65 lines
2.3 KiB
Modula-2
65 lines
2.3 KiB
Modula-2
// Same model as sim_endo_lead_lag_aux_vars.mod, but no auxiliary variables to deal with leads and lags
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var c k z_backward z_forward;
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varexo x;
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parameters alph gam delt bet aa;
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alph=0.5;
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gam=0.5;
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delt=0.02;
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bet=0.05;
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aa=0.5;
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model;
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c + k - aa*x*k(-1)^alph - (1-delt)*k(-1); // Resource constraint
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c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam); // Euler equation
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z_backward=0.4*0.5+0.2*z_backward(-1)+0.2*z_backward(-2)+0.2*z_backward(-3) + (x(-1)-1);
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z_forward=0.1*1+0.45*z_forward(+1)+0.45*z_forward(+2)+(x(+1)-1);
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end;
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initval;
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c = 1.2;
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k = 12;
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x = 1; %set x(0)
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z_backward=0.5;
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end;
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histval;
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x(0) = 1;
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k(0) = 12;
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z_backward(0) = 0.5;
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z_backward(-1) = 0.4;
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z_backward(-2) = 0.9;
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end;
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shocks;
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var x; %sets x(+2)
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periods 2;
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values 0.9;
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end;
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simul(periods=200,maxit=100);
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if ~oo_.deterministic_simulation.status
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error('Perfect foresight simulation failed')
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end
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base_results=load(['sim_base' filesep 'Output' filesep 'sim_base_results.mat']);
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if max(abs(base_results.oo_.endo_simul(strmatch('c',base_results.M_.endo_names,'exact'),1+base_results.M_.maximum_endo_lag:end-base_results.M_.maximum_endo_lead) -...
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oo_.endo_simul(strmatch('c',M_.endo_names,'exact'),1+M_.maximum_endo_lag:end-M_.maximum_endo_lead)))>1e-8 || ...
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max(abs(base_results.oo_.endo_simul(strmatch('k',base_results.M_.endo_names,'exact'),1+base_results.M_.maximum_endo_lag:end-base_results.M_.maximum_endo_lead) -...
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oo_.endo_simul(strmatch('k',M_.endo_names,'exact'),1+M_.maximum_endo_lag:end-M_.maximum_endo_lead)))>1e-8
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error('Autonomous system part is wrong')
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end
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if max(abs(base_results.oo_.exo_simul(1:end-base_results.M_.maximum_lead-base_results.M_.maximum_lag,strmatch('x', base_results.M_.exo_names, 'exact')) -...
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oo_.exo_simul(1:end-M_.maximum_lead-M_.maximum_lag,strmatch('x', M_.exo_names, 'exact'))))>1e-8
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error('Translation of exogenous variables is wrong')
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end
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clear base_results;
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base_results_aux_vars=load(['sim_exo_lead_lag_aux_vars' filesep 'Output' filesep 'sim_exo_lead_lag_aux_vars_results.mat']);
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if max(abs(base_results_aux_vars.oo_.endo_simul(strmatch('z_backward_lag_2',base_results_aux_vars.M_.endo_names,'exact'),1:end-base_results_aux_vars.M_.maximum_lead) -...
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oo_.endo_simul(strmatch('AUX_ENDO_LAG_2_2',M_.endo_names,'exact'),1:end-M_.maximum_lag)))>1e-8
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error('Translation of endogenous variables is wrong')
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end |