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changes to stochastic perfect foresight simulation (still doesn't work 

correctly with ZLB)
time-shift
Michel Juillard 2012-04-21 21:41:07 +02:00
parent d497ba19f7
commit dd5cb335fb
3 changed files with 15 additions and 5 deletions
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2
matlab/solve_stochastic_perfect_foresight_model.m
View File

@ -193,6 +193,8 @@ function [flag,endo_simul,err] = solve_stochastic_perfect_foresight_model(endo_s
end
flag = 0;% Convergency obtained.
endo_simul = reshape(Y(:,1),ny,periods+2);%Y(ny+(1:ny),1);
figure;plot(Y(16:ny:(periods+2)*ny,:))
pause
break
end
dy = -A\res;

13
tests/ep/rbc.mod
View File

@ -53,8 +53,15 @@ end;
steady;
options_.ep.verbosity = 0;
options_.ep.order = 1;
options_.ep.nnodes = 2;
options_.ep.stochastic.nodes = 2;
options_.console_mode = 0;
ts = extended_path([],100);
options_.ep.stochastic.order = 0;
ts0 = extended_path([],100);
options_.ep.stochastic.order = 1;
ts1 = extended_path([],100);
options_.ep.stochastic.order = 2;
ts2 = extended_path([],100);

5
tests/ep/rbcii.mod
View File

@ -68,11 +68,12 @@ end;
options_.maxit_ = 100;
options_.ep.verbosity = 0;
options_.ep.stochastic.order = 0;
options_.ep.stochastic.nodes = 2;
options_.console_mode = 0;
ts = extended_path([],1000);
ts = extended_path([],100);
options_.ep.stochastic.order = 1;
sts = extended_path([],1000);
sts = extended_path([],100);
figure(1)
plot(ts(2,:)-ts(4,:));