dynare/tests/lmmcp/purely_forward.mod

37 lines
478 B
Modula-2

// Regression test for bug #1720 (in the purely forward case)
var y;
varexo eps;
model;
[ mcp='y>1' ]
y = sqrt(y(1))*exp(eps);
end;
initval;
y = 1;
end;
steady;
check;
shocks;
var eps;
periods 1 10;
values 1 -1;
end;
perfect_foresight_setup(periods=20);
perfect_foresight_solver(lmmcp);
if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')
end
if any(oo_.endo_simul < 1)
error('y>1 constraint not enforced')
end