72 lines
1.9 KiB
Modula-2
72 lines
1.9 KiB
Modula-2
var y, c, k, h;
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var(rows = 2) A; // A == [a; b]
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varexo(rows = 2) E; // E == [e; u]
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parameters beta, alpha, delta, theta, psi;
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parameters(rows=2,cols=2) P;
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alpha = 0.36;
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rho = 0.95;
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tau = 0.025;
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beta = 0.99;
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delta = 0.025;
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psi = 0;
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theta = 2.95;
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phi = 0.1;
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P = [rho, tau; tau/2, rho/3];
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external_function(nargs=3, name=extFunWithFirstAndSecondDerivsMatrix, in_arg_dim=[2,2,2],
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out_arg_dim=2, first_deriv_provided, second_deriv_provided);
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model(use_dll);
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[endogenous='c',name='law of motion of capital']
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c*theta*h^(1+psi)=(1-alpha)*y;
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k = beta*(((exp(A[2])*c)/(exp(A[2](+1))*c(+1)))
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*(exp(A[2](+1))*alpha*y(+1)+(1-delta)*k));
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y = exp(A[1])*(k(-1)^alpha)*(h^(1-alpha));
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k = exp(A[2])*(y-c)+(1-delta)*k(-1) ;
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A = extFunWithFirstAndSecondDerivsMatrix(P[:,1], transpose(P[:,2]), A(-1)) + E;
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end;
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initval;
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y = 1.08068253095672;
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c = 0.80359242014163;
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h = 0.29175631001732;
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k = 11.08360443260358;
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A[1] = 0;
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A[2] = 0;
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E[:] = 0;
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end;
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shocks;
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var E[:]; stderr 0.009;
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var E[1], E[2] = phi*0.009*0.009;
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end;
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stoch_simul;
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L = load('benchmark_results.mat');
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if max(max(abs(L.oo_.dr.ghu - oo_.dr.ghu))) > 1e-12
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error('Failure in matrix notation with external function')
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end
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if max(max(abs(L.oo_.dr.ghx - oo_.dr.ghx))) > 1e-12
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error('Failure in matrix notation with external function')
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end
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if max(max(abs(L.oo_.dr.ghxu - oo_.dr.ghxu))) > 1e-12
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error('Failure in matrix notation with external function')
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end
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if max(max(abs(L.oo_.dr.ghxx - oo_.dr.ghxx))) > 1e-12
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error('Failure in matrix notation with external function')
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end
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if max(max(abs(L.oo_.dr.ghuu - oo_.dr.ghuu))) > 1e-12
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error('Failure in matrix notation with external function')
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end
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if max(max(abs(L.oo_.dr.ghs2 - oo_.dr.ghs2))) > 1e-12
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error('Failure in matrix notation with external function')
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end
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if max(max(abs(L.oo_.var - oo_.var))) > 1e-12
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error('Failure in matrix notation with external function')
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end
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