Michel Juillard
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62b1b9a2cc
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extend test case rbcii until stochastic order = 3
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2012-06-02 16:21:02 +02:00 |
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Michel Juillard
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ec05f302b7
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Removing debugging code for extended path. Updating test cases.
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2012-06-01 15:01:25 +02:00 |
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Michel Juillard
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dd5cb335fb
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changes to stochastic perfect foresight simulation (still doesn't work
correctly with ZLB)
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2012-04-21 21:41:07 +02:00 |
Stéphane Adjemian (Charybdis)
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8c4f2c79b7
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Changed options conformably to the previous commits.
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2012-03-08 12:52:53 +01:00 |
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Stéphane Adjemian (Charybdis)
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133e51e6d6
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Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
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2012-02-04 18:44:57 +01:00 |
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Stéphane Adjemian (Charybdis)
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2f5ce2403d
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Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
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2012-02-03 11:25:03 +01:00 |
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Stéphane Adjemian (Charybdis)
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119a8eee3b
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Added plot (Lagrange multiplier).
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2012-01-23 14:47:01 +01:00 |
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Stéphane Adjemian (Charybdis)
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0f1dd850ed
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Added one variable (LM) and one equation to ensure that the Lagrange multiplier is positive.
It appeared that the Lagrange multiplier simulated by EP is positive,
but the series simulated by SEP are most of the time negative.
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2012-01-23 14:46:25 +01:00 |
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Stéphane Adjemian (Charybdis)
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5c6d93d3f0
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Fixed bug (same problem as in f9dc4574).
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2011-12-26 11:53:08 +01:00 |
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Stéphane Adjemian (Charybdis)
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3e35dea96d
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Added plots. Comparison of SEP and EP.
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2011-12-22 11:17:24 +01:00 |
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Stéphane Adjemian (Charybdis)
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7a875fe562
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Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
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2011-12-21 18:54:32 +01:00 |