57 lines
1.2 KiB
Modula-2
57 lines
1.2 KiB
Modula-2
// --+ options: stochastic,transform_unary_ops,json=compute +--
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var foo z x y;
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varexo e_x e_y e_z;
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parameters a b c d e f beta ;
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a = .9;
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b = -.2;
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c = .3;
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f = .8;
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d = .5;
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e = .4;
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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 = 'X' ]
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diff(log(x)) = a*diff(log(x(-1))) + b*diff(log(x(-2))) + c*diff(z(-2)) + e_x;
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[ name = 'Z' ]
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diff(z) = f*diff(z(-1)) + e_z;
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[ name = 'Y' ]
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log(y) = d*log(y(-2)) + e*diff(z(-1)) + e_y;
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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 e_x = .01;
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var e_y = .01;
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var e_z = .01;
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end;
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verbatim;
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initialconditions =zeros(3,4);
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initialconditions(3,1) = .1; % foo(-1)
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initialconditions(:,2) = .2; % y(-1)
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initialconditions(3,3) = .3; % z(-1)
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initialconditions(2,3) = .4; % z(-2)
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initialconditions(3,4) = .5; % x(-1)
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initialconditions(2,4) = .6; % x(-2)
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initialconditions(1,4) = .7; % x(-3)
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initialconditions = ...
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dseries(initialconditions, dates('2000Q1'), {'foo', 'y','z', 'x'});
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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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end;
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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 |