76 lines
1.9 KiB
Modula-2
76 lines
1.9 KiB
Modula-2
// --+ options: stochastic,transform_unary_ops,json=compute +--
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var foo x1 x2 x1bar x2bar;
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varexo ex1 ex2 ex1bar ex2bar;
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parameters a_x1_0 a_x1_0_ a_x1_1 a_x1_2 a_x1_x2_1 a_x1_x2_2
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a_x2_0 a_x2_1 a_x2_2 a_x2_x1_1 a_x2_x1_2
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beta ;
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a_x1_0 = -.9;
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a_x1_0_ = -.8;
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a_x1_1 = .4;
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a_x1_2 = .3;
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a_x1_x2_1 = .1;
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a_x1_x2_2 = .2;
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a_x2_0 = -.9;
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a_x2_1 = .2;
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a_x2_2 = -.1;
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a_x2_x1_1 = -.1;
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a_x2_x1_2 = .2;
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@#include "example1/model/var-expectations/varexp-parameters.inc"
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beta = 1/(1+.02);
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model;
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[name='eq:x1', data_type='nonstationary']
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diff(x1) = a_x1_0*(x1(-1)-x1bar(-1))+a_x1_0_*(x2(-1)-x2bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
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[name='eq:x2', data_type='nonstationary']
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diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
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[name='eq:x1bar', data_type='nonstationary']
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x1bar = x1bar(-1) + ex1bar;
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[name='eq:x2bar', data_type='nonstationary']
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x2bar = x2bar(-1) + ex2bar;
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foo = .5*foo(-1) +
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@#include "example1/model/var-expectations/varexp-expression.inc"
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;
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end;
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shocks;
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var ex1 = .01;
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var ex2 = .01;
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var ex1bar = .02;
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var ex2bar = .02;
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end;
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verbatim;
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initialconditions =zeros(3,5);
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initialconditions(3,1) = .10; % foo(-1)
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initialconditions(3,2) = .20; % x1(-1)
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initialconditions(2,2) = .22; % x1(-2)
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initialconditions(1,2) = .24; % x1(-3)
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initialconditions(3,3) = .30; % x2(-1)
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initialconditions(2,3) = .32; % x2(-2)
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initialconditions(1,3) = .34; % x2(-3)
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initialconditions(3,4) = .25; % x1bar(-1)
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initialconditions(3,5) = .25; % x2bar(-1)
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initialconditions = ...
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dseries(initialconditions, dates('2000Q1'), {'foo', 'x1','x2', 'x1bar', 'x2bar'});
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set_dynare_seed('default');
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ts = simul_backward_model(initialconditions, 100);
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ex = load('example1.mat');
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delete('example1.mat')
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if max(abs(ex.foo-ts.foo.data))>1e-12
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error('Simulations do not match!')
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end
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end; |