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Add test for mshocks block

time-shift
Sébastien Villemot 2020-11-26 15:48:57 +01:00
parent 94f7058639
commit f27852d1ec
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2 changed files with 45 additions and 0 deletions
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1
tests/Makefile.am
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@ -63,6 +63,7 @@ MODFILES = \
ramst.mod \
ramst_a.mod \
ramst_static_tag.mod \
ramst_mshocks.mod \
on-the-fly/ex1.mod \
on-the-fly/ex2.mod \
on-the-fly/ex3.mod \

44
tests/ramst_mshocks.mod Normal file
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@ -0,0 +1,44 @@
// Test mshocks block
var c k;
varexo x;
parameters alph gam delt bet aa;
alph=0.5;
gam=0.5;
delt=0.02;
bet=0.05;
aa=0.5;
model;
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
end;
initval;
x = 2;
k = ((delt+bet)/(1.0*aa*x*alph))^(1/(alph-1));
c = aa*x*k^alph-delt*k;
end;
steady;
check;
mshocks;
var x;
periods 1 2:3;
values 1.2 0.8;
end;
perfect_foresight_setup(periods=200);
perfect_foresight_solver;
rplot c;
rplot k;
if ~all(oo_.exo_simul(M_.maximum_lag+(1:3)) == [ 2.4; 1.6; 1.6]) ...
|| ~all(oo_.exo_simul(M_.maximum_lag+(4:200)) == 2)
error("mshocks not correctly applied")
end