From b7ff4d9f7511010969e5c831dc41784e56b39b53 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Sat, 16 Nov 2013 20:17:07 +0100 Subject: [PATCH] Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm. --- tests/Makefile.am | 1 + tests/fs2000/fs2000_mode_compute_8.mod | 75 ++++++++++++++++++++++++++ 2 files changed, 76 insertions(+) create mode 100644 tests/fs2000/fs2000_mode_compute_8.mod diff --git a/tests/Makefile.am b/tests/Makefile.am index 5eb566161..a9a8df1fb 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -79,6 +79,7 @@ MODFILES = \ fs2000/fs2000_analytic_derivation.mod \ fs2000/fs2000_missing_data.mod \ fs2000/fs2000_sd.mod \ + fs2000/fs2000_mode_compute_8.mod \ homotopy/homotopy1_test.mod \ homotopy/homotopy2_test.mod \ homotopy/homotopy3_test.mod \ diff --git a/tests/fs2000/fs2000_mode_compute_8.mod b/tests/fs2000/fs2000_mode_compute_8.mod new file mode 100644 index 000000000..8ea1ec578 --- /dev/null +++ b/tests/fs2000/fs2000_mode_compute_8.mod @@ -0,0 +1,75 @@ +// 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; + +alp = 0.33; +bet = 0.99; +gam = 0.003; +mst = 1.011; +rho = 0.7; +psi = 0.787; +del = 0.02; + +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; + +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; +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; + +options_.solve_tolf = 1e-12; + +estimation(order=1,datafile=fsdat_simul,nobs=192,mode_compute=8,loglinear,mh_replic=0);