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fixed expectation model test cases. They had a crazy steady state 

revealed by the now more accurate nonlinear solver.
time-shift
Michel Juillard 2014-05-08 12:23:09 +02:00
parent 57ae7d7fd9
commit 8bf484a140
2 changed files with 2 additions and 2 deletions
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2
tests/expectations/expectation.mod
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@ -15,7 +15,7 @@ theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=expectation(1)((1-alpha)*y)+expectation(-2)((1-alpha)*y);
c*theta*h^(1+psi)=(expectation(1)((1-alpha)*y)+expectation(-2)((1-alpha)*y))/2;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));

2
tests/expectations/expectation_nested.mod
View File

@ -15,7 +15,7 @@ theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=expectation(1)(((1-alpha)*y)+expectation(3)((1-alpha)*y));
c*theta*h^(1+psi)=expectation(1)(((1-alpha)*y)+expectation(3)((1-alpha)*y))/2;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));