Testsuite: remove obsolete Julia tests
Sébastien Villemot
parent
37870e4a40
commit
9c88bab247
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@ -1,16 +0,0 @@
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To compile the Dynare mod files ```rbc1.mod``` and/or ```rbc2.mod``` and produce a julia module, just do
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```
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include("test1.jl")
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```
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```
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include("test2.jl")
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```
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or
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```
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include("test3.jl")
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```
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in a script or in julia's shell. The first script, evaluates the steady state of the model, using analytical solution or a numerical solver. The two other scripts do nothing except compiling the mod files. The ```test1pfm.jl``` script shows how to solve a perfect foresight model (transition to the steady state or effects of an expected shock).
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Note that Julia's packages ```NLsolve.jl``` and ```PyPlot.jl``` are required.
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#/bin/sh
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rm -f *~
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rm -f rbc1.jl rbc2.jl
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rm -f rbc1Dynamic.jl rbc2Dynamic.jl
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rm -f rbc1Static.jl rbc2Static.jl
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rm -f rbc1SteadyState2.jl
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rm -f rbc1_set_auxiliary_variables.jl rbc2_set_auxiliary_variables.jl
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rm -rf rbc1 rbc2
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@ -1,76 +0,0 @@
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var Capital , Output, Labour, Consumption, Efficiency, efficiency ;
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varexo EfficiencyInnovation;
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parameters beta, theta, tau, alpha, Epsilon, delta, rho, effstar, sigma;
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beta = 0.990;
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theta = 0.357;
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tau = 30.000;
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alpha = 0.450;
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delta = 0.020;
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rho = 0.950;
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effstar = 1.500;
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sigma = 0.010;
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Epsilon = 0.500;
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model;
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#Psi = (Epsilon-1)/Epsilon;
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// Eq. n°1:
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efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
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// Eq. n°2:
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Efficiency = effstar*exp(efficiency);
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// Eq. n°3:
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Output = Efficiency*(alpha*Capital(-1)^Psi+(1-alpha)*Labour^Psi)^(1/Psi);
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// Eq. n°4:
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Consumption + Capital - Output - (1-delta)*Capital(-1);
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// Eq. n°5:
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((1-theta)/theta)*(Consumption/(1-Labour)) - (1-alpha)*Efficiency^((1-Psi))*(alpha*(Capital(-1)/Labour)^Psi+1-alpha)^((1-Psi)/Psi);
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// Eq. n°6:
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(((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption
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- beta*(Consumption(1)^theta*(1-Labour(1))^(1-theta))^(1-tau)/Consumption(1)*(alpha*Efficiency(1)^Psi*(Output(1)/Capital)^(1-Psi)+1-delta);
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end;
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steady_state_model;
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efficiency = 0;
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Efficiency = effstar;
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psi = (Epsilon-1)/Epsilon;
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Output_per_unit_of_Capital = ( (1/beta-1+delta) / (alpha*effstar^psi) )^(1/(1-psi));
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Consumption_per_unit_of_Capital = Output_per_unit_of_Capital-delta;
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Labour_per_unit_of_Capital = ((Output_per_unit_of_Capital/Efficiency)^psi-alpha)^(1/psi)/(1-alpha)^(1/psi);
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gamma_1 = theta*(1-alpha)/(1-theta)*(Output_per_unit_of_Capital/Labour_per_unit_of_Capital)^(1-psi);
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gamma_2 = (Output_per_unit_of_Capital-delta)/Labour_per_unit_of_Capital;
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Labour = 1/(1+gamma_2/gamma_1);
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Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital;
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Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital;
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ShareOfCapital= alpha^(1/(1-psi))*effstar^psi/(1/beta-1+delta)^(psi/(1-psi));
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Consumption = Consumption_per_unit_of_Labour*Labour;
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Capital = Labour/Labour_per_unit_of_Capital;
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Output = Output_per_unit_of_Capital*Capital;
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end;
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shocks;
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var EfficiencyInnovation = 1;
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end;
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@ -1,44 +0,0 @@
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var Capital , Output, Labour, Consumption, Efficiency, efficiency ;
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varexo EfficiencyInnovation;
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parameters beta, theta, tau, alpha, Epsilon, delta, rho, effstar, sigma;
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beta = 0.990;
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theta = 0.357;
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tau = 30.000;
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alpha = 0.450;
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delta = 0.020;
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rho = 0.950;
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effstar = 1.500;
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sigma = 0.010;
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Epsilon = 0.500;
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model;
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#Psi = (Epsilon-1)/Epsilon;
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// Eq. n°1:
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efficiency = rho*efficiency(-1) + sigma*EfficiencyInnovation;
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// Eq. n°2:
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Efficiency = effstar*exp(efficiency);
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// Eq. n°3:
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Output = Efficiency*(alpha*Capital(-1)^Psi+(1-alpha)*Labour^Psi)^(1/Psi);
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// Eq. n°4:
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Consumption + Capital - Output - (1-delta)*Capital(-1);
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// Eq. n°5:
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((1-theta)/theta)*(Consumption/(1-Labour)) - (1-alpha)*Efficiency^((1-Psi))*(alpha*(Capital(-1)/Labour)^Psi+1-alpha)^((1-Psi)/Psi);
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// Eq. n°6:
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(((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption
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- beta*(Consumption(1)^theta*(1-Labour(1))^(1-theta))^(1-tau)/Consumption(1)*(alpha*Efficiency(1)^Psi*(Output(1)/Capital)^(1-Psi)+1-delta);
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end;
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shocks;
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var EfficiencyInnovation = 1;
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end;
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# Modification of the path (for packages). Should be done in ~/.juliarc.jl with a fixed path instead.
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if isempty(findin([abspath("../../../julia")], LOAD_PATH))
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unshift!(LOAD_PATH, abspath("../../../julia"))
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end
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using Dynare
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using SteadyState
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# Compile the rbc.mod file -> produce a module with the model definition.
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@dynare "rbc1.mod"
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# First call to the steady state routine (analytical)
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@time SteadyState.steady!(model_, oo_)
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# First call to the steady state routine (analytical)
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@time SteadyState.steady!(model_, oo_)
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steadyState = deepcopy(oo_.steady_state)
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y_init = copy(steadyState)
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y_init[1] = 1.1*steadyState[1]
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y_init[2] = 0.9*steadyState[2]
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# First call to the steady state routine (numerical)
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println("First call to the numerical steady state routine")
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@time SteadyState.steady!(model_, oo_, y_init)
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# Check results
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@assert maximum(abs.(oo_.steady_state-steadyState))<1e-6
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yinit = deepcopy(steadyState)
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yinit[1] = 1.1*steadyState[1]
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yinit[2] = 0.9*steadyState[2]
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# Second call to the steady state routine (numerical)
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println("Second call to the numerical steady state routine")
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@time SteadyState.steady!(model_, oo_, yinit)
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params = model_.params
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# change alpha
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println("Change α")
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model_.params = deepcopy(params)
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model_.params[4] = max(min(1.0, params[4]*1.1), 0.0)
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@time ys = SteadyState.steady(model_, oo_) # Analytical steady state
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@time SteadyState.steady!(model_, oo_, steadyState)
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@assert maximum(abs.(oo_.steady_state-ys))<1e-6
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# change delta
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println("Change δ")
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model_.params = deepcopy(params)
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model_.params[6] = max(min(1.0, params[6]*1.1), 0.0)
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@time ys = SteadyState.steady(model_, oo_) # Analytical steady state
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@time SteadyState.steady!(model_, oo_, steadyState)
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@assert maximum(abs.(oo_.steady_state-ys))<1e-6
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# change beta
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println("Change β")
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model_.params = deepcopy(params)
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model_.params[1] = max(min(1-1e-6, params[1]*0.99), 0.0)
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@time ys = SteadyState.steady(model_, oo_) # Analytical steady state
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@time SteadyState.steady!(model_, oo_, steadyState)
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@assert maximum(abs.(oo_.steady_state-ys))<1e-6
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# change tau
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println("Change τ")
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model_.params = deepcopy(params)
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model_.params[3] = params[3]/1.1
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@time ys = SteadyState.steady(model_, oo_)
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@time SteadyState.steady!(model_, oo_, steadyState)
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@assert maximum(abs.(oo_.steady_state-ys))<1e-6
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# change Epsilon
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println("Change ϵ")
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model_.params = deepcopy(params)
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model_.params[5] = params[5]*1.1
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@time ys = SteadyState.steady(model_, oo_)
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@time SteadyState.steady!(model_, oo_, steadyState)
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@assert maximum(abs.(oo_.steady_state-ys))<1e-6
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@ -1,84 +0,0 @@
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# Modification of the path (for packages). Should be done in ~/.juliarc.jl with a fixed path instead.
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if isempty(findin([abspath("../../../julia")], LOAD_PATH))
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unshift!(LOAD_PATH, abspath("../../../julia"))
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end
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# Load packages
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using Plots
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using Dynare
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using SteadyState
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using PerfectForesightModelSolver
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plotlyjs() # Choose a backend
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# Compile the rbc.mod file -> produce a module with the model definition.
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@dynare "rbc1.mod"
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@time SteadyState.steady!(model_, oo_)
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println(oo_.steady_state)
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# Initialize paths for the endogenous variables
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endogenousvariables = repmat(oo_.steady_state, 1, options_.pfmsolver.periods+2)
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# Destroy part of the initial stock of physical capital.
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endogenousvariables[1, 1] = .8*endogenousvariables[1, 1]
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# Set path for the innovations (no shocks).
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exogenousvariables = repmat(oo_.exo_steady_state', options_.pfmsolver.periods+2, 1)
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# Simulate the transition to the steady state
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@time simulate_perfect_foresight_model!(endogenousvariables, exogenousvariables, oo_.steady_state, model_, options_)
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n = 200
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dates = collect(0:n-1)
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#plt[:figure](1)
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plot(dates, vec(endogenousvariables[1,1:n]), color="black", linewidth=2.0, linestyle="-")
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# Initialize paths for the endogenous variables
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endogenousvariables = repmat(oo_.steady_state, 1, options_.pfmsolver.periods+2)
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# Destroy part of the initial stock of physical capital...
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endogenousvariables[1, 1] = .8*endogenousvariables[1, 1]
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# ... and assume that TFP is initially above its steady state level.
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endogenousvariables[6, 1] = .5
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# Set path for the innovations (no shocks).
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exogenousvariables = repmat(oo_.exo_steady_state', options_.pfmsolver.periods+2, 1)
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# Simulate the transition to the steady state (we should have an hump shaped transition)
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@time simulate_perfect_foresight_model!(endogenousvariables, exogenousvariables, oo_.steady_state, model_, options_)
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n = 200
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dates = collect(0:n-1)
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plot(dates, vec(endogenousvariables[1,1:n]), color="red", linewidth=2.0, linestyle="-")
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# Initialize paths for the endogenous variables
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endogenousvariables = repmat(oo_.steady_state, 1, options_.pfmsolver.periods+2)
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# Set path for the innovations (no shocks).
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exogenousvariables = repmat(oo_.exo_steady_state', options_.pfmsolver.periods+2, 1)
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# Assume positive expected TFP shock in period 10
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exogenousvariables[10+1, 1] = 2
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# Simulate the paths for the endogenous variables, given the expected shock
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@time simulate_perfect_foresight_model!(endogenousvariables, exogenousvariables, oo_.steady_state, model_, options_)
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# dates = collect(0:n-1)
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# n = 200
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# plt[:figure](2)
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# subplot(221)
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# title("Efficiency")
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# plot(dates, vec(endogenousvariables[5,1:n]), color="black", linewidth=2.0, linestyle="-")
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# subplot(223)
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# title("Output")
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# plot(dates, vec(endogenousvariables[2,1:n]), color="black", linewidth=2.0, linestyle="-")
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# subplot(222)
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# title("Consumption")
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# plot(dates, vec(endogenousvariables[4,1:n]), color="black", linewidth=2.0, linestyle="-")
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# subplot(224)
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# title("Labour")
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# plot(dates, vec(endogenousvariables[3,1:n]), color="black", linewidth=2.0, linestyle="-")
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# suptitle("Expected positive expected shock")
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@ -1,14 +0,0 @@
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# Modification of the path (for packages). Should be done in ~/.juliarc.jl with a fixed path instead.
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if isempty(findin([abspath("../../../julia")], LOAD_PATH))
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unshift!(LOAD_PATH, abspath("../../../julia"))
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end
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# Load Dynare package(s)
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using Dynare
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using SteadyState
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# Compile the rbc.mod file -> produce a module with the model definition.
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@dynare "rbc1.mod"
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# Compute the steady state
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steady_state!(model_, oo_)
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@ -1,21 +0,0 @@
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# Modification of the path (for packages). Should be done in ~/.juliarc.jl with a fixed path instead.
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if isempty(findin([abspath("../../../julia")], LOAD_PATH))
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unshift!(LOAD_PATH, abspath("../../../julia"))
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end
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# Load Dynare package
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importall Dynare
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# Compile the rbc.mod file -> produce a module with the model definition.
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@dynare "rbc1.mod" "rbc2.mod"
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# The previous command is equivalent to:
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#
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# @compile "rbc1.mod"
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# using rbc1
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print(rbc1.model_.fname)
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print(rbc2.model_.fname)
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