stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
dynare/tests/pac
History
Stéphane Adjemian (Charybdis) edede274f2
Make the detection of the target in PAC equation more robust. 
In a PAC equation, the error correction term must be written as:

β×(yₜ₋₁-xₜ₋₁)

where x is the endogenous variable determined by the equation and y
the target for x. The ordering matters, if not respected the
preprocessor wll not identify the error correction term (hence the
target) and will throw an error. The target must be an endogenous
variable or the log of an endogenous variable. For a more general
target, ie an expression, one can create an auxiliary variable.

We impose the ordering, target comes first in the error correction
term, so that the stability condition is always β>0 (this constraint
can be enforced when estimating the PAC equation).
 		2020-07-24 17:36:31 +02:00
..
trend-component-1 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-1-mce Added PAC with Model Consistent Expectations. 2019-02-25 17:31:58 +01:00
trend-component-2 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-2-mce Fixed PAC/MCE with non optimizing behaviour. 2019-02-25 23:07:57 +01:00
trend-component-3 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-4 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-5 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-6 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-7 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-8-mc-iterative-ols Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-8-mc-nls Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-9 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-10 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-11 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-12 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
trend-component-13a Make the detection of the target in PAC equation more robust. 2020-07-24 17:36:31 +02:00
trend-component-13b Make the detection of the target in PAC equation more robust. 2020-07-24 17:36:31 +02:00
trend-component-14 Handle situations where a PAC model is used in more than one equation. 2019-02-22 17:58:24 +01:00
trend-component-15 Added integration tests (Iterative OLS and NLS for PAC equations). 2018-11-21 16:26:38 +01:00
trend-component-16 Changed optimization algorithm. 2018-12-19 16:10:08 +01:00
trend-component-17 Added the possibility to use Gauss-Newton in pac/nls. 2018-11-26 09:53:18 +01:00
trend-component-18 Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls. 2018-11-29 10:29:55 +01:00
trend-component-19 Allow for lags on endogenous variable in growth option of pac_model. 2019-01-28 11:25:30 +01:00
trend-component-19-growth-lin-comb Add routine printing equations where a searched variable appears in. 2019-11-08 17:33:27 +01:00
trend-component-20-1 Added integration test. 2019-02-27 14:22:59 +01:00
trend-component-20-2 Added integration test. 2019-02-27 14:22:59 +01:00
trend-component-20-3 Added integration test. 2019-02-27 14:22:59 +01:00
trend-component-20-4 Account for exogenous variables in PAC's RoT part. 2019-02-27 15:53:25 +01:00
trend-component-21 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-22 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-23 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-24 Allow exogenous variables in pac.estimation.iterative_ols routine. 2019-03-01 23:32:47 +01:00
trend-component-25 Added the possibility to have exogenous variables in the optimal part of PAC. 2019-03-08 14:34:41 +01:00
trend-component-26 Fixed growth neutrality correction in presence of exogenous variables. 2019-03-11 11:54:53 +01:00
trend-component-27 Added routine to evaluate the RHS of an equation. 2019-03-19 07:08:55 +01:00
trend-component-28 Fixed integration test. 2019-09-30 14:29:19 +02:00
trend-component-29 Added the possibility to rename an endogenous variable in equation. 2019-04-02 18:06:47 +02:00
trend-component-30 Added test with two PAC equations in the same mod file. 2020-07-22 12:21:23 +02:00
trend-component-31 Added test where the PAC equation doesn't have lags on the endogenous variable. 2020-07-22 12:25:05 +02:00
var-0 Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
var-1 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-2 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-3 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-4 Removed useless tag (data_type). 2018-10-24 18:45:38 +02:00
var-5 Adapted integration tests for 8e60ded. 2019-02-28 16:23:04 +01:00
var-6 Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model. 2019-03-02 22:36:13 +01:00
.gitignore Add missing exceptions to .gitignore 2019-09-26 15:19:26 +02:00
README.md Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
run_all_tests.m Add linear combination support for growth neutrality in Iiterative OLS. 2019-10-08 23:18:40 +02:00

README.md

Collection of *.mod files for testing the PAC routines in Dynare. To run all the tests sequentially and check that all the *.mod files pass the tests, just use the matlab function in the base directory:

>> run_all_tests()

If all goes well, the output should terminate with something like:

Testsuite results (PAC model):

var-1		             PASS (2.0479s)
var-2		             PASS (1.9601s)
var-3		             PASS (1.9826s)
var-4		             PASS (2.0079s)
trend-component-1		 PASS (2.2214s)
trend-component-2		 PASS (2.2195s)
trend-component-3		 PASS (2.3003s)
trend-component-4		 PASS (10.5143s)
trend-component-5		 PASS (2.1538s)
trend-component-6		 PASS (2.4203s)
trend-component-7		 PASS (2.7112s)
trend-component-9		 PASS (2.2164s)
trend-component-10		 PASS (2.2593s)
trend-component-11		 PASS (0.69409s)
trend-component-12		 PASS (2.2663s)
trend-component-13a		 PASS (0.4119s)
trend-component-13b		 PASS (0.39554s)