diff --git a/tests/ls2003/ls2003a.mod b/tests/ls2003/ls2003a.mod deleted file mode 100644 index 4f65cb3f4..000000000 --- a/tests/ls2003/ls2003a.mod +++ /dev/null @@ -1,65 +0,0 @@ -var y y_s R pie dq pie_s de A y_obs pie_obs R_obs; -varexo e_R e_q e_ys e_pies e_A; - -parameters psi1 psi2 psi3 rho_R tau alpha rr k rho_q rho_A rho_ys rho_pies; - -psi1 = 1.54; -psi2 = 0.25; -psi3 = 0.25; -rho_R = 0.5; -alpha = 0.3; -rr = 2.51; -k = 0.5; -tau = 0.5; -rho_q = 0.4; -rho_A = 0.2; -rho_ys = 0.9; -rho_pies = 0.7; - - -model(linear); -y = y(+1) - (tau +alpha*(2-alpha)*(1-tau))*(R-pie(+1))-alpha*(tau +alpha*(2-alpha)*(1-tau))*dq(+1) + alpha*(2-alpha)*((1-tau)/tau)*(y_s-y_s(+1))-A(+1); -pie = exp(-rr/400)*pie(+1)+alpha*exp(-rr/400)*dq(+1)-alpha*dq+(k/(tau+alpha*(2-alpha)*(1-tau)))*y+alpha*(2-alpha)*(1-tau)/(tau*(tau+alpha*(2-alpha)*(1-tau)))*y_s; -pie = de+(1-alpha)*dq+pie_s; -R = rho_R*R(-1)+(1-rho_R)*(psi1*pie+psi2*(y+alpha*(2-alpha)*((1-tau)/tau)*y_s)+psi3*de)+e_R; -dq = rho_q*dq(-1)+e_q; -y_s = rho_ys*y_s(-1)+e_ys; -pie_s = rho_pies*pie_s(-1)+e_pies; -A = rho_A*A(-1)+e_A; -y_obs = y-y(-1)+A; -pie_obs = 4*pie; -R_obs = 4*R; -end; - -shocks; -var e_R = 1.25^2; -var e_q = 2.5^2; -var e_A = 1.89; -var e_ys = 1.89; -var e_pies = 1.89; -end; - -varobs y_obs R_obs pie_obs dq de; - -estimated_params; -psi1 , gamma_pdf,1.5,0.5; -psi2 , gamma_pdf,0.25,0.125; -psi3 , gamma_pdf,0.25,0.125; -rho_R ,beta_pdf,0.5,0.2; -alpha ,beta_pdf,0.3,0.1; -rr ,gamma_pdf,2.5,1; -k , gamma_pdf,0.5,0.25; -tau ,gamma_pdf,0.5,0.2; -rho_q ,beta_pdf,0.4,0.2; -rho_A ,beta_pdf,0.5,0.2; -rho_ys ,beta_pdf,0.8,0.1; -rho_pies,beta_pdf,0.7,0.15; -stderr e_R,inv_gamma_pdf,1.2533,0.6551; -stderr e_q,inv_gamma_pdf,2.5066,1.3103; -stderr e_A,inv_gamma_pdf,1.2533,0.6551; -stderr e_ys,inv_gamma_pdf,1.2533,0.6551; -stderr e_pies,inv_gamma_pdf,1.88,0.9827; -end; - -estimation(datafile=data_ca1,first_obs=8,nobs=79,mh_nblocks=10,prefilter=1,mh_jscale=0.5,mh_replic=0); -