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// Test for varexo_det and forecast command at order 1 with bytecode
var y, c, k, a, h, b;
varexo e,u;
varexo_det ahat, bhat;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model(bytecode);
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = ahat+ rho*a(-1)+tau*b(-1) + e;
b = bhat+ tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 5;
a = 0;
b = 0;
e = 0;
u = 0;
ahat = 0;
bhat = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
var ahat;
periods 1;
values 0.1;
var bhat;
periods 2;
values 0.2;
end;
stoch_simul(order=1,irf=0,noprint);
forecast(periods=20);
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