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dynare/tests/deterministic_simulations
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Sébastien Villemot c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 
If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.

However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
 		2023-11-28 16:26:49 +01:00
..
initval_endval_blocks Testsuite: move some files for more consistency in tests file structure 2023-10-23 17:00:01 +02:00
lbj Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 2022-06-15 15:06:33 +02:00
linear_approximation Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
multiple_lead_lags Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
purely_backward Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
purely_forward Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
purely_static Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
Irreversible_investment.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
Solow_no_varexo.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
histval_det.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
homotopy.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
homotopy_endval_steady_linearization.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
homotopy_histval.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
homotopy_marginal_linearization.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
initialization.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
linear_state_space_arma.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
pfwee.csv perfect_foresight_with_expectation_errors_setup: move terminal condition to last line of CSV file 2022-04-12 15:51:04 +02:00
pfwee.mod Error out if perfect_foresight_solver is called with shocks(learnt_in=…) or endval(learnt_in=…) blocks 2023-10-20 16:05:53 -04:00
pfwee_constant_sim_length.mod Error out if perfect_foresight_solver is called with shocks(learnt_in=…) or endval(learnt_in=…) blocks 2023-10-20 16:05:53 -04:00
pfwee_homotopy_linearization.mod Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 2023-11-28 16:26:49 +01:00
pfwee_homotopy_marginal_linearization.mod Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 2023-11-28 16:26:49 +01:00
pfwee_learnt_in.mod Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…) 2023-10-20 16:05:56 -04:00
pfwee_multiple_shocks.mod perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous 2023-01-24 15:02:07 +01:00
predetermined_variables.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_a.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_block_mfs1.mod Testsuite: more fixes related to stochastic block decomposition + mfs > 0 2021-05-05 10:15:52 +02:00
ramst_mshocks.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_mshocks_relative_to_initval.mod New option “relative_to_initval” to “mshocks” block 2023-10-18 16:45:06 -04:00
ramst_mshocks_vec.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_vec.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
rbc_det.mod Fix tests for stack_solve_algo=7 2018-06-08 10:29:53 +02:00
rbc_det1.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det2.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det3.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det4.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det4_endval_initval_xfail.mod Preprocessor: error out if an “initval” block appears after an “endval” block 2023-11-14 17:45:54 +01:00
rbc_det5.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det6.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_exo_lag_2a.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_exo_lag_2b.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_exo_lag_2c.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_stack_solve_algo_7.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
rbc_det_stack_solve_algo_7_exo_lag.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
rbc_det_stack_solve_algo_7_exo_lead.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
simul_ZLB_purely_forward.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
simul_ZLB_purely_forward_no_solution.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00