97 lines
2.3 KiB
Modula-2
97 lines
2.3 KiB
Modula-2
/* Checks that, for order = 2, the historical Dynare solver (fs2000k2a)
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and k_order_solver (this file) give the same results (use_dll version) */
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var m P c e W R k d n l gy_obs gp_obs y dA ;
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varexo e_a e_m;
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parameters alp bet gam mst rho psi del;
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alp = 0.33;
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bet = 0.99;
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gam = 0.003;
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mst = 1.011;
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rho = 0.7;
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psi = 0.787;
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del = 0.02;
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model (use_dll);
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dA = exp(gam+e_a);
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log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
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-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
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W = l/n;
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-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
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R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
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1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
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c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
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P*c = m;
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m-1+d = l;
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e = exp(e_a);
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y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
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gy_obs = dA*y/y(-1);
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gp_obs = (P/P(-1))*m(-1)/dA;
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end;
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steady_state_model;
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dA = exp(gam);
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gst = 1/dA;
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m = mst;
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khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
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xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
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nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
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n = xist/(nust+xist);
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P = xist + nust;
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k = khst*n;
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l = psi*mst*n/( (1-psi)*(1-n) );
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c = mst/P;
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d = l - mst + 1;
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y = k^alp*n^(1-alp)*gst^alp;
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R = mst/bet;
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W = l/n;
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ist = y-c;
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q = 1 - d;
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e = 1;
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gp_obs = m/dA;
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gy_obs = dA;
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end;
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shocks;
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var e_a; stderr 0.014;
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var e_m; stderr 0.005;
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end;
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steady;
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stoch_simul(order=2,k_order_solver,periods=1000);
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if ~exist(['fs2000k2a' filesep 'Output' filesep 'fs2000k2a_results.mat'],'file');
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error('fs2000k2a must be run first');
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end;
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oo1 = load(['fs2000k2a' filesep 'Output' filesep 'fs2000k2a_results'],'oo_');
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dr0 = oo1.oo_.dr;
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dr = oo_.dr;
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if max(max(abs(dr0.ghx - dr.ghx))) > 1e-12;
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error('error in ghx');
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end;
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if max(max(abs(dr0.ghu - dr.ghu))) > 1e-12;
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error('error in ghu');
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end;
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if max(max(abs(dr0.ghxx - dr.ghxx))) > 1e-12;
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error('error in ghxx');
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end;
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if max(max(abs(dr0.ghuu - dr.ghuu))) > 1e-12;
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error('error in ghuu');
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end;
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if max(max(abs(dr0.ghxu - dr.ghxu))) > 1e-12;
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error('error in ghxu');
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end;
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if max(max(abs(dr0.ghs2 - dr.ghs2))) > 1e-12;
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error('error in ghs2');
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end;
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