parent
7ddf3046b7
commit
b2957127ad
|
@ -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
|
||||
|
|
Loading…
Reference in New Issue