38 lines
466 B
Modula-2
38 lines
466 B
Modula-2
var y;
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varexo eps;
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parameters rho;
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rho = 0.9;
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model;
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y = y(-1)^rho*exp(eps);
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end;
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initval;
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y = 1;
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eps = 0;
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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 eps;
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periods 1;
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values 1;
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end;
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perfect_foresight_setup(periods=10);
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perfect_foresight_solver;
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if ~oo_.deterministic_simulation.status
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error('Perfect foresight simulation failed')
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end
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if max(abs(y-[1; exp(cumprod([1; rho*ones(9, 1)]))]))>options_.dynatol.x
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error('Wrong solution!')
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end
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