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testsuite: add integration test for model_diagnostics with block

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Johannes Pfeifer 2023-03-17 12:20:30 -04:00
parent 64c69b4cd2
commit 89fc53716e
2 changed files with 64 additions and 0 deletions
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1
tests/Makefile.am
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@ -268,6 +268,7 @@ MODFILES = \
identification/correlated_errors/fs2000_corr.mod \
identification/forward_looking/forward_looking_empty_ghx.mod \
identification/forward_looking/forward_looking_varobs_x.mod \
model_diagnostics/example2_block_model_diag.mod \
simul/example1.mod \
simul/ramst_vec.mod \
simul/Solow_no_varexo.mod \

63
tests/model_diagnostics/example2_block_model_diag.mod Normal file
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@ -0,0 +1,63 @@
//test singular Jacobian check with block decomposition
/*
* Example 2 from F. Collard (2001): "Stochastic simulations with DYNARE:
* A practical guide" (see "guide.pdf" in the documentation directory).
*/
/*
* Copyright (C) 2001-2010 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
var y, c, k, a, h, b;
varexo e, u;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 1;
tau = 0;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
model(block);
exp(c)*theta*exp(h)^(1+psi)=(1-alpha)*exp(y);
exp(k) = beta*(((exp(b)*exp(c))/(exp(b(+1))*exp(c(+1))))
*(exp(b(+1))*alpha*exp(y(+1))+(1-delta)*exp(k)));
exp(y) = exp(a)*(exp(k(-1))^alpha)*(exp(h)^(1-alpha));
exp(k) = exp(b)*(exp(y)-exp(c))+(1-delta)*exp(k(-1));
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 0.1;
c = -0.2;
h = -1.2;
k = 2.4;
a = 0;
b = 0;
e = 0;
u = 0;
end;
steady;
model_diagnostics;