Testsuite: no longer use deprecated ramsey_policy, except a in a dedicated test
Sébastien Villemot
parent
cdb786017b
commit
ec908386b6
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@ -123,7 +123,6 @@ wsOct
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!/occbin/filter/dataobsfile.mat
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!/occbin/filter/NKM_mh_mode_saved.mat
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!/optimal_policy/Ramsey/find_c.m
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!/optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
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!/optimizers/optimizer_function_wrapper.m
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!/parallel/data_ca1.m
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!/parallel/init.m
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@ -512,7 +512,8 @@ MODFILES = \
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solve_algo_12_14/purely_static_14.mod \
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solve_algo_12_14/purely_forward_reference.mod \
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solve_algo_12_14/purely_forward_12.mod \
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solve_algo_12_14/purely_forward_14.mod
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solve_algo_12_14/purely_forward_14.mod \
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deprecated/ramsey_ex.mod
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ECB_MODFILES = \
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var-expectations/1/example1.mod \
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@ -758,6 +759,9 @@ optimal_policy/Ramsey/ramsey_ex.o.trs: optimal_policy/Ramsey/ramsey_ex_initval.o
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optimal_policy/nk_ramsey_expectation_a.m.trs: optimal_policy/nk_ramsey_expectation.m.trs
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optimal_policy/nk_ramsey_expectation_a.o.trs: optimal_policy/nk_ramsey_expectation.o.trs
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deprecated/ramsey_ex.m.trs: optimal_policy/Ramsey/ramsey_ex_initval.m.trs
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deprecated/ramsey_ex.o.trs: optimal_policy/Ramsey/ramsey_ex_initval.o.trs
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second_order/ds2.m.trs: second_order/ds1.m.trs
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second_order/ds2.o.trs: second_order/ds1.o.trs
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@ -1669,8 +1673,6 @@ clean-local:
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rm -f occbin/filter/dataobsfile2.mat
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rm -f optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
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rm -rf tests/pac/var-12/toto
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rm -f solve_algo_12_14/simul_backward_ref.mat
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@ -0,0 +1,54 @@
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/* Tests the deprecated ramsey_policy command.
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*
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* The example is taken from Juillard, Michel (2011): User manual for optimal policy package,
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* MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
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*/
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var pai, c, n, r, a;
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varexo u;
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parameters beta, rho, epsilon, omega, phi, gamma;
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beta=0.99;
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gamma=3;
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omega=17;
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epsilon=8;
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phi=1;
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rho=0.95;
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model;
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a = rho*a(-1)+u;
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1/c = beta*r/(c(+1)*pai(+1));
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pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega -exp(a)*n*(epsilon-1)/(omega*c);
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exp(a)*n = c+(omega/2)*(pai-1)^2;
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end;
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initval;
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r=1;
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end;
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initval;
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a = 0;
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pai = beta;
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c = 0.9665;
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n = 0.9673;
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end;
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shocks;
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var u; stderr 0.008;
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end;
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planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
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ramsey_policy(planner_discount=0.99,instruments=(r),order=1,nograph);
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benchmark = load('../optimal_policy/Ramsey/ramsey_ex_initval/Output/ramsey_ex_initval_results.mat');
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if any( [ max(abs(benchmark.oo_.steady_state-oo_.steady_state))>1e-5, ...
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max(abs(benchmark.oo_.dr.ys-oo_.dr.ys))>1e-5, ...
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max(max(abs(benchmark.oo_.dr.ghx-oo_.dr.ghx)))>1e-5, ...
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max(max(abs(benchmark.oo_.dr.ghu-oo_.dr.ghu)))>1e-5, ...
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max(max(abs(benchmark.oo_.dr.Gy-oo_.dr.Gy)))>1e-5, ...
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abs(benchmark.oo_.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5, ...
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abs(benchmark.oo_.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5, ...
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abs(benchmark.oo_.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5] )
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error('ramsey_policy gives results inconsistent with ramsey_model+stoch_simul+evaluate_planner_objective')
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end
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@ -1,6 +1,6 @@
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/* Mod file tests the correctness of the Ramsey command when used together with a steady state file by
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* - checking whether the results coincide with the ones when used with an initval block
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* - checking whether between stoch_simul and ramsey_planner are consistent
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/* Tests the correctness of the Ramsey command when used together with a steady state file by
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* checking whether the results coincide with the ones when used with an initval block
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*
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* The example is taken from Juillard, Michel (2011): User manual for optimal policy package,
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* MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
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*/
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@ -39,29 +39,20 @@ var u; stderr 0.008;
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end;
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planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
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ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
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oo_ramsey_policy_steady_state_file=oo_;
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stoch_simul(periods=0, order=1, irf=25, nograph);
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if max(abs((oo_ramsey_policy_steady_state_file.steady_state-oo_.steady_state)))>1e-5 ...
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|| max(abs(oo_ramsey_policy_steady_state_file.dr.ys-oo_.dr.ys))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_steady_state_file.dr.ghx-oo_.dr.ghx)))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_steady_state_file.dr.ghu-oo_.dr.ghu)))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_steady_state_file.dr.Gy-oo_.dr.Gy)))>1e-5 ...
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|| abs(oo_ramsey_policy_steady_state_file.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5 ...
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|| abs(oo_ramsey_policy_steady_state_file.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5 ...
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|| abs(oo_ramsey_policy_steady_state_file.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5
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error('Running stoch_simul after ramsey_policy leads to inconsistent results')
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end
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ramsey_model(planner_discount=0.99,instruments=(r));
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steady;
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stoch_simul(order=1, nograph);
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evaluate_planner_objective;
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load oo_ramsey_policy_initval;
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benchmark=load('ramsey_ex_initval/Output/ramsey_ex_initval_results.mat');
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if any( [ max(abs((oo_ramsey_policy_initval.steady_state-oo_.steady_state)))>1e-5, ...
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max(abs(oo_ramsey_policy_initval.dr.ys-oo_.dr.ys))>1e-5, ...
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max(max(abs(oo_ramsey_policy_initval.dr.ghx-oo_.dr.ghx)))>1e-5, ...
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max(max(abs(oo_ramsey_policy_initval.dr.ghu-oo_.dr.ghu)))>1e-5, ...
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max(max(abs(oo_ramsey_policy_initval.dr.Gy-oo_.dr.Gy)))>1e-5, ...
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abs(oo_ramsey_policy_initval.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5, ...
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abs(oo_ramsey_policy_initval.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5, ...
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abs(oo_ramsey_policy_initval.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5] )
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if any( [ max(abs((benchmark.oo_.steady_state-oo_.steady_state)))>1e-5, ...
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max(abs(benchmark.oo_.dr.ys-oo_.dr.ys))>1e-5, ...
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max(max(abs(benchmark.oo_.dr.ghx-oo_.dr.ghx)))>1e-5, ...
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max(max(abs(benchmark.oo_.dr.ghu-oo_.dr.ghu)))>1e-5, ...
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max(max(abs(benchmark.oo_.dr.Gy-oo_.dr.Gy)))>1e-5, ...
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abs(benchmark.oo_.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5, ...
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abs(benchmark.oo_.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5, ...
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abs(benchmark.oo_.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5] )
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error('Initval and steady state file yield different results')
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end
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@ -1,5 +1,4 @@
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/* Mod file tests the functioning of the Ramsey command when used together with an initval-block
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* - Tests whether subsequent calls to ramsey_policy and stoch_simul are possible
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/* Tests the functioning of the Ramsey command when used together with an initval-block
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* The example is taken from Juillard, Michel (2011): User manual for optimal policy package,
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* MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
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*/
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@ -38,17 +37,7 @@ var u; stderr 0.008;
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end;
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planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
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ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
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oo_ramsey_policy_initval=oo_;
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save oo_ramsey_policy_initval.mat oo_ramsey_policy_initval;
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stoch_simul(periods=0, order=1, irf=25, nograph);
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if max(abs((oo_ramsey_policy_initval.steady_state-oo_.steady_state)))>1e-5 ...
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|| max(abs(oo_ramsey_policy_initval.dr.ys-oo_.dr.ys))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_initval.dr.ghx-oo_.dr.ghx)))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_initval.dr.ghu-oo_.dr.ghu)))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_initval.dr.Gy-oo_.dr.Gy)))>1e-5 ...
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|| abs(oo_ramsey_policy_initval.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5 ...
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|| abs(oo_ramsey_policy_initval.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5 ...
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|| abs(oo_ramsey_policy_initval.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5
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error('Running stoch_simul after ramsey_policy leads to inconsistent results')
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end
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ramsey_model(planner_discount=0.99,instruments=(r));
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steady;
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stoch_simul(order=1, nograph);
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evaluate_planner_objective;
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@ -1,4 +1,8 @@
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/* Mod file tests the correctness of the Ramsey command when Auxiliary variables for AR2 are used
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/* Test the correctness of the Ramsey command when a Lagrange multiplier
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* appears with a lead ⩾2, and thus ends up in the definition of an auxiliary variable.
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*
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* This is related to issues #633, #1119 and #1133
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*
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* The example is adapted from Juillard, Michel (2011): User manual for optimal policy package,
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* MONFISPOL FP7 project SSH-225149, Deliverable 1.1.2
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*/
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@ -37,16 +41,7 @@ var u; stderr 0.008;
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end;
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planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
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ramsey_policy(planner_discount=0.99,order=1,instruments=(r));
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oo_ramsey_policy_initval_AR2=oo_;
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stoch_simul(periods=0, order=1, irf=25, nograph);
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if max(abs((oo_ramsey_policy_initval_AR2.steady_state-oo_.steady_state)))>1e-5 ...
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|| max(abs(oo_ramsey_policy_initval_AR2.dr.ys-oo_.dr.ys))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_initval_AR2.dr.ghx-oo_.dr.ghx)))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_initval_AR2.dr.ghu-oo_.dr.ghu)))>1e-5 ...
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|| max(max(abs(oo_ramsey_policy_initval_AR2.dr.Gy-oo_.dr.Gy)))>1e-5 ...
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|| abs(oo_ramsey_policy_initval_AR2.planner_objective_value.unconditional-oo_.planner_objective_value.unconditional)>1e-5 ...
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|| abs(oo_ramsey_policy_initval_AR2.planner_objective_value.conditional.zero_initial_multiplier-oo_.planner_objective_value.conditional.zero_initial_multiplier)>1e-5 ...
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|| abs(oo_ramsey_policy_initval_AR2.planner_objective_value.conditional.steady_initial_multiplier-oo_.planner_objective_value.conditional.steady_initial_multiplier)>1e-5
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error('Running stoch_simul after ramsey_policy leads to inconsistent results')
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end
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ramsey_model(planner_discount=0.99,instruments=(r));
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steady;
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stoch_simul(order=1, nograph);
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evaluate_planner_objective;
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