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Fixed integration tests related to the simulation of backward models. 

Use the histval interface for setting the initial conditions.
time-shift
Stéphane Adjemian(Charybdis) 2018-03-12 09:47:06 +01:00
parent aa4cabcbeb
commit 85b88e133b
3 changed files with 21 additions and 9 deletions
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4
tests/stochastic-backward-models/solow_cd.mod
View File

@ -54,6 +54,4 @@ shocks;
var e_n = 0.001;
end;
initialconditions = dseries([1 1.02 1 1.02 1], 2000Q1, {'Efficiency'; 'EfficiencyGrowth'; 'Population'; 'PopulationGrowth'; 'PhysicalCapitalStock'});
simulations = simul_backward_model(initialconditions, 5000);
simulations = simul_backward_model([], 5000);

16
tests/stochastic-backward-models/solow_cd_with_steadystate.mod
View File

@ -35,6 +35,14 @@ end;
d = dseries([.5 1 1 1.04 15], 2000Q1, {'Efficiency'; 'EfficiencyGrowth'; 'Population'; 'PopulationGrowth'; 'PhysicalCapitalStock'});
histval;
Efficiency(0) = .5;
EfficiencyGrowth(0) = 1;
Population(0) = 1;
PopulationGrowth(0) = 1.04;
PhysicalCapitalStock(0) = 15;
end;
LongRunEfficiency = d.Efficiency*d.EfficiencyGrowth^(rho_x/(1-rho_x));
LongRunPopulation = d.Population*d.PopulationGrowth^(rho_n/(1-rho_n));
LongRunEfficiencyGrowth = EfficiencyGrowth_ss;
@ -46,18 +54,18 @@ T = 5*floor(log(precision)/log(max(rho_x, rho_n)));
e = dseries(zeros(T, 2), 2000Q2, {'e_x'; 'e_n'});
simulations = simul_backward_model(d, T, e);
simulations = simul_backward_model([], T, e);
if abs(simulations.Efficiency.data(end)-LongRunEfficiency.data)>1e-10
error('Wrong long run level!')
error('Wrong long run level (Efficiency, diff=%s)!', num2str(abs(simulations.Efficiency.data(end)-LongRunEfficiency.data)))
end
if abs(simulations.Population.data(end)-LongRunPopulation.data)>1e-10
error('Wrong long run level!')
error('Wrong long run level (Population, diff=%s)!', num2str(abs(simulations.Population.data(end)-LongRunPopulation.data)))
end
IntensiveCapitalStock = simulations.PhysicalCapitalStock/(simulations.Efficiency*simulations.Population);
if abs(IntensiveCapitalStock.data(end)-LongRunIntensiveCapitalStock)>1e-3
error('Wrong long run level!')
error('Wrong long run level (Intensive capital stock)!')
end

10
tests/stochastic-backward-models/solow_ces.mod
View File

@ -35,11 +35,17 @@ model;
PhysicalCapitalStock = (1-delta)*PhysicalCapitalStock(-1) + s*Output;
end;
d = dseries([1 1.02 1 1.02 1], 2000Q1, {'Efficiency'; 'EfficiencyGrowth'; 'Population'; 'PopulationGrowth'; 'PhysicalCapitalStock'});
histval;
Efficiency(0) = 1;
EfficiencyGrowth(0) = 1.02;
Population(0) = 1;
PopulationGrowth(0) = 1.02;
PhysicalCapitalStock(0) = 1;
end;
shocks;
var e_x = 0.005;
var e_n = 0.001;
end;
simulations = simul_backward_model(d, 5000);
simulations = simul_backward_model([], 5000);