70 lines
1.6 KiB
Modula-2
70 lines
1.6 KiB
Modula-2
// Example 1 from Collard's guide to Dynare
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var y, c, k, a, h, b;
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varexo e, u;
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parameters beta, rho, alpha, delta, theta, psi, tau;
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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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external_function(nargs=2, name=extFunWithFirstAndSecondDerivs, first_deriv_provided, second_deriv_provided);
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model(use_dll);
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c*theta*h^(1+psi)=(1-alpha)*y;
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k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
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*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
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y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
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k = exp(b)*(y-c)+extFunWithFirstAndSecondDerivs((1-delta),k(-1));
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a = rho*a(-1)+tau*b(-1) + e;
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b = tau*a(-1)+rho*b(-1) + u;
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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 = 0;
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b = 0;
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e = 0;
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u = 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 u; stderr 0.009;
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var e, u = phi*0.009*0.009;
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end;
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stoch_simul;
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L = load(['benchmark' filesep 'Output' filesep '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 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 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 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 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 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 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 external function')
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end
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