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ms-dsge: test modification

time-shift
Houtan Bastani 2012-01-01 21:46:58 +01:00 committed by Michel Juillard
parent 0c5966d487
commit f94c2c0570
1 changed files with 9 additions and 1 deletions
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10
tests/ms-dsge/test_ms_dsge.mod
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@ -15,7 +15,7 @@ phi = 0.1;
model(use_dll);
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
*(exp(b(+3))*alpha*y(+2)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
@ -24,3 +24,11 @@ end;
markov_switching(chain=1, number_of_regimes=2, duration=2.5, parameters=[alpha, delta, theta], number_of_lags=1);
alpha.prior(shape=gamma, mean=3.22);
rho.prior(shape=uniform, mean=322,variance=2^.33,domain=[0.36 , 0.88]);
std(e).prior(shape=beta,mean=0.3,variance=0.1^2,domain=[-0.1 006]);
std(y).prior(shape=beta,mean=0.3,variance=0.1^2,domain=[01 4]);
std(c).prior(shape=beta,mean=0.3,variance=0.1^2,stdev=0.2);
corr(y,c).prior(shape=beta,mean=0.3,variance=0.1^2,mode=33);
corr(b,c).prior(shape=beta,mean=0.3,variance=0.1^2);
corr(e,u).prior(shape=beta,mean=0.3,variance=0.1^2);
alpha.options(init=1);