add tests to basic

Author: thorek1

test/runtests.jl

@@ -826,6 +826,188 @@ if test_set == "basic"
         @test isapprox(std2(common_keys1, common_keys2), std1(common_keys1, common_keys2), rtol = 1e-10)
     end
 
+    
+    @testset verbose = true "Provide parameters later" begin
+        include("../models/Backus_Kehoe_Kydland_1992.jl")
+
+        @model Backus_Kehoe_Kydland_1992_incomplete begin
+            for co in [H, F]
+                Y{co}[0] = ((LAMBDA{co}[0] * K{co}[-4]^theta{co} * N{co}[0]^(1-theta{co}))^(-nu{co}) + sigma{co} * Z{co}[-1]^(-nu{co}))^(-1/nu{co})
+
+                K{co}[0] = (1-delta{co})*K{co}[-1] + S{co}[0]
+
+                X{co}[0] = for lag in (-4+1):0 phi{co} * S{co}[lag] end
+
+                A{co}[0] = (1-eta{co}) * A{co}[-1] + N{co}[0]
+
+                L{co}[0] = 1 - alpha{co} * N{co}[0] - (1-alpha{co})*eta{co} * A{co}[-1]
+
+                U{co}[0] = (C{co}[0]^mu{co}*L{co}[0]^(1-mu{co}))^gamma{co}
+
+                psi{co} * mu{co} / C{co}[0]*U{co}[0] = LGM[0]
+
+                psi{co} * (1-mu{co}) / L{co}[0] * U{co}[0] * (-alpha{co}) = - LGM[0] * (1-theta{co}) / N{co}[0] * (LAMBDA{co}[0] * K{co}[-4]^theta{co}*N{co}[0]^(1-theta{co}))^(-nu{co})*Y{co}[0]^(1+nu{co})
+
+                for lag in 0:(4-1)  
+                    beta{co}^lag * LGM[lag]*phi{co}
+                end +
+                for lag in 1:4
+                    -beta{co}^lag * LGM[lag] * phi{co} * (1-delta{co})
+                end = beta{co}^4 * LGM[+4] * theta{co} / K{co}[0] * (LAMBDA{co}[+4] * K{co}[0]^theta{co} * N{co}[+4]^(1-theta{co})) ^ (-nu{co})* Y{co}[+4]^(1+nu{co})
+
+                LGM[0] = beta{co} * LGM[+1] * (1+sigma{co} * Z{co}[0]^(-nu{co}-1)*Y{co}[+1]^(1+nu{co}))
+
+                NX{co}[0] = (Y{co}[0] - (C{co}[0] + X{co}[0] + Z{co}[0] - Z{co}[-1]))/Y{co}[0]
+            end
+
+            (LAMBDA{H}[0]-1) = rho{H}{H}*(LAMBDA{H}[-1]-1) + rho{H}{F}*(LAMBDA{F}[-1]-1) + Z_E{H} * E{H}[x]
+
+            (LAMBDA{F}[0]-1) = rho{F}{F}*(LAMBDA{F}[-1]-1) + rho{F}{H}*(LAMBDA{H}[-1]-1) + Z_E{F} * E{F}[x]
+
+            for co in [H,F] C{co}[0] + X{co}[0] + Z{co}[0] - Z{co}[-1] end = for co in [H,F] Y{co}[0] end
+
+            dLGM[0] = LGM[1] / LGM[0]
+
+            dLGM_ann[0] = for operator = :*, lag in -3:0 dLGM[lag] end
+        end
+
+        @parameters Backus_Kehoe_Kydland_1992_incomplete begin
+            K[ss] = K_ss | beta
+            
+            rho{F}{F} = rho{H}{H}
+            rho{F}{H} = rho{H}{F}
+        end
+
+        pars = [ 
+                "F_H_ratio" => 1.0,
+                "K_ss"      => 11.0148,
+                "Z_E{F}"    => 0.00852,
+                "Z_E{H}"    => 0.00852,
+                "alpha{F}"  => 1.0,
+                "alpha{H}"  => 1.0,
+                "delta{F}"  => 0.025,
+                "delta{H}"  => 0.025,
+                "eta{F}"    => 0.5,
+                "eta{H}"    => 0.5,
+                "gamma{F}"  => -1.0,
+                "gamma{H}"  => -1.0,
+                "mu{F}"     => 0.34,
+                "mu{H}"     => 0.34,
+                "nu{F}"     => 3.0,
+                "nu{H}"     => 3.0,
+                "phi{F}"    => 0.25,
+                "phi{H}"    => 0.25,
+                "psi{F}"    => 0.5,
+                "psi{H}"    => 0.5,
+                "rho{H}{F}" => 0.088,
+                "rho{H}{H}" => 0.906,
+                "sigma{F}"  => 0.01,
+                "sigma{H}"  => 0.01,
+                "theta{F}"  => 0.36,
+                "theta{H}"  => 0.36
+                ]
+
+        cov1 = get_cov(Backus_Kehoe_Kydland_1992_incomplete, parameters = pars)
+
+        cov2 = get_cov(Backus_Kehoe_Kydland_1992)
+
+        @test cov1 ≈ cov2
+
+
+        include("../models/Gali_2015_chapter_3_obc.jl")
+
+        @model Gali_2015_chapter_3_obc_incomplete begin
+            W_real[0] = C[0] ^ σ * N[0] ^ φ
+
+            Q[0] = β * (C[1] / C[0]) ^ (-σ) * Z[1] / Z[0] / Pi[1]
+
+            R[0] = 1 / Q[0]
+
+            Y[0] = A[0] * (N[0] / S[0]) ^ (1 - α)
+
+            R[0] = Pi[1] * realinterest[0]
+
+            R[0] = max(R̄ , 1 / β * Pi[0] ^ ϕᵖⁱ * (Y[0] / Y[ss]) ^ ϕʸ * exp(nu[0]))
+
+            C[0] = Y[0]
+
+            log(A[0]) = ρ_a * log(A[-1]) + std_a * eps_a[x]
+
+            log(Z[0]) = ρ_z * log(Z[-1]) - std_z * eps_z[x]
+
+            nu[0] = ρ_ν * nu[-1] + std_nu * eps_nu[x]
+
+            MC[0] = W_real[0] / (S[0] * Y[0] * (1 - α) / N[0])
+
+            1 = θ * Pi[0] ^ (ϵ - 1) + (1 - θ) * Pi_star[0] ^ (1 - ϵ)
+
+            S[0] = (1 - θ) * Pi_star[0] ^ (( - ϵ) / (1 - α)) + θ * Pi[0] ^ (ϵ / (1 - α)) * S[-1]
+
+            Pi_star[0] ^ (1 + ϵ * α / (1 - α)) = ϵ * x_aux_1[0] / x_aux_2[0] * (1 - τ) / (ϵ - 1)
+
+            x_aux_1[0] = MC[0] * Y[0] * Z[0] * C[0] ^ (-σ) + β * θ * Pi[1] ^ (ϵ + α * ϵ / (1 - α)) * x_aux_1[1]
+
+            x_aux_2[0] = Y[0] * Z[0] * C[0] ^ (-σ) + β * θ * Pi[1] ^ (ϵ - 1) * x_aux_2[1]
+
+            log_y[0] = log(Y[0])
+
+            log_W_real[0] = log(W_real[0])
+
+            log_N[0] = log(N[0])
+
+            pi_ann[0] = 4 * log(Pi[0])
+
+            i_ann[0] = 4 * log(R[0])
+
+            r_real_ann[0] = 4 * log(realinterest[0])
+
+            M_real[0] = Y[0] / R[0] ^ η
+
+        end
+
+        @parameters Gali_2015_chapter_3_obc_incomplete begin
+            σ = 1
+
+            φ = 5
+
+            ϕᵖⁱ = 1.5
+            
+            ϕʸ = 0.125
+
+            θ = 0.75
+
+            ρ_ν = 0.5
+
+            ρ_z = 0.5
+
+            ρ_a = 0.9
+
+            β = 0.99
+
+            η = 3.77
+
+            α = 0.25
+
+            ϵ = 9
+
+            τ = 0
+
+            std_a = .01
+
+            std_z = .05
+
+            std_nu = .0025
+
+            R > 1.0001
+        end
+
+        cov1 = get_cov(Gali_2015_chapter_3_obc_incomplete, parameters = :R̄ => 1.0)
+
+        cov2 = get_cov(Gali_2015_chapter_3_obc)
+
+        @test cov1 ≈ cov2
+    end
+
     @testset verbose = true "Standalone functions" begin
         include("test_standalone_function.jl")
     end