39 lines
611 B
Modula-2
39 lines
611 B
Modula-2
// Test case with several exogenous variables (regression test for #1883)
|
|
|
|
var c k;
|
|
varexo x y;
|
|
parameters alph gam delt bet aa;
|
|
|
|
alph=0.5;
|
|
gam=0.5;
|
|
delt=0.02;
|
|
bet=0.05;
|
|
aa=0.5;
|
|
|
|
model;
|
|
c + k - aa*x*k(-1)^alph - (1-delt)*k(-1) +y;
|
|
c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
|
|
end;
|
|
|
|
initval;
|
|
y=0;
|
|
x = 1;
|
|
k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
|
|
c = aa*k^alph-delt*k;
|
|
end;
|
|
|
|
steady;
|
|
|
|
check;
|
|
|
|
shocks(learnt_in=2);
|
|
var x;
|
|
periods 2:3;
|
|
values 1.2;
|
|
end;
|
|
|
|
perfect_foresight_with_expectation_errors_setup(periods = 7);
|
|
perfect_foresight_with_expectation_errors_solver;
|
|
|
|
rplot c;
|