Exemple #1
0

#X0=sp.array([[-.1,0.]])
X0=sp.array([[kss*0.9,0.]])
Z0=-math.sqrt(.004)
Y0=0
Xbar=sp.mat([[ks,ls]])
Zbar=0
Mu=0
Var=.0004
alpha=.4
delta=.1
reps=1000
T=250
GDP,I,C= MonteCarlo(PP,QQ,RR,SS,NN,X0,Y0,Z0,Xbar,Zbar,Mu,Var,alpha,delta,reps,T)


X0=sp.array([[0.,0.]])
shock=-.005
Y0=0
Xbar=sp.mat([[ks,ls]])
Zbar=0
alpha=.4
delta=.1
T=40
GDP_s, invest_s, consumption_s=impulseResponse(PP,QQ,RR,SS,NN,X0,Y0,shock,Xbar,Zbar,alpha,delta,T)


Autocorr(GDP,I,C)
Corr(GDP,I,C)
Exemple #2
0
		C[i] = Y[i] - I[i]
	return Y, I, C

# Setup for Problems 13-14
#X0=sp.array([[-.1,0.]])
global X0, Z0, Y0, Xbar, Zbar, Mu, Var, reps, T_monte
global shock, T_irf

X0_m = sp.array([[-.1,0.]])
Z0 = -math.sqrt(.004)
Y0 = 0
Xbar = sp.mat([[ks,ls]])
Zbar = 0
Mu = 0
Var = .0004
reps = 1000
T_monte = 250
GDP_monte,I_monte,C_monte= MonteCarlo(PP,QQ,RR,SS,NN,X0_m,Y0,Z0,Xbar,Zbar,Mu,
                                      Var,alpha,delta,reps,T_monte, YICgen)



X0_irf = sp.array([[0,0]])
shock = -.005
T_irf = 40

GDP_irf, invest_irf, consumption_irf=impulseResponse(PP, QQ, RR, SS, NN, X0_irf,
                                                     Y0, YICgen, shock, Xbar,
                                                     Zbar, alpha, delta,
                                                     T_irf)