Extend the testsuite for block and bytecode options

time-shift
Ferhat Mihoubi 2011-03-18 14:15:38 +01:00
parent 3f48c8723a
commit 8db02bf7c9
2 changed files with 68 additions and 1 deletions

View File

@ -0,0 +1,58 @@
// Test for varexo_det and forecast command at order 1
var y, c, k, a, h, b;
varexo e,u;
varexo_det ahat, bhat;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
//model(bytecode);
model;
c*theta*h^(1+psi)=(1-alpha)*y;
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));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = ahat+ rho*a(-1)+tau*b(-1) + e;
b = bhat+ tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 5;
a = 0;
b = 0;
e = 0;
u = 0;
ahat = 0;
bhat = 0;
end;
//simul(periods=20);
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
var ahat;
periods 1;
values 0.1;
var bhat;
periods 2;
values 0.2;
end;
stoch_simul(order=1,irf=0,noprint);
forecast(periods=20);

View File

@ -45,7 +45,16 @@ for block = 0:1
for i = 1:length(solve_algos)
save ws
run_ls2003(block, bytecode, solve_algos(i), default_stack_solve_algo)
if !block && !bytecode && (i == 1)
run_ls2003(block, bytecode, solve_algos(i), default_stack_solve_algo)
y_ref = oo_.endo_simul;
save('test.mat','y_ref');
else
run_ls2003(block, bytecode, solve_algos(i), default_stack_solve_algo)
load('test.mat','y_ref');
diff = oo_.endo_simul - y_ref;
assert(abs(diff) <= options_.dynatol);
endif
load ws
endfor
for i = 1:length(stack_solve_algos)