From fb57ef453d7d95e4c987d7df7b6a8cecfaed6358 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Fri, 20 May 2016 20:02:43 +0200 Subject: [PATCH] Put all OSR unit tests into subfolder and add one for parameter bounds --- tests/Makefile.am | 7 +-- .../optimal_policy/{ => OSR}/osr_example.mod | 0 .../osr_example_obj_corr_non_stat_vars.mod | 0 .../osr_example_objective_correctness.mod | 0 .../OSR/osr_example_param_bounds.mod | 45 +++++++++++++++++++ 5 files changed, 49 insertions(+), 3 deletions(-) rename tests/optimal_policy/{ => OSR}/osr_example.mod (100%) rename tests/optimal_policy/{ => OSR}/osr_example_obj_corr_non_stat_vars.mod (100%) rename tests/optimal_policy/{ => OSR}/osr_example_objective_correctness.mod (100%) create mode 100644 tests/optimal_policy/OSR/osr_example_param_bounds.mod diff --git a/tests/Makefile.am b/tests/Makefile.am index 04bb8379e..7d7e13104 100644 --- a/tests/Makefile.am +++ b/tests/Makefile.am @@ -35,9 +35,10 @@ MODFILES = \ example1_macroif.mod \ t_sgu_ex1.mod \ irfs/example1_unit_std.mod \ - optimal_policy/osr_example.mod \ - optimal_policy/osr_example_objective_correctness.mod \ - optimal_policy/osr_example_obj_corr_non_stat_vars.mod \ + optimal_policy/OSR/osr_example.mod \ + optimal_policy/OSR/osr_example_objective_correctness.mod \ + optimal_policy/OSR/osr_example_obj_corr_non_stat_vars.mod \ + optimal_policy/OSR/osr_example_param_bounds.mod \ optimal_policy/OSR/osr_obj_corr_algo_1.mod \ optimal_policy/OSR/osr_obj_corr_algo_3.mod \ optimal_policy/OSR/osr_obj_corr_algo_4.mod \ diff --git a/tests/optimal_policy/osr_example.mod b/tests/optimal_policy/OSR/osr_example.mod similarity index 100% rename from tests/optimal_policy/osr_example.mod rename to tests/optimal_policy/OSR/osr_example.mod diff --git a/tests/optimal_policy/osr_example_obj_corr_non_stat_vars.mod b/tests/optimal_policy/OSR/osr_example_obj_corr_non_stat_vars.mod similarity index 100% rename from tests/optimal_policy/osr_example_obj_corr_non_stat_vars.mod rename to tests/optimal_policy/OSR/osr_example_obj_corr_non_stat_vars.mod diff --git a/tests/optimal_policy/osr_example_objective_correctness.mod b/tests/optimal_policy/OSR/osr_example_objective_correctness.mod similarity index 100% rename from tests/optimal_policy/osr_example_objective_correctness.mod rename to tests/optimal_policy/OSR/osr_example_objective_correctness.mod diff --git a/tests/optimal_policy/OSR/osr_example_param_bounds.mod b/tests/optimal_policy/OSR/osr_example_param_bounds.mod new file mode 100644 index 000000000..8f1c595de --- /dev/null +++ b/tests/optimal_policy/OSR/osr_example_param_bounds.mod @@ -0,0 +1,45 @@ +// Example of optimal simple rule + +var y inflation r; +varexo y_ inf_; + +parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ gamma_inf_; + +delta = 0.44; +kappa = 0.18; +alpha = 0.48; +sigma = -0.06; + + +model(linear); +y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - inflation(+1)) + y_; +inflation = alpha * inflation(-1) + (1-alpha) * inflation(+1) + kappa*y + inf_; +r = gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_; +end; + +shocks; +var y_; +stderr 0.63; +var inf_; +stderr 0.4; +end; + + +optim_weights; +inflation 1; +y 1; +end; + +osr_params gammax0 gammac0 gamma_y_ gamma_inf_; + +gammarr = 0; +gammax0 = 0.2; +gammac0 = 1.5; +gamma_y_ = 8; +gamma_inf_ = 3; + +osr_params_bounds; +gamma_inf_, 0, 2.5; +end; + +osr(opt_algo=9);