109 lines
2.6 KiB
Modula-2
109 lines
2.6 KiB
Modula-2
/* Checks that, for order = 2 and k_order_solver, a model with 2 leads
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and the same model with one lead (using auxiliary vars) give the same result (use_dll version).
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The counterfactual is fs2000k2_use_dll.mod. */
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var m m_1 P P_1 c e W R k d n l gy_obs gp_obs y dA AUXv;
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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(-1))+e_m;
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-P/(c(+1)*P(+1)*m)+AUXv(+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(-1))*m_1(-1)/dA;
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m_1 = m;
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P_1 = P;
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AUXv = bet*P*(alp*exp(-alp*(gam+log(e)))*k(-1)^(alp-1)*n^(1-alp)+(1-del)*exp(-(gam+log(e))))/(c(+1)*P(+1)*m);
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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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m_1=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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P_1 = P;
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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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AUXv = 1/(c*m);
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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,irf=0);
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if ~exist(['fs2000k2_use_dll' filesep 'Output' filesep 'fs2000k2_use_dll_results.mat'],'file');
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error('fs2000k2_use_dll must be run first');
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end;
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oo1 = load(['fs2000k2_use_dll' filesep 'Output' filesep 'fs2000k2_use_dll_results'],'oo_');
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dr0 = oo1.oo_.dr;
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dr = oo_.dr;
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ikr = [2:10 1 13:17];
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ikc = [1 3 4 2];
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ikc2 = [1 3 4 2 9 11 12 10 13 15 16 14 5 7 8 6];
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ikc2u = [1 2 5 6 7 8 3 4];
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if max(max(abs(dr0.ghx - dr.ghx(ikr,ikc)))) > 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(ikr,:)))) > 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(ikr,ikc2)))) > 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(ikr,:)))) > 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(ikr,ikc2u)))) > 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(ikr,:)))) > 1e-12;
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error('error in ghs2');
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end;
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