k_order_perturbation tests: added some comments and incorporated them into the testsuite
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3189 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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ee3ceb7db6
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686e9858f7
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@ -10,6 +10,10 @@ OCTAVE_MODS = \
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ramst_initval_file.mod \
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example1_varexo_det.mod \
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predetermined_variables.mod \
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k_order_perturbation/fs2000k2a.mod \
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k_order_perturbation/fs2000k2.mod \
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k_order_perturbation/fs2000k_1.mod \
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k_order_perturbation/fs2000k3.mod \
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arima/mod1.mod \
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arima/mod1a.mod \
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arima/mod2.mod \
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@ -1,3 +1,5 @@
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/* Used to check that Dynare++ and Dynare with k_order_solver=1 give the same result */
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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;
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varexo e_a e_m;
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@ -1,5 +1,5 @@
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// checks for order = 2 that use_k_order = 0 (fs2000k2a) and use_k_order = 1 (this file)
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// give the same results
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/* Checks that, for order = 2, k_order_solver = 0 (fs2000k2a)
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and k_order_solver = 1 (this file) give the same results */
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var m P c e W R k d n l gy_obs gp_obs y dA ;
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varexo e_a e_m;
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@ -57,6 +57,10 @@ steady;
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stoch_simul(order=2,k_order_solver,periods=1000);
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if ~exist('fs2000k2a_results.mat','file');
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error('fs2000k2a must be run first');
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end;
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oo1 = load('fs2000k2a_results','oo_');
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dr0 = oo1.oo_.dr;
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@ -1,5 +1,5 @@
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// checks for order = 2 that use_k_order = 0 (this file) and use_k_order = 1 (fs2000k2)
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// give the same results
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/* Checks that, for order = 2, k_order_solver = 0 (this file)
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and k_order_solver = 1 (fs2000k2) give the same results */
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var m P c e W R k d n l gy_obs gp_obs y dA ;
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varexo e_a e_m;
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@ -1,4 +1,4 @@
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// checks whether second order coefficients are the same with order=2 and order=3 with use_k_order=1
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// checks whether second order coefficients are the same with order=2 and order=3 with k_order_solver=1
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var m P c e W R k d n l gy_obs gp_obs y dA ;
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varexo e_a e_m;
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@ -1,3 +1,6 @@
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/* Checks that, for order = 2 and k_order_solver = 1, a model with 2 leads
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and the same model with one lead (using auxiliary vars) give the same result */
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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 AUXv;
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varexo e_a e_m;
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@ -1,89 +0,0 @@
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// checks whether second order coefficients are the same with order=2 and order=3 with use_k_order=1
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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 AUXv;
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varexo e_a e_m;
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parameters alp bet gam mst rho psi del;
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alp = 0.33;
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bet = 0.99;
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gam = 0.003;
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mst = 1.011;
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rho = 0.7;
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psi = 0.787;
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del = 0.02;
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model (use_dll);
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dA = exp(gam+e_a);
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log(m) = (1-rho)*log(mst) + rho*log(m_1(-1))+e_m;
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-P/(c(+1)*P(+1)*m)+AUXv(+1);
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W = l/n;
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-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
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R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
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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;
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c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
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P*c = m;
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m-1+d = l;
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e = exp(e_a);
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y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
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gy_obs = dA*y/y(-1);
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gp_obs = (P/P_1(-1))*m_1(-1)/dA;
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m_1 = m;
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P_1 = P;
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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);
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end;
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initval;
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m = mst;
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m_1=mst;
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P = 2.25;
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P_1 = 2.25;
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c = 0.45;
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e = 1;
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W = 4;
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R = 1.02;
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k = 6;
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d = 0.85;
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n = 0.19;
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l = 0.86;
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y = 0.6;
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gy_obs = exp(gam);
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gp_obs = exp(-gam);
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dA = exp(gam);
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AUXv = 1;
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end;
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shocks;
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var e_a; stderr 0.014;
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var e_m; stderr 0.005;
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end;
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steady;
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stoch_simul(order=2,use_k_order,periods=1000);
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if ~exist('fs2000k2a_results.mat','file');
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error('fs2000k2a must be run first');
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end;
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oo1 = load('fs2000k2a_results','oo_');
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dr0 = oo1.oo_.dr;
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dr = oo_.dr;
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ikr = [2:10 1 13:17];
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ikc2 = [1 3 4 2 9 11 12 10 13 15 16 14 5 7 8 6];
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if max(max(abs(dr0.ghxx - dr.ghxx(ikr,ikc2)))) > 1e-12;
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disp('error in ghxx');
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end;
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if max(max(abs(dr0.ghuu - dr.ghuu(ikr,:)))) > 1e-12;
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disp('error in ghuu');
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end;
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if max(max(abs(dr0.ghxu - dr.ghxu(ikr,[1 2 5:8 3 4])))) > 1e-12;
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disp('error in ghxu');
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end;
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if max(max(abs(dr0.ghs2 - dr.ghs2(ikr)))) > 1e-12;
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disp('error in ghs2');
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end;
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