From acdca03e430ef76191de4e162e22ed7fa069c880 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= Date: Thu, 9 Jul 2020 18:41:58 +0200 Subject: [PATCH] Testsuite / External functions: add file missing in previous commit --- tests/external_function/benchmark.mod | 48 +++++++++++++++++++++++++++ 1 file changed, 48 insertions(+) create mode 100644 tests/external_function/benchmark.mod diff --git a/tests/external_function/benchmark.mod b/tests/external_function/benchmark.mod new file mode 100644 index 000000000..8076fa13a --- /dev/null +++ b/tests/external_function/benchmark.mod @@ -0,0 +1,48 @@ +/* This file has no external function, but is used as a benchmark against with + the other tests are compared. + It is almost the same as example1.mod, except that lagged capital is squared in the + law of motion of capital (in order to have a non-zero Hessian of the + external function) */ +var y, c, k, a, h, b; +varexo e, u; + +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; +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)^2; +a = rho*a(-1)+tau*b(-1) + e; +b = tau*a(-1)+rho*b(-1) + u; +end; + +initval; +y = 1.08068253095672; +c = 0.80359242014163; +h = 0.29175631001732; +k = 11.08360443260358; +a = 0; +b = 0; +e = 0; +u = 0; +end; + +shocks; +var e; stderr 0.009; +var u; stderr 0.009; +var e, u = phi*0.009*0.009; +end; + +stoch_simul;