From 9f02392ee6c7317ac0c1366202a62e0731cf4289 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Thu, 15 Feb 2018 15:34:57 +0100 Subject: [PATCH] Added more PAC model examples. --- examples/2/example.mod | 40 ++++++++++++++++++++++++++++++++++++++++ examples/3/example.mod | 38 ++++++++++++++++++++++++++++++++++++++ 2 files changed, 78 insertions(+) create mode 100644 examples/2/example.mod create mode 100644 examples/3/example.mod diff --git a/examples/2/example.mod b/examples/2/example.mod new file mode 100644 index 000000000..72ca27ae0 --- /dev/null +++ b/examples/2/example.mod @@ -0,0 +1,40 @@ +// --+ options: json=compute +-- + +var y x z; + +varexo ex ey ez; + +parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 gamma; // VAR parameters + +parameters beta e_c_m c_z_1 c_z_2; // PAC equation parameters + +a_y_1 = .2; +a_y_2 = .3; +b_y_1 = .1; +b_y_2 = .4; +b_x_1 = -.1; +b_x_2 = -.2; + +beta = .9; +e_c_m = .1; +c_z_1 = .7; +c_z_2 = -.3; + +gamma = .7; + +var_model(model_name=toto, eqtags=['eq:x', 'eq:y']); + +model; + +[name='eq:y'] +y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ; + +[name='eq:x', data_type='nonstationary'] +diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ; + +[name='eq:pac'] +diff(z) = gamma*(e_c_m*(x(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(model_name=pacman, var_model_name=toto, discount=beta)) + (1-gamma)*ez; + +end; + +get_companion_matrix('toto'); \ No newline at end of file diff --git a/examples/3/example.mod b/examples/3/example.mod new file mode 100644 index 000000000..4e5b44640 --- /dev/null +++ b/examples/3/example.mod @@ -0,0 +1,38 @@ +// --+ options: json=compute +-- + +var y x z; + +varexo ex ey ez g; + +parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 ; // VAR parameters + +parameters beta e_c_m c_z_1 c_z_2; // PAC equation parameters + +a_y_1 = .2; +a_y_2 = .3; +b_y_1 = .1; +b_y_2 = .4; +b_x_1 = -.1; +b_x_2 = -.2; + +beta = .9; +e_c_m = .1; +c_z_1 = .7; +c_z_2 = -.3; + +var_model(model_name=toto, eqtags=['eq:x', 'eq:y']); + +model; + +[name='eq:y'] +y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ; + +[name='eq:x', data_type='nonstationary'] +diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ; + +[name='eq:pac'] +diff(z) = e_c_m*(x(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(model_name=pacman, var_model_name=toto, discount=beta, growth=g) + ez; + +end; + +get_companion_matrix('toto');