From d09268e2ab42ae5c8fe8d5bb812a6798c7a467f0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=28Charybdis=29?= Date: Tue, 10 Apr 2018 14:47:34 +0200 Subject: [PATCH] Adapted mod files for new PAC interface. --- examples/1/clean | 1 + examples/1/example.mod | 4 +++- examples/2/clean | 7 +++++++ examples/2/example.mod | 25 ++++++++++++++++++++++--- examples/3/clean | 7 +++++++ examples/3/example.mod | 8 ++++++-- 6 files changed, 46 insertions(+), 6 deletions(-) create mode 100755 examples/2/clean create mode 100644 examples/3/clean diff --git a/examples/1/clean b/examples/1/clean index 2f26c4b7a..891616064 100755 --- a/examples/1/clean +++ b/examples/1/clean @@ -3,4 +3,5 @@ rm -rf example rm -f example_dynamic.json example.json example.m example_original.json example_static.json rm -f example_dynamic.m example.log example_set_auxiliary_variables.m example_static.m +rm -f example_dynamic_set_auxiliary_series.m rm -f example_results.mat diff --git a/examples/1/example.mod b/examples/1/example.mod index 586443079..106e52227 100644 --- a/examples/1/example.mod +++ b/examples/1/example.mod @@ -22,6 +22,8 @@ c_z_2 = -.3; var_model(model_name=toto, eqtags=['eq:x', 'eq:y']); +pac_model(var_model_name=toto, discount=beta, model_name=pacman); + model; [name='eq:y'] @@ -31,7 +33,7 @@ y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ; diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ; [name='eq:pac'] -diff(z) = e_c_m*(x(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(model_name=pacman, var_model_name=toto, discount=beta) + ez; +diff(z) = e_c_m*(x(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman) + ez; end; diff --git a/examples/2/clean b/examples/2/clean new file mode 100755 index 000000000..891616064 --- /dev/null +++ b/examples/2/clean @@ -0,0 +1,7 @@ +#!/bin/sh + +rm -rf example +rm -f example_dynamic.json example.json example.m example_original.json example_static.json +rm -f example_dynamic.m example.log example_set_auxiliary_variables.m example_static.m +rm -f example_dynamic_set_auxiliary_series.m +rm -f example_results.mat diff --git a/examples/2/example.mod b/examples/2/example.mod index 72ca27ae0..9e99f2994 100644 --- a/examples/2/example.mod +++ b/examples/2/example.mod @@ -1,6 +1,6 @@ // --+ options: json=compute +-- -var y x z; +var y x z ; varexo ex ey ez; @@ -24,6 +24,8 @@ gamma = .7; var_model(model_name=toto, eqtags=['eq:x', 'eq:y']); +pac_model(var_model_name=toto, discount=beta, model_name=pacman); + model; [name='eq:y'] @@ -33,8 +35,25 @@ y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ; diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ; [name='eq:pac'] -diff(z) = gamma*(e_c_m*(x(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(model_name=pacman, var_model_name=toto, discount=beta)) + (1-gamma)*ez; +diff(z) = gamma*(e_c_m*(x(-1)-z(-1)) + c_z_1*diff(z(-1)) + c_z_2*diff(z(-2)) + pac_expectation(pacman)) + (1-gamma)*ez; end; -get_companion_matrix('toto'); \ No newline at end of file +shocks; + var ey = 1.0; + var ex = 1.0; + var ez = 1.0; +end; + + +// Build the companion matrix of the VAR model (toto). +get_companion_matrix('toto'); + +// Update the parameters of the PAC expectation model (h0 and h1 vectors). +pac.update.equation('pacman'); + +// Set initial conditions to zero. Please use more sensible values if any... +initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), 2000Q1, vertcat(M_.endo_names,M_.exo_names)); + +// Simulate the model for 500 periods +TrueData = simul_backward_model(initialconditions, 500); \ No newline at end of file diff --git a/examples/3/clean b/examples/3/clean new file mode 100644 index 000000000..891616064 --- /dev/null +++ b/examples/3/clean @@ -0,0 +1,7 @@ +#!/bin/sh + +rm -rf example +rm -f example_dynamic.json example.json example.m example_original.json example_static.json +rm -f example_dynamic.m example.log example_set_auxiliary_variables.m example_static.m +rm -f example_dynamic_set_auxiliary_series.m +rm -f example_results.mat diff --git a/examples/3/example.mod b/examples/3/example.mod index 4e5b44640..30030541b 100644 --- a/examples/3/example.mod +++ b/examples/3/example.mod @@ -2,9 +2,9 @@ var y x z; -varexo ex ey ez g; +varexo ex ey ez ; -parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 ; // VAR parameters +parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 g; // VAR parameters parameters beta e_c_m c_z_1 c_z_2; // PAC equation parameters @@ -20,8 +20,12 @@ e_c_m = .1; c_z_1 = .7; c_z_2 = -.3; +g = .02; + var_model(model_name=toto, eqtags=['eq:x', 'eq:y']); + + model; [name='eq:y']