52 lines
1002 B
Modula-2
52 lines
1002 B
Modula-2
// Test for var(log) in a deterministic context
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var(log) c k;
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varexo x;
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parameters alph gam delt bet aa;
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alph=0.5;
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gam=0.5;
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delt=0.02;
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bet=0.05;
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aa=0.5;
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model;
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c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
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c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
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end;
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initval;
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x = 1;
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k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
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c = aa*k^alph-delt*k;
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end;
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steady;
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check;
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shocks;
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var x;
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periods 1;
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values 1.2;
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end;
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perfect_foresight_setup(periods=200);
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perfect_foresight_solver;
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idx_c = strmatch('c', M_.endo_names);
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idx_log_c = strmatch('LOG_c', M_.endo_names);
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if isempty(idx_log_c)
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error('Log-transformed variable not created')
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end
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if max(abs(oo_.endo_simul(idx_log_c, :) - log(oo_.endo_simul(idx_c, :)))) > 1e-7
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error('Transformation not correctly performed')
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end
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S = load('../deterministic_simulations/ramst/Output/ramst_results.mat');
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if max(abs(oo_.endo_simul(idx_c, :) - S.oo_.endo_simul(idx_c, :))) > 1e-7
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error('Result differs from non-transformed model')
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end
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