1var y pie r; 2varexo e_y e_pie; 3 4parameters delta sigma alpha kappa gamma1 gamma2; 5 6delta = 0.44; 7kappa = 0.18; 8alpha = 0.48; 9sigma = -0.06; 10 11gamma1 = 1.5; 12gamma2 = 0.5; 13 14model(use_dll); 15y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - pie(+1)) + e_y; 16pie = alpha * pie(-1) + (1-alpha) * pie(+1) + kappa*y + e_pie; 17r = gamma1*pie+gamma2*y; 18end; 19 20shocks; 21var e_y; 22stderr 0.63; 23var e_pie; 24stderr 0.4; 25end; 26 27steady; 28 29 30// Extended path simulation 31options_.ep.order = 0; 32ts = extended_path([], 100, [], options_, M_, oo_); 33 34// Stochastic extended path simulation 35options_.ep.order = 1; 36sts = extended_path([], 100, [], options_, M_, oo_); 37 38// The generated paths should be identical (because the model is linear) 39if max(max(abs(ts.data-sts.data))) > 1e-12 40 error('extended path algorithm fails in ./tests/ep/linearmodel.mod') 41end 42