dynare/tests/deterministic_simulations/homotopy_marginal_lineariza...

43 lines
1.2 KiB
Modula-2

// Example that triggers homotopy in perfect foresight simulation.
// Tests the homotopy_marginal_linearization_fallback and homotopy_step_size_increase_success_count options
var Consumption, Capital, LoggedProductivity;
varexo LoggedProductivityInnovation;
parameters beta, alpha, delta, rho;
beta = .985;
alpha = 1/3;
delta = alpha/10;
rho = .9;
model;
1/Consumption = beta/Consumption(1)*(alpha*exp(LoggedProductivity(1))*Capital^(alpha-1)+1-delta);
Capital = exp(LoggedProductivity)*Capital(-1)^alpha+(1-delta)*Capital(-1)-Consumption;
LoggedProductivity = rho*LoggedProductivity(-1)+LoggedProductivityInnovation;
end;
initval;
LoggedProductivityInnovation = 0;
end;
steady;
endval;
LoggedProductivityInnovation = 1;
Consumption = 0.1;
Capital = 1;
end;
perfect_foresight_setup(periods=200, endval_steady);
perfect_foresight_solver(homotopy_max_completion_share = 0.7,
homotopy_step_size_increase_success_count = 3,
homotopy_marginal_linearization_fallback,
steady_solve_algo = 13);
if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')
end