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% Tests perfect simulation of linear model (sim1_linear.m) with controlled paths
%
% In particular, the endo and exo flipped (z vs u) have a nonzero steady state,
% to verify that this case is correctly handled.
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 = 0.5 + 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;
u=0.1;
end;
steady;
perfect_foresight_controlled_paths;
exogenize z;
periods 50;
values 0.5;
endogenize u;
// Regression test: add a 2nd endogeneized variable in the same period
exogenize x;
periods 50;
values 0.2;
endogenize v;
end;
perfect_foresight_setup(periods=100);
perfect_foresight_solver;
if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')
end
if ~(oo_.endo_simul(3, 51) == 0.5 && isequal(find(oo_.exo_simul(:,1) ~= 0.1), [1; 51]) ...
&& oo_.endo_simul(1, 51) == 0.2)
error('Linear perfect foresight simulation with controlled paths failed')
end
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