ikc2) - dr.ghxx(1:end-1,:)))) > 1e-12;
disp('error in ghxx');
end;
if max(max(abs(dr0.ghuu(ikr,:) - dr.ghuu(1:end-1,:)))) > 1e-12;
disp('error in ghuu');
end;
if max(max(abs(dr0.ghxu(ikr,ikc2u) - dr.ghxu(1:end-1,:)))) > 1e-12;
disp('error in ghxu');
end;
if max(max(abs(dr0.ghs2(ikr,:) - dr.ghs2(1:end-1,:)))) > 1e-12;
disp('error in ghs2');
end;

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// checks whether second order coefficients are the same with order=2 and order=3 with use_k_order=1
var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA AUXv;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
alp = 0.33;
bet = 0.99;
gam = 0.003;
mst = 1.011;
rho = 0.7;
psi = 0.787;
del = 0.02;
model (use_dll);
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m;
-P/(c(+1)*P(+1)*m)+AUXv(+1);
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P_1(-1))*m_1(-1)/dA;
m_1 = m;
P_1 = P;
AUXv = bet*P*(alp*exp(-alp*(gam+log(e)))*k(-1)^(alp-1)*n^(1-alp)+(1-del)*exp(-(gam+log(e))))/(c(+1)*P(+1)*m);
end;
initval;
m = mst;
m_1=mst;
P = 2.25;
P_1 = 2.25;
c = 0.45;
e = 1;
W = 4;
R = 1.02;
k = 6;
d = 0.85;
n = 0.19;
l = 0.86;
y = 0.6;
gy_obs = exp(gam);
gp_obs = exp(-gam);
dA = exp(gam);
AUXv = 1;
end;
shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady;
stoch_simul(order=2,use_k_order,periods=1000);
if ~exist('fs2000k2a_results.mat','file');
error('fs2000k2a must be run first');
end;
oo1 = load('fs2000k2a_results','oo_');
dr0 = oo1.oo_.dr;
dr = oo_.dr;
ikr = [2:10 1 13:17];
ikc2 = [1 3 4 2 9 11 12 10 13 15 16 14 5 7 8 6];
if max(max(abs(dr0.ghxx - dr.ghxx(ikr,ikc2)))) > 1e-12;
disp('error in ghxx');
end;
if max(max(abs(dr0.ghuu - dr.ghuu(ikr,:)))) > 1e-12;
disp('error in ghuu');
end;
if max(max(abs(dr0.ghxu - dr.ghxu(ikr,[1 2 5:8 3 4])))) > 1e-12;
disp('error in ghxu');
end;
if max(max(abs(dr0.ghs2 - dr.ghs2(ikr)))) > 1e-12;
disp('error in ghs2');
end;