45 lines
824 B
Modula-2
45 lines
824 B
Modula-2
var y pie r;
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varexo e_y e_pie;
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parameters delta sigma alpha kappa gamma1 gamma2;
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delta = 0.44;
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kappa = 0.18;
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alpha = 0.48;
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sigma = -0.06;
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gamma1 = 1.5;
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gamma2 = 0.5;
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model(use_dll);
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y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - pie(+1)) + e_y;
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pie = alpha * pie(-1) + (1-alpha) * pie(+1) + kappa*y + e_pie;
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r = gamma1*pie+gamma2*y;
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end;
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shocks;
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var e_y;
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stderr 0.63;
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var e_pie;
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stderr 0.4;
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end;
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steady;
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options_.maxit_ = 100;
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options_.ep.verbosity = 0;
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options_.ep.stochastic.status = 0;
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options_.ep.order = 0;
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options_.ep.nnodes = 0;
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options_.console_mode = 0;
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ts = extended_path([],100);
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options_.ep.stochastic.status = 1;
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options_.ep.order = 1;
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options_.ep.nnodes = 3;
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sts = extended_path([],100);
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if max(max(abs(ts-sts))) > 1e-12
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error('extended path algorithm fails in ./tests/ep/linear.mod')
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end |