/* Checks whether second order coefficients are the same with order=2 and order=3 with k_order_solver (use_dll version) */ var m P c e W R k d n l gy_obs gp_obs y dA ; varexo e_a e_m; parameters alp bet gam mst rho psi del; alp = 0.33; bet = 0.99; gam = 0.003; mst = 1.011; rho = 0.7; psi = 0.787; del = 0.02; model (use_dll); dA = exp(gam+e_a); log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m; -P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0; W = l/n; -(psi/(1-psi))*(c*P/(1-n))+l/n = 0; R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W; 1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0; c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1); P*c = m; m-1+d = l; e = exp(e_a); y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a)); gy_obs = dA*y/y(-1); gp_obs = (P/P(-1))*m(-1)/dA; end; steady_state_model; dA = exp(gam); gst = 1/dA; m = mst; khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1)); xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1); nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp ); n = xist/(nust+xist); P = xist + nust; k = khst*n; l = psi*mst*n/( (1-psi)*(1-n) ); c = mst/P; d = l - mst + 1; y = k^alp*n^(1-alp)*gst^alp; R = mst/bet; W = l/n; ist = y-c; q = 1 - d; e = 1; gp_obs = m/dA; gy_obs = dA; end; shocks; var e_a; stderr 0.014; var e_m; stderr 0.005; end; steady; stoch_simul(order=3,periods=1000); if ~exist(['fs2000k2a' filesep 'Output' filesep 'fs2000k2a_results.mat'],'file'); error('fs2000k2a must be run first'); end; oo1 = load(['fs2000k2a' filesep 'Output' filesep 'fs2000k2a_results'],'oo_'); dr0 = oo1.oo_.dr; dr = oo_.dr; if max(max(abs(dr0.ghxx - dr.ghxx))) > 1e-12; error('error in ghxx'); end; if max(max(abs(dr0.ghuu - dr.ghuu))) > 1e-12; error('error in ghuu'); end; if max(max(abs(dr0.ghxu - dr.ghxu))) > 1e-12; error('error in ghxu'); end; if max(max(abs(dr0.ghs2 - dr.ghs2))) > 1e-12; error('error in ghs2'); end;