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-bf33cf982152time-shift
parent
71a4fd49c8
commit
c642044b39
|
@ -20,4 +20,4 @@ end;
|
||||||
|
|
||||||
stoch_simul(order=1,periods=1000,irf=0,nomoments);
|
stoch_simul(order=1,periods=1000,irf=0,nomoments);
|
||||||
|
|
||||||
save data1 dx dy x y;
|
datatomfile('data1',[]);
|
|
@ -45,7 +45,7 @@ m-1+d = l;
|
||||||
e = exp(e_a);
|
e = exp(e_a);
|
||||||
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
|
y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
|
||||||
gy_obs = dA*y/y(-1);
|
gy_obs = dA*y/y(-1);
|
||||||
gp_obs = (p/p(-1))*m(-1)/dA;
|
gp_obs = (P/P(-1))*m(-1)/dA;
|
||||||
end;
|
end;
|
||||||
|
|
||||||
initval;
|
initval;
|
||||||
|
|
|
@ -91,7 +91,7 @@ end;
|
||||||
varobs P_obs Y_obs;
|
varobs P_obs Y_obs;
|
||||||
|
|
||||||
observation_trends;
|
observation_trends;
|
||||||
P_obs (log(exp(gam)/mst));
|
P_obs (log(mst)-gam);
|
||||||
Y_obs (gam);
|
Y_obs (gam);
|
||||||
end;
|
end;
|
||||||
|
|
||||||
|
|
|
@ -1,7 +1,15 @@
|
||||||
% computes the steady state of fs2000 analyticaly
|
% computes the steady state of fs2000 analyticaly
|
||||||
% largely inspired by the program of F. Schorfheide
|
% largely inspired by the program of F. Schorfheide
|
||||||
function [ys,check] = fs2000a_steadystate(junk,ys)
|
function [ys,check] = fs2000a_steadystate(ys,exe)
|
||||||
global alp bet gam mst rho psi del;
|
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;
|
check = 0;
|
||||||
|
|
||||||
|
@ -13,15 +21,15 @@ function [ys,check] = fs2000a_steadystate(junk,ys)
|
||||||
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-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 );
|
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
|
||||||
n = xist/(nust+xist);
|
n = xist/(nust+xist);
|
||||||
p = xist + nust;
|
P = xist + nust;
|
||||||
k = khst*n;
|
k = khst*n;
|
||||||
|
|
||||||
l = psi*mst*n/( (1-psi)*(1-n) );
|
l = psi*mst*n/( (1-psi)*(1-n) );
|
||||||
c = mst/p;
|
c = mst/P;
|
||||||
d = l - mst + 1;
|
d = l - mst + 1;
|
||||||
y = k^alp*n^(1-alp)*gst^alp;
|
y = k^alp*n^(1-alp)*gst^alp;
|
||||||
r = mst/bet;
|
R = mst/bet;
|
||||||
w = l/n;
|
W = l/n;
|
||||||
ist = y-c;
|
ist = y-c;
|
||||||
q = 1 - d;
|
q = 1 - d;
|
||||||
|
|
||||||
|
@ -34,20 +42,19 @@ function [ys,check] = fs2000a_steadystate(junk,ys)
|
||||||
Y_obs = 1;
|
Y_obs = 1;
|
||||||
|
|
||||||
ys =[
|
ys =[
|
||||||
c
|
m
|
||||||
d
|
P
|
||||||
dA
|
c
|
||||||
e
|
e
|
||||||
gp_obs
|
W
|
||||||
gy_obs
|
R
|
||||||
k
|
k
|
||||||
l
|
d
|
||||||
m
|
n
|
||||||
n
|
l
|
||||||
p
|
gy_obs
|
||||||
P_obs
|
gp_obs
|
||||||
r
|
Y_obs
|
||||||
w
|
P_obs
|
||||||
y
|
y
|
||||||
Y_obs
|
dA ];
|
||||||
];
|
|
Loading…
Reference in New Issue