def test_dsgenormal():
"""
Run basic model to verify working.
"""
inputdict = getinputdict()
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsge_bkdiscrete_func import discretelineardsgefull
discretelineardsgefull(inputdict)
def solvefulldsge(p):
inputdict = getinputdict_full(p)
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsge_bkdiscrete_func import discretelineardsgefull
inputdict = discretelineardsgefull(inputdict)
def main(Rshock=True, Ishock=False, numshockperiods=50):
"""
We see that the only way this yields a solution is if Pi is a state.
"""
inputdict = {}
inputdict['equations'] = [
'Pihat = KAPPA * Xhat + BETA * Pihat_p',
'Xhat = Xhat_p - 1/GAMMA*(Ihat - Pihat_p - Rnhat)',
'Ihat = PHIpi * Pihat + PHIy * Xhat + Rnhat + ui_0',
'Rp = Ihat - Pihat_p'
]
for i in range(numshockperiods - 1):
# 'ui_0_p = ui_1'
inputdict['equations'].append('ui_' + str(i) + '_p = ui_' + str(i + 1))
# 'ui_11_p = 0'
inputdict['equations'].append('ui_' + str(numshockperiods - 1) + '_p')
inputdict['paramssdict'] = {
'BETA': 0.98,
'KAPPA': 1,
'GAMMA': 1,
'PHIpi': 1.5,
'PHIy': 0
}
inputdict['controls'] = ['Xhat', 'Pihat', 'Ihat', 'Rp']
inputdict['states'] = [] + ['ui_' + str(i) for i in range(numshockperiods)]
inputdict['shocks'] = ['Rnhat']
inputdict['mainvars'] = ['Xhat', 'Pihat', 'Rp', 'Ihat']
inputdict['showirfs'] = []
inputdict['loglineareqs'] = True
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsge_bkdiscrete_func import discretelineardsgefull
discretelineardsgefull(inputdict)
if Rshock is True:
Rshockvec = [-0.01] * numshockperiods
from getshocks_func import getshocks_fixvar
getshocks_fixvar(inputdict, Rshockvec, 'Rp', 'ui_')
if Ishock is True:
Ishockvec = [-np.log(1 / 0.98)] * numshockperiods
from getshocks_func import getshocks_fixvar
getshocks_fixvar(inputdict, Ishockvec, 'Ihat', 'ui_')
def full():
inputdict = getinputdict()
inputdict['savefolder'] = __projectdir__ / Path('me/temp/')
sys.path.append(str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from dsge_bkdiscrete_func import discretelineardsgefull
inputdict = discretelineardsgefull(inputdict)
return(inputdict)
def polfunc():
sys.path.append(str(__projectdir__ / Path('dsgesetup')))
from rbc_simple import getinputdict
inputdict = getinputdict()
inputdict['savefolder'] = __projectdir__ / Path('dsge_bkdiscrete/temp_bkfull/')
# add model
sys.path.append(str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from dsge_bkdiscrete_func import discretelineardsgefull
inputdict = discretelineardsgefull(inputdict)
def main():
"""
Direct shocks.
"""
inputdict = {}
inputdict['dynareequations'] = [
'1/c - BETA * 1/c(+1)*(ALPHA*a(+1)*k(0)**(ALPHA-1) + (1-DELTA))',
'c + k - a*k(-1)**ALPHA - (1-DELTA)*k(-1)',
'log(a)-RHO*log(a(-1)) - epsilon_a'
]
inputdict['paramssdict'] = {
'ALPHA': 0.3,
'BETA': 0.95,
'DELTA': 0.1,
'RHO': 0.9
}
p = inputdict['paramssdict']
v = {}
v['am1'] = 1
v['a'] = 1
v['k'] = ((p['ALPHA'] * v['a']) /
(1 / p['BETA'] - 1 + p['DELTA']))**(1 / (1 - p['ALPHA']))
v['c'] = v['a'] * v['k']**p['ALPHA'] - p['DELTA'] * v['k']
inputdict['dynarevariables'] = ['a', 'k', 'c']
inputdict['shocks'] = ['epsilon_a']
inputdict['savefolder'] = __projectdir__ / Path('me/basic/short/temp/')
inputdict['dynarevarssdict'] = v
inputdict['dynarelogvars'] = ['a', 'k', 'c']
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsge_bkdiscrete_func import discretelineardsgefull
discretelineardsgefull(inputdict)