90 lines
2.1 KiB
Modula-2
90 lines
2.1 KiB
Modula-2
/*
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* Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
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* A practical guide" (see "guide.pdf" in the documentation directory).
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*/
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/*
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* Copyright (C) 2001-2016 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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*/
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var y, c, k, a, h, b, e1, u1;
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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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model;
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c*theta*h^(1+psi)=(1-alpha)*y;
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k = beta*(((b*c)/(b(+1)*c(+1)))
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*(b(+1)*alpha*y(+1)+(1-delta)*k));
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y = a*(k(-1)^alpha)*(h^(1-alpha));
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k = b*(y-c)+(1-delta)*k(-1);
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log(a) = rho*log(a(-1))+tau*log(b(-1)) + log(e1(-1));
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log(b) = tau*log(a(-1))+rho*log(b(-1)) + log(u1(-1));
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e1 = exp(e);
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u1 = exp(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 = 1;
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b = 1;
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e1 = 1;
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u1 = 1;
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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(loglinear,order=1);
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D = load(['example4_loglinear_lagged_exogenous' filesep 'Output' filesep 'example4_loglinear_lagged_exogenous_results']);
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test1 = D.oo_.dr.ghx - oo_.dr.ghx;
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if norm(test1) > 1e-16;
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error('error in computing ghx');
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end;
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test2 = D.oo_.dr.ghu - oo_.dr.ghu;
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if norm(test2) > 1e-16;
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error('error in computing ghu');
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end;
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for i = fieldnames(D.oo_.irfs)';
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test3 = D.oo_.irfs.(i{1}) - oo_.irfs.(i{1});
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if norm(test2) > 1e-16;
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error(['error in computing irf ' i]);
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end;
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end;
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