dynare/tests/deterministic_simulations
Sébastien Villemot d5a3a8e16a
Various improvements to perfect foresight homotopy
– new option “endval_steady” to pf_setup command to recompute terminal
  steady state in the homotopy loop

– new options “homotopy_linearization_fallback” and
  “homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
  commands, to get an approximate solution when homotopy fails to go to 100%

– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
  “homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
  to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour

– removed option “homotopy_alt_starting_point” to pf_solver command, not really
  useful

– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
  “steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
  control the computation of the terminal steady state (and remove the
  equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
..
lbj Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 2022-06-15 15:06:33 +02:00
linear_approximation Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
multiple_lead_lags Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
purely_backward Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
purely_forward Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
purely_static Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
Irreversible_investment.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
Solow_no_varexo.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
histval_det.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
homotopy.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
homotopy_endval_steady_linearization.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
homotopy_histval.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
homotopy_marginal_linearization.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
initialization.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
linear_state_space_arma.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
pfwee.csv perfect_foresight_with_expectation_errors_setup: move terminal condition to last line of CSV file 2022-04-12 15:51:04 +02:00
pfwee.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
pfwee_constant_sim_length.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
pfwee_homotopy.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
pfwee_learnt_in.mod Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
pfwee_multiple_shocks.mod perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous 2023-01-24 15:02:07 +01:00
predetermined_variables.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_a.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_block_mfs1.mod Testsuite: more fixes related to stochastic block decomposition + mfs > 0 2021-05-05 10:15:52 +02:00
ramst_mshocks.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_mshocks_vec.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
ramst_vec.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
rbc_det.mod Fix tests for stack_solve_algo=7 2018-06-08 10:29:53 +02:00
rbc_det1.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det2.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det3.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det4.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det5.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det6.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_exo_lag_2a.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_exo_lag_2b.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_exo_lag_2c.mod Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
rbc_det_stack_solve_algo_7.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
rbc_det_stack_solve_algo_7_exo_lag.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
rbc_det_stack_solve_algo_7_exo_lead.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
simul_ZLB_purely_forward.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
simul_ZLB_purely_forward_no_solution.mod Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00