60 lines
1.1 KiB
Modula-2
60 lines
1.1 KiB
Modula-2
// Tests for model local variables
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// (including in params derivs file, i.e. with identification, see Dynare/preprocessor#13)
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var c, y, 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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/* The following statement is a regression test for #1782.
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Here the “foo” variable definition depends on “bar”, but the symbol ID of
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“foo” will be smaller than the symbol ID of “bar”. */
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model_local_variable foo $\text{foo}$;
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model;
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#bar = exp(b)*c;
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#foo = bar/(exp(b(+1))*c(+1));
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c*theta*h^(1+psi)=(1-alpha)*y;
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k = beta*(foo
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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)+(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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steady;
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check;
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stoch_simul;
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varobs c;
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identification(parameter_set=calibration);
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