82 lines
1.9 KiB
Modula-2
82 lines
1.9 KiB
Modula-2
/*
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* This file is a modified version of 'fs2000.mod'.
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*
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* The difference is that, here, the equations are written in non-stationary form, and we test if
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* we are able to identify the trends.
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*
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*/
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/*
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* Copyright © 2019-2021 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 gM M;
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var gA A k c y;
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var P; // follows M(-1)/A
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var W l d; // follows M(-1)
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var R n;
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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;
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A = gA*A(-1);
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M = gM*M(-1);
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gA = exp(gam+e_a);
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log(gM) = (1-rho)*log(mst) + rho*log(gM(-1))+e_m;
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c+k = k(-1)^alp*(A*n)^(1-alp)+(1-del)*k(-1);
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P*c = M;
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P/(c(+1)*P(+1))=bet*P(+1)*(alp*k^(alp-1)*(A(+1)*n(+1))^(1-alp)+(1-del))/(c(+2)*P(+2));
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(psi/(1-psi))*(c*P/(1-n))=W;
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R = P*(1-alp)*k(-1)^alp*A^(1-alp)*n^(-alp)/W;
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W = l/n;
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M-M(-1)+d = l;
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1/(c*P)=bet*R/(c(+1)*P(+1));
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y = k(-1)^alp*(A*n)^(1-alp);
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end;
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verbatim;
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bgp.write(M_);
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MC = 1000;
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maxabsdiff = 0;
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for i=1:MC
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y = 1+(rand(M_.endo_nbr,1)-.5)*.25;
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G = ones(M_.endo_nbr,1)+0.01*randn(M_.endo_nbr,1);
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jacobian = fjaco(@checkjacobian.bgpfun, [y;G]);
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[Residuals, Jacobian] = checkjacobian.bgpfun([y;G]);
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maxabsdiff = max(0, max(abs(jacobian(:)-Jacobian(:))));
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end
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assert(maxabsdiff<1e-5, 'Analytical jacobian is wrong.')
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end;
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