118 lines
2.5 KiB
Modula-2
118 lines
2.5 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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model;
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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)+(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(periods=1000,irf=0,nomoments);
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endo_simul_1 = oo_.endo_simul;
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set_dynare_seed('reset')
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_2 = oo_.endo_simul;
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set_dynare_seed('default')
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_3 = oo_.endo_simul;
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t1 = endo_simul_1-endo_simul_2;
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t2 = endo_simul_1-endo_simul_3;
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if any(abs(t1(:))>1e-12) || any(abs(t2(:))>1e-12)
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disp('Test 1.')
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error('Test failure:: Problem with the seed of the random number algorithm')
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end
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set_dynare_seed(57)
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_4 = oo_.endo_simul;
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set_dynare_seed('reset')
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_5 = oo_.endo_simul;
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t3 = endo_simul_4-endo_simul_5;
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if any(abs(t3(:))>1e-12)
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disp('Test 2.')
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error('Test failure:: Problem with the seed of the random number algorithm')
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end
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set_dynare_seed('default')
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_6 = oo_.endo_simul;
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t4 = endo_simul_6-endo_simul_1;
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if any(abs(t4(:))>1e-12)
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disp('Test 3.')
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error('Test failure:: Problem with the seed of the random number algorithm')
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end
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if ~isoctave
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set_dynare_seed('mlfg6331_64',0)
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_7 = oo_.endo_simul;
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set_dynare_seed('reset')
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_8 = oo_.endo_simul;
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t5 = endo_simul_7-endo_simul_8;
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if any(abs(t5(:))>1e-12)
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disp('Test 4.')
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error('Test failure:: Problem with the seed of the random number algorithm')
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end
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set_dynare_seed('default')
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stoch_simul(periods=1000,irf=0,nomoments);
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endo_simul_9 = oo_.endo_simul;
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t6 = endo_simul_9-endo_simul_1;
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if any(abs(t6(:))>1e-12)
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disp('Test 5.')
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error('Test failure:: Problem with the seed of the random number algorithm')
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end
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end
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