diff --git a/tests/Makefile.am b/tests/Makefile.am index 674904a42..0ccb1214a 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -271,6 +271,7 @@ MODFILES = \ trend_var/fs2000_log_nonstationary.mod \ decision_rules/third_order/FV2011.mod \ decision_rules/example1.mod \ + decision_rules/ar_qz_test.mod \ shock_decomposition/example1_calib_shock_decomp.mod \ shock_decomposition/fs2000_est.mod \ shock_decomposition/fs2000_est_varlist.mod \ diff --git a/tests/decision_rules/ar_qz_test.mod b/tests/decision_rules/ar_qz_test.mod new file mode 100644 index 000000000..8df84b8f5 --- /dev/null +++ b/tests/decision_rules/ar_qz_test.mod @@ -0,0 +1,31 @@ +var white_noise ar1 junk; +varexo e; + +parameters phi; + +phi=1; + +model; +white_noise=e; +ar1=phi*ar1(-1)+e; +junk=0.9*junk(+1); +end; + +shocks; +var e = 1; +end; + +options_.qz_criterium=1+1e-6; +stoch_simul(order=1); + +options_.qz_criterium=1-1e-6; +error_indicator=0; +try + info=stoch_simul(var_list_) + error_indicator=1 +catch + +end +if error_indicator + error('qz_criterion did not work') +end \ No newline at end of file