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k-order DLL: check that simulated time series at order 9 is correct 

Ref #217
time-shift
Sébastien Villemot 2019-04-29 15:46:54 +02:00
parent 7ddf3046b7
commit b2957127ad
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1 changed files with 21 additions and 1 deletions
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22
tests/k_order_perturbation/burnside_k_order.mod
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@ -81,8 +81,9 @@ end;
steady;
stoch_simul(order=@{k},k_order_solver,irf=0);
stoch_simul(order=@{k},k_order_solver,irf=0,drop=0,periods=100);
% Verify that the policy function coefficients are correct
sigma2=M_.Sigma_e;
i = 1:800;
c = theta^2*sigma2/(2*(1-rho)^2)*(i-2*rho*(1-rho.^i)/(1-rho)+rho^2*(1-rho.^(2*i))/(1-rho^2));
@ -103,3 +104,22 @@ for ord = 0:@{k}
end
end
end
% Verify that the simulated time series is correct
xss = oo_.steady_state(2);
xlag = xss;
for T = 1:size(oo_.endo_simul,2)
e_ = oo_.exo_simul(T);
y_ = oo_.steady_state(1);
for ord = 0:@{k}
g = oo_.dr.(['g_' num2str(ord)])(2,:); % Retrieve computed policy function for variable y
for m = 0:ord
y_ = y_ + g(ord+1-m)*(xlag-xss)^m*e_^(ord-m)*nchoosek(ord,m);
end
end
if abs(y_-oo_.endo_simul(1,T)) > 1e-14
error(['Error in dynare_simul_ DLL'])
end
xlag = oo_.endo_simul(2,T);
end