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Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.

time-shift
Stéphane Adjemian (Hermes) 2015-06-01 16:30:05 +02:00
parent 5b0be85ba8
commit ad8586f87c
3 changed files with 29 additions and 95 deletions
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6
tests/Makefile.am
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@ -1,6 +1,4 @@
MODFILES = \
estimation/fs2000_mc4.mod \
estimation/fs2000_mc4_mf.mod \
estimation/fs2000_MCMC_jumping_covariance.mod \
estimation/fs2000_initialize_from_calib.mod \
estimation/fs2000_calibrated_covariance.mod \
@ -271,8 +269,8 @@ AIM/fs2000x10_L9_L_AIM.o.trs: AIM/fs2000x10_L9_L.o.trs
AIM/ls2003_2L0L_AIM.o.trs: AIM/ls2003_2L0L.o.trs
AIM/ls2003_2L2L_AIM.o.trs: AIM/ls2003_2L2L.o.trs
estimation/fs2000_mc4_mf.m.trs: estimation/fs2000_mc4.m.trs
estimation/fs2000_mc4_mf.o.trs: estimation/fs2000_mc4.o.trs
estimation/fs2000_mf.m.trs: estimation/fs2000.m.trs
estimation/fs2000_mf.o.trs: estimation/fs2000.o.trs
arima/mod1a.m.trs: arima/mod1.m.trs
arima/mod1b.m.trs: arima/mod1.m.trs

66
tests/estimation/fs2000_mc4_mf.mod
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@ -1,66 +0,0 @@
// test mode_compute=0 with mode_file computed with default (mode_compute=4)
// See fs2000.mod in the examples/ directory for details on the model
var m P c e W R k d n l gy_obs gp_obs y dA;
varexo e_a e_m;
parameters alp bet gam mst rho psi del;
model;
dA = exp(gam+e_a);
log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
W = l/n;
-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
P*c = m;
m-1+d = l;
e = exp(e_a);
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
gy_obs = dA*y/y(-1);
gp_obs = (P/P(-1))*m(-1)/dA;
end;
steady_state_model;
dA = exp(gam);
gst = 1/dA;
m = mst;
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
n = xist/(nust+xist);
P = xist + nust;
k = khst*n;
l = psi*mst*n/( (1-psi)*(1-n) );
c = mst/P;
d = l - mst + 1;
y = k^alp*n^(1-alp)*gst^alp;
R = mst/bet;
W = l/n;
e = 1;
gp_obs = m/dA;
gy_obs = dA;
end;
estimated_params;
alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.223;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;
stderr e_m, inv_gamma_pdf, 0.008862, inf;
end;
varobs gp_obs gy_obs;
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mode_compute=0,mode_file=fs2000_mc4_mode,mh_replic=2000,mh_jscale=0.8);

52
tests/estimation/fs2000_mc4.mod → tests/estimation/fs2000_mf.mod
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@ -1,4 +1,3 @@
// test mode_compute default (=4)
// See fs2000.mod in the examples/ directory for details on the model
var m P c e W R k d n l gy_obs gp_obs y dA;
@ -31,31 +30,32 @@ gy_obs = dA*y/y(-1);
gp_obs = (P/P(-1))*m(-1)/dA;
end;
steady_state_model;
dA = exp(gam);
gst = 1/dA;
m = mst;
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
n = xist/(nust+xist);
P = xist + nust;
k = khst*n;
l = psi*mst*n/( (1-psi)*(1-n) );
c = mst/P;
d = l - mst + 1;
y = k^alp*n^(1-alp)*gst^alp;
R = mst/bet;
W = l/n;
e = 1;
gp_obs = m/dA;
gy_obs = dA;
initval;
k = 6;
m = mst;
P = 2.25;
c = 0.45;
e = 1;
W = 4;
R = 1.02;
d = 0.85;
n = 0.19;
l = 0.86;
y = 0.6;
gy_obs = exp(gam);
gp_obs = exp(-gam);
dA = exp(gam);
end;
shocks;
var e_a; stderr 0.014;
var e_m; stderr 0.005;
end;
steady;
check;
estimated_params;
alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
@ -70,4 +70,6 @@ end;
varobs gp_obs gy_obs;
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=0);
options_.solve_tolf = 1e-12;
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=10, mode_compute=0, mode_file=fs2000_mode);