37 lines
446 B
Modula-2
37 lines
446 B
Modula-2
var white_noise ar1 junk;
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varexo e;
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parameters phi;
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phi=1;
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model;
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white_noise=e;
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ar1=phi*ar1(-1)+e;
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junk=0.9*junk(+1);
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end;
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steady_state_model;
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white_noise=0;
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ar1=0;
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junk=0;
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end;
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shocks;
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var e = 1;
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end;
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options_.qz_criterium=1+1e-6;
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stoch_simul(order=1);
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options_.qz_criterium=1-1e-6;
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error_indicator=0;
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try
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info=stoch_simul(var_list_)
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error_indicator=1
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catch
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end
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if error_indicator
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error('qz_criterion did not work')
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end |