Merge branch 'pr#1484'
commit
a1c34979f5
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@ -111,7 +111,8 @@ dynamicmodel = str2func([M.fname,'_dynamic']);
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z = steadystate_y([ip; ic; in]);
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% Evaluate the Jacobian of the dynamic model at the deterministic steady state.
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[d1,jacobian] = dynamicmodel(z, transpose(steadystate_x), params, steadystate_y, 1);
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[d1,jacobian] = dynamicmodel(z, repmat(transpose(steadystate_x),options.periods+M.maximum_lag+M.maximum_lead,1),...
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params, steadystate_y, M.maximum_lag+1);
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% Check that the dynamic model was evaluated at the steady state.
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if max(abs(d1))>1e-12
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@ -179,6 +179,7 @@ MODFILES = \
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simul/simul_ZLB_purely_forward.mod \
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simul/simul_ZLB_purely_forward_no_solution.mod \
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simul/Irreversible_investment.mod \
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simul/linear_state_space_ARMA.mod \
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conditional_forecasts/2/fs2000_est.mod \
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conditional_forecasts/3/fs2000_conditional_forecast_initval.mod \
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conditional_forecasts/4/fs2000_conditional_forecast_histval.mod \
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@ -0,0 +1,43 @@
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%mod-file triggering the sim1_linear.m solver;
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%The exogenous arma processes test whether the Jacobian at the
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%deterministic steady state is correctly computed
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var x
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y
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z;
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varexo u
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v;
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parameters a1 a2 a3 a4
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b1 b2 b3
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c1;
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a1 = .50;
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a2 = .00;
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a3 = .70;
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a4 = .40;
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b1 = .90;
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b2 = .00;
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b3 = .80;
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c1 = .95;
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model(linear);
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y = a1*x(-1) + a2*x(+1) + a3*z + a4*y(-1);
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z = b1*z(-1) + b2*z(+1) + b3*x + u;
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x = c1*x(-1) + v +v(-1)+v(+1);
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end;
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initval;
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y=-1;
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x=-1;
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z=-1;
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end;
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endval;
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y=0;
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x=0;
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z=0;
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end;
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steady;
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simul(periods=1000,stack_solve_algo=0);
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