Added test with two PAC equations in the same mod file.

time-shift
Stéphane Adjemian (Charybdis) 2020-07-22 12:21:23 +02:00
parent 6c9d695332
commit 897e2fc63b
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
2 changed files with 76 additions and 0 deletions

View File

@ -0,0 +1,6 @@
#!/bin/sh
rm -rf example
rm -rf +example
rm -f example*.mat
rm -f example.log

View File

@ -0,0 +1,70 @@
// --+ options: json=compute, stochastic +--
var x1 x2 x1bar x2bar z u;
varexo ex1 ex2 ex1bar ex2bar ez eu;
parameters a_x1_0 a_x1_1 a_x1_2 a_x1_x2_1 a_x1_x2_2
a_x2_0 a_x2_1 a_x2_2 a_x2_x1_1 a_x2_x1_2
e_c_m_z e_c_m_u c_z_1 c_z_2 c_u_1 c_u_2 gamma_z gamma_u beta ;
a_x1_0 = -.9;
a_x1_1 = .4;
a_x1_2 = .3;
a_x1_x2_1 = .1;
a_x1_x2_2 = .2;
a_x2_0 = -.9;
a_x2_1 = .2;
a_x2_2 = -.1;
a_x2_x1_1 = -.1;
a_x2_x1_2 = .2;
beta = .2;
e_c_m_z = .5;
e_c_m_u = .6;
c_z_1 = .2;
c_z_2 = -.1;
c_u_1 = .2;
c_u_2 = -.1;
gamma_z = .7;
gamma_u = .8;
trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq:x2bar'], targets=['eq:x1bar', 'eq:x2bar']);
pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
pac_model(auxiliary_model_name=toto, discount=beta, model_name=nowhereman);
model;
[name='eq:x1']
diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
[name='eq:x2']
diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
[name='eq:x1bar']
x1bar = x1bar(-1) + ex1bar;
[name='eq:x2bar']
x2bar = x2bar(-1) + ex2bar;
[name='eq:pac:z']
diff(z) = gamma_z*(e_c_m_z*(x1(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman)) + (1-gamma_z)*ez;
[name='eq:pac:u']
diff(u) = gamma_u*(e_c_m_u*(x2(-1)-u(-1)) + c_u_1*diff(u(-1)) + c_u_2*diff(u(-2)) + pac_expectation(nowhereman)) + (1-gamma_u)*eu;
end;
shocks;
var ex1 = 1.0;
var ex2 = 1.0;
var ex1bar = 1.0;
var ex2bar = 1.0;
var ez = 1.0;
var eu = 1.0;
end;