38 lines
663 B
Modula-2
38 lines
663 B
Modula-2
var c k a;
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varexo e;
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parameters alpha beta delta gamma rho;
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beta = 0.95;
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delta = 1;
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alpha = 0.3;
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rho = 0;
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gamma = 2;
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model;
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exp(c) + exp(k) = (1-delta) * exp(k(-1)) + exp(a) * exp(k(-1))^alpha;
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exp(c)^(-gamma) = beta * exp(c(+1))^(-gamma) * (exp(a(+1)) * alpha * exp(k)^(alpha-1) + 1 - delta);
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a = rho * a(-1) + e;
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end;
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initval;
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k=0;
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c=0;
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a=0;
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e=0;
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end;
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Sigma_e_ = 1;
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stoch_simul(nomoments,nocorr,ar=0,irf=0);
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global dr_
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load objectives/sgu_ex1;
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fataltest(oo_.dr.ghx,dr_obj_.ghx,1);
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fataltest(oo_.dr.ghu,dr_obj_.ghu,2);
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fataltest(oo_.dr.ghxx,dr_obj_.ghxx,3);
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fataltest(oo_.dr.ghxu,dr_obj_.ghxu,4);
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fataltest(oo_.dr.ghuu,dr_obj_.ghuu,5);
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disp('TESTS OK');
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