v4 tests: adapted fs2000 fs2000a and mod1 for version 4

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@591 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2006-01-08 08:40:06 +00:00
parent 71a4fd49c8
commit c642044b39
4 changed files with 33 additions and 26 deletions

View File

@ -20,4 +20,4 @@ end;
stoch_simul(order=1,periods=1000,irf=0,nomoments);
save data1 dx dy x y;
datatomfile('data1',[]);

View File

@ -45,7 +45,7 @@ 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;
gp_obs = (P/P(-1))*m(-1)/dA;
end;
initval;

View File

@ -91,7 +91,7 @@ end;
varobs P_obs Y_obs;
observation_trends;
P_obs (log(exp(gam)/mst));
P_obs (log(mst)-gam);
Y_obs (gam);
end;

View File

@ -1,7 +1,15 @@
% computes the steady state of fs2000 analyticaly
% largely inspired by the program of F. Schorfheide
function [ys,check] = fs2000a_steadystate(junk,ys)
global alp bet gam mst rho psi del;
function [ys,check] = fs2000a_steadystate(ys,exe)
global M_
alp = M_.params(1);
bet = M_.params(2);
gam = M_.params(3);
mst = M_.params(4);
rho = M_.params(5);
psi = M_.params(6);
del = M_.params(7);
check = 0;
@ -13,15 +21,15 @@ function [ys,check] = fs2000a_steadystate(junk,ys)
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;
P = xist + nust;
k = khst*n;
l = psi*mst*n/( (1-psi)*(1-n) );
c = mst/p;
c = mst/P;
d = l - mst + 1;
y = k^alp*n^(1-alp)*gst^alp;
r = mst/bet;
w = l/n;
R = mst/bet;
W = l/n;
ist = y-c;
q = 1 - d;
@ -34,20 +42,19 @@ function [ys,check] = fs2000a_steadystate(junk,ys)
Y_obs = 1;
ys =[
c
d
dA
e
gp_obs
gy_obs
k
l
m
n
p
P_obs
r
w
y
Y_obs
];
m
P
c
e
W
R
k
d
n
l
gy_obs
gp_obs
Y_obs
P_obs
y
dA ];