AIM tests auxiliary files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2520 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
george
parent
e1c13c256a
commit
6e633aad31
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data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ...
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-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ...
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-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ...
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-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ...
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1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ...
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2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ...
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1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ...
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1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ...
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1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ...
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1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ...
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0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ...
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1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ...
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1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ...
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0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ...
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0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ...
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0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ...
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1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ...
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0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ...
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-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ...
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-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ...
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-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ...
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0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ...
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0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ...
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0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ...
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-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ...
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0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ...
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0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ...
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0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ...
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0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ...
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0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ...
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0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ...
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0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ...
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1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ...
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1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ...
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1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ...
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0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ...
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0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ...
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-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ...
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0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ...
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0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ...
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0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ...
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0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ...
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1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ...
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0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ...
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0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ...
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1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ...
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1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ...
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0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ...
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1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ...
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0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ...
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1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ...
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1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ...
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1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ...
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1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ...
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1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ...
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1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ...
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1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ...
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0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ...
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1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ...
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0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ...
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0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ...
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0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ...
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-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ...
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0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ...
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1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ...
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1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ...
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0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ...
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];
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data = reshape(data,5,86)';
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y_obs = data(:,1);
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pie_obs = data(:,2);
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R_obs = data(:,3);
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de = data(:,4);
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dq = data(:,5);
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%Country: Canada
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%Sample Range: 1981:2 to 2002:3
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%Observations: 86
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%Variables: Real GDP Growth [%], Inflation [annualized %], Nom Rate [%],
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% Exchange Rate Change [%], Terms of Trade Change [%]
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@ -0,0 +1,65 @@
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% computes the steady state of fs2000 analyticaly
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% largely inspired by the program of F. Schorfheide
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function [ys,check] = fs2000k_steadystate(ys,exe)
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global M_
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alp = M_.params(1);
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bet = M_.params(2);
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gam = M_.params(3);
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mst = M_.params(4);
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rho = M_.params(5);
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psi = M_.params(6);
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del = M_.params(7);
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check = 0;
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dA = exp(gam);
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gst = 1/dA;
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m = mst;
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khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
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xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
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nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
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n = xist/(nust+xist);
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P = xist + nust;
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k = khst*n;
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l = psi*mst*n/( (1-psi)*(1-n) );
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c = mst/P;
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d = l - mst + 1;
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y = k^alp*n^(1-alp)*gst^alp;
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R = mst/bet;
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W = l/n;
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ist = y-c;
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q = 1 - d;
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e = 1;
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gp_obs = m/dA;
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gy_obs = dA;
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P_obs = 1;
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Y_obs = 1;
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P2=P;
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c2=c;
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ys =[
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m
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P
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c
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e
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W
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R
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k
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d
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n
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l
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gy_obs
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gp_obs
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Y_obs
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P_obs
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y
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dA
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P2
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c2 ];
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@ -0,0 +1,210 @@
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data_q = [
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18.02 1474.5 150.2
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17.94 1538.2 150.9
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18.01 1584.5 151.4
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18.42 1644.1 152
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||||
18.73 1678.6 152.7
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19.46 1693.1 153.3
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19.55 1724 153.9
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19.56 1758.2 154.7
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19.79 1760.6 155.4
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19.77 1779.2 156
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19.82 1778.8 156.6
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20.03 1790.9 157.3
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20.12 1846 158
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20.1 1882.6 158.6
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20.14 1897.3 159.2
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20.22 1887.4 160
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20.27 1858.2 160.7
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20.34 1849.9 161.4
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20.39 1848.5 162
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20.42 1868.9 162.8
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20.47 1905.6 163.6
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20.56 1959.6 164.3
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20.62 1994.4 164.9
|
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20.78 2020.1 165.7
|
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21 2030.5 166.5
|
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21.2 2023.6 167.2
|
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21.33 2037.7 167.9
|
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21.62 2033.4 168.7
|
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21.71 2066.2 169.5
|
||||
22.01 2077.5 170.2
|
||||
22.15 2071.9 170.9
|
||||
22.27 2094 171.7
|
||||
22.29 2070.8 172.5
|
||||
22.56 2012.6 173.1
|
||||
22.64 2024.7 173.8
|
||||
22.77 2072.3 174.5
|
||||
22.88 2120.6 175.3
|
||||
22.92 2165 176.045
|
||||
22.91 2223.3 176.727
|
||||
22.94 2221.4 177.481
|
||||
23.03 2230.95 178.268
|
||||
23.13 2279.22 179.694
|
||||
23.22 2265.48 180.335
|
||||
23.32 2268.29 181.094
|
||||
23.4 2238.57 181.915
|
||||
23.45 2251.68 182.634
|
||||
23.51 2292.02 183.337
|
||||
23.56 2332.61 184.103
|
||||
23.63 2381.01 184.894
|
||||
23.75 2422.59 185.553
|
||||
23.81 2448.01 186.203
|
||||
23.87 2471.86 186.926
|
||||
23.94 2476.67 187.68
|
||||
24 2508.7 188.299
|
||||
24.07 2538.05 188.906
|
||||
24.12 2586.26 189.631
|
||||
24.29 2604.62 190.362
|
||||
24.35 2666.69 190.954
|
||||
24.41 2697.54 191.56
|
||||
24.52 2729.63 192.256
|
||||
24.64 2739.75 192.938
|
||||
24.77 2808.88 193.467
|
||||
24.88 2846.34 193.994
|
||||
25.01 2898.79 194.647
|
||||
25.17 2970.48 195.279
|
||||
25.32 3042.35 195.763
|
||||
25.53 3055.53 196.277
|
||||
25.79 3076.51 196.877
|
||||
26.02 3102.36 197.481
|
||||
26.14 3127.15 197.967
|
||||
26.31 3129.53 198.455
|
||||
26.6 3154.19 199.012
|
||||
26.9 3177.98 199.572
|
||||
27.21 3236.18 199.995
|
||||
27.49 3292.07 200.452
|
||||
27.75 3316.11 200.997
|
||||
28.12 3331.22 201.538
|
||||
28.39 3381.86 201.955
|
||||
28.73 3390.23 202.419
|
||||
29.14 3409.65 202.986
|
||||
29.51 3392.6 203.584
|
||||
29.94 3386.49 204.086
|
||||
30.36 3391.61 204.721
|
||||
30.61 3422.95 205.419
|
||||
31.02 3389.36 206.13
|
||||
31.5 3481.4 206.763
|
||||
31.93 3500.95 207.362
|
||||
32.27 3523.8 208
|
||||
32.54 3533.79 208.642
|
||||
33.02 3604.73 209.142
|
||||
33.2 3687.9 209.637
|
||||
33.49 3726.18 210.181
|
||||
33.95 3790.44 210.737
|
||||
34.36 3892.22 211.192
|
||||
34.94 3919.01 211.663
|
||||
35.61 3907.08 212.191
|
||||
36.29 3947.11 212.708
|
||||
37.01 3908.15 213.144
|
||||
37.79 3922.57 213.602
|
||||
38.96 3879.98 214.147
|
||||
40.13 3854.13 214.7
|
||||
41.05 3800.93 215.135
|
||||
41.66 3835.21 215.652
|
||||
42.41 3907.02 216.289
|
||||
43.19 3952.48 216.848
|
||||
43.69 4044.59 217.314
|
||||
44.15 4072.19 217.776
|
||||
44.77 4088.49 218.338
|
||||
45.57 4126.39 218.917
|
||||
46.32 4176.28 219.427
|
||||
47.07 4260.08 219.956
|
||||
47.66 4329.46 220.573
|
||||
48.63 4328.33 221.201
|
||||
49.42 4345.51 221.719
|
||||
50.41 4510.73 222.281
|
||||
51.27 4552.14 222.933
|
||||
52.35 4603.65 223.583
|
||||
53.51 4605.65 224.152
|
||||
54.65 4615.64 224.737
|
||||
55.82 4644.93 225.418
|
||||
56.92 4656.23 226.117
|
||||
58.18 4678.96 226.754
|
||||
59.55 4566.62 227.389
|
||||
61.01 4562.25 228.07
|
||||
62.59 4651.86 228.689
|
||||
64.15 4739.16 229.155
|
||||
65.37 4696.82 229.674
|
||||
66.65 4753.02 230.301
|
||||
67.87 4693.76 230.903
|
||||
68.86 4615.89 231.395
|
||||
69.72 4634.88 231.906
|
||||
70.66 4612.08 232.498
|
||||
71.44 4618.26 233.074
|
||||
72.08 4662.97 233.546
|
||||
72.83 4763.57 234.028
|
||||
73.48 4849 234.603
|
||||
74.19 4939.23 235.153
|
||||
75.02 5053.56 235.605
|
||||
75.58 5132.87 236.082
|
||||
76.25 5170.34 236.657
|
||||
76.81 5203.68 237.232
|
||||
77.63 5257.26 237.673
|
||||
78.25 5283.73 238.176
|
||||
78.76 5359.6 238.789
|
||||
79.45 5393.57 239.387
|
||||
79.81 5460.83 239.861
|
||||
80.22 5466.95 240.368
|
||||
80.84 5496.29 240.962
|
||||
81.45 5526.77 241.539
|
||||
82.09 5561.8 242.009
|
||||
82.68 5618 242.52
|
||||
83.33 5667.39 243.12
|
||||
84.09 5750.57 243.721
|
||||
84.67 5785.29 244.208
|
||||
85.56 5844.05 244.716
|
||||
86.66 5878.7 245.354
|
||||
87.44 5952.83 245.966
|
||||
88.45 6010.96 246.46
|
||||
89.39 6055.61 247.017
|
||||
90.13 6087.96 247.698
|
||||
90.88 6093.51 248.374
|
||||
92 6152.59 248.928
|
||||
93.18 6171.57 249.564
|
||||
94.14 6142.1 250.299
|
||||
95.11 6078.96 251.031
|
||||
96.27 6047.49 251.65
|
||||
97 6074.66 252.295
|
||||
97.7 6090.14 253.033
|
||||
98.31 6105.25 253.743
|
||||
99.13 6175.69 254.338
|
||||
99.79 6214.22 255.032
|
||||
100.17 6260.74 255.815
|
||||
100.88 6327.12 256.543
|
||||
101.84 6327.93 257.151
|
||||
102.35 6359.9 257.785
|
||||
102.83 6393.5 258.516
|
||||
103.51 6476.86 259.191
|
||||
104.13 6524.5 259.738
|
||||
104.71 6600.31 260.351
|
||||
105.39 6629.47 261.04
|
||||
106.09 6688.61 261.692
|
||||
106.75 6717.46 262.236
|
||||
107.24 6724.2 262.847
|
||||
107.75 6779.53 263.527
|
||||
108.29 6825.8 264.169
|
||||
108.91 6882 264.681
|
||||
109.24 6983.91 265.258
|
||||
109.74 7020 265.887
|
||||
110.23 7093.12 266.491
|
||||
111 7166.68 266.987
|
||||
111.43 7236.5 267.545
|
||||
111.76 7311.24 268.171
|
||||
112.08 7364.63 268.815
|
||||
];
|
||||
%GDPD GDPQ GPOP
|
||||
|
||||
series = zeros(193,2);
|
||||
series(:,2) = data_q(:,1);
|
||||
series(:,1) = 1000*data_q(:,2)./data_q(:,3);
|
||||
|
||||
Y_obs = series(:,1);
|
||||
P_obs = series(:,2);
|
||||
|
||||
series = series(2:193,:)./series(1:192,:);
|
||||
|
||||
gy_obs = series(:,1);
|
||||
gp_obs = series(:,2);
|
||||
|
||||
ti = [1950:0.25:1997.75];
|
||||
Loading…
Reference in New Issue