%mod-file triggering the sim1_linear.m solver; %The exogenous arma processes test whether the Jacobian at the %deterministic steady state is correctly computed var x y z; varexo u v; parameters a1 a2 a3 a4 b1 b2 b3 c1; a1 = .50; a2 = .00; a3 = .70; a4 = .40; b1 = .90; b2 = .00; b3 = .80; c1 = .95; model(linear); y = a1*x(-1) + a2*x(+1) + a3*z + a4*y(-1); z = b1*z(-1) + b2*z(+1) + b3*x + u; x = c1*x(-1) + v +v(-1)+v(+1); end; initval; y=-1; x=-1; z=-1; end; endval; y=0; x=0; z=0; end; steady; perfect_foresight_setup(periods=1000); perfect_foresight_solver(stack_solve_algo=0);