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%mod-file triggering the sim1_linear.m solver;
%The exogenous arma processes test whether the Jacobian at the
%deterministic steady state is correctly computed
var x
y
z;
varexo u
v;
parameters a1 a2 a3 a4
b1 b2 b3
c1;
a1 = .50;
a2 = .00;
a3 = .70;
a4 = .40;
b1 = .90;
b2 = .00;
b3 = .80;
c1 = .95;
model(linear);
y = a1*x(-1) + a2*x(+1) + a3*z + a4*y(-1);
z = b1*z(-1) + b2*z(+1) + b3*x + u;
x = c1*x(-1) + v +v(-1)+v(+1);
end;
initval;
y=-1;
x=-1;
z=-1;
end;
endval;
y=0;
x=0;
z=0;
end;
steady;
perfect_foresight_setup(periods=1000);
perfect_foresight_solver(stack_solve_algo=0);
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