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@stepan-a
Last active November 4, 2016 11:29
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var white_noise ar1 junk;
varexo e;
parameters phi;
phi=1;
model;
white_noise=e;
ar1=phi*ar1(-1)+e;
junk=0.9*junk(+1);
end;
shocks;
var e = 1;
end;
options_.qz_criterium=1+1e-6;
stoch_simul(order=1);
options_.qz_criterium=1-1e-6;
try
info=stoch_simul(var_list_);
error_indicator = true;
catch
error_indicator = false;
end
if error_indicator
error('qz_criterion did not work')
end
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