/* Checks that, for order = 2 and k_order_solver = 1, a model with 2 leads and the same model with one lead (using auxiliary vars) give the same result */ var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA AUXv; 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(-1))+e_m; -P/(c(+1)*P(+1)*m)+AUXv(+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(-1))*m_1(-1)/dA; m_1 = m; P_1 = P; AUXv = bet*P*(alp*exp(-alp*(gam+log(e)))*k(-1)^(alp-1)*n^(1-alp)+(1-del)*exp(-(gam+log(e))))/(c(+1)*P(+1)*m); end; initval; m = mst; m_1=mst; P = 2.25; P_1 = 2.25; c = 0.45; e = 1; W = 4; R = 1.02; k = 6; d = 0.85; n = 0.19; l = 0.86; y = 0.6; gy_obs = exp(gam); gp_obs = exp(-gam); dA = exp(gam); AUXv = 1; end; shocks; var e_a; stderr 0.014; var e_m; stderr 0.005; end; steady; stoch_simul(order=2,k_order_solver,irf=0); if ~exist('fs2000k2_use_dll_results.mat','file'); error('fs2000k2_use_dll must be run first'); end; oo1 = load('fs2000k2_use_dll_results','oo_'); dr0 = oo1.oo_.dr; dr = oo_.dr; ikr = [2:10 1 13:17]; ikc = [1 3 4 2]; ikc2 = [1 3 4 2 9 11 12 10 13 15 16 14 5 7 8 6]; ikc2u = [1 2 5 6 7 8 3 4]; if max(max(abs(dr0.ghx - dr.ghx(ikr,ikc)))) > 1e-12; error('error in ghx'); end; if max(max(abs(dr0.ghu - dr.ghu(ikr,:)))) > 1e-12; error('error in ghu'); end; if max(max(abs(dr0.ghxx - dr.ghxx(ikr,ikc2)))) > 1e-12; error('error in ghxx'); end; if max(max(abs(dr0.ghuu - dr.ghuu(ikr,:)))) > 1e-12; error('error in ghuu'); end; if max(max(abs(dr0.ghxu - dr.ghxu(ikr,ikc2u)))) > 1e-12; error('error in ghxu'); end; if max(max(abs(dr0.ghs2 - dr.ghs2(ikr,:)))) > 1e-12; error('error in ghs2'); end;