45 lines
629 B
Modula-2
45 lines
629 B
Modula-2
%mod-file triggering the sim1_linear.m solver;
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%The exogenous arma processes test whether the Jacobian at the
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%deterministic steady state is correctly computed
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var x
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y
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z;
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varexo u
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v;
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parameters a1 a2 a3 a4
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b1 b2 b3
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c1;
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a1 = .50;
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a2 = .00;
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a3 = .70;
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a4 = .40;
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b1 = .90;
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b2 = .00;
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b3 = .80;
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c1 = .95;
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model(linear);
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y = a1*x(-1) + a2*x(+1) + a3*z + a4*y(-1);
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z = b1*z(-1) + b2*z(+1) + b3*x + u;
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x = c1*x(-1) + v +v(-1)+v(+1);
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end;
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initval;
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y=-1;
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x=-1;
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z=-1;
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end;
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endval;
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y=0;
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x=0;
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z=0;
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end;
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steady;
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perfect_foresight_setup(periods=1000);
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perfect_foresight_solver(stack_solve_algo=0);
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