Exemple #1
0
def test_run_SS(input_path, expected_path):
    # Test SS.run_SS function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', input_path))
    (income_tax_params, ss_params, iterative_params, chi_params,
     small_open_params, baseline, baseline_spending, baseline_dir) =\
        input_tuple
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon, Z,
     p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll, tau_bq, p.rho,
     p.omega_SS, p.budget_balance, alpha_T, p.debt_ratio_ss, tau_b, delta_tau,
     lambdas, imm_rates, p.e, retire, p.mean_income_data, h_wealth, p_wealth,
     m_wealth, p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.baseline_dir = baseline_dir
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(
        etr_params.reshape(p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(
        mtrx_params.reshape(p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(
        mtry_params.reshape(p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.maxiter, p.mindist_SS = iterative_params
    p.chi_b, p.chi_n = chi_params
    p.small_open, ss_firm_r, ss_hh_r = small_open_params
    p.ss_firm_r = np.ones(p.T + p.S) * ss_firm_r
    p.ss_hh_r = np.ones(p.T + p.S) * ss_hh_r
    p.num_workers = 1
    test_dict = SS.run_SS(p, None)

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', expected_path))

    # delete values key-value pairs that are not in both dicts
    del expected_dict['bssmat'], expected_dict['chi_n'], expected_dict['chi_b']
    del test_dict['etr_ss'], test_dict['mtrx_ss'], test_dict['mtry_ss']
    test_dict['IITpayroll_revenue'] = (test_dict['total_revenue_ss'] -
                                       test_dict['business_revenue'])
    del test_dict['T_Pss'], test_dict['T_BQss'], test_dict['T_Wss']
    del test_dict['resource_constraint_error'], test_dict['T_Css']
    test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')

    for k, v in expected_dict.items():
        assert (np.allclose(test_dict[k], v))
Exemple #2
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def test_inner_loop():
    # Test SS.inner_loop function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_inputs.pkl'))
    (outer_loop_vars_in, params, baseline, baseline_spending) = input_tuple
    ss_params, income_tax_params, chi_params, small_open_params = params
    (bssmat, nssmat, r, Y, T_H, factor) = outer_loop_vars_in
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1
    BQ = np.ones(p.J) * 0.00019646295986015257
    outer_loop_vars = (bssmat, nssmat, r, BQ, Y, T_H, factor)
    (euler_errors, new_bmat, new_nmat, new_r, new_r_gov, new_r_hh,
     new_w, new_T_H, new_Y, new_factor, new_BQ,
     average_income_model) = SS.inner_loop(outer_loop_vars, p, None)
    test_tuple = (euler_errors, new_bmat, new_nmat, new_r, new_w,
                  new_T_H, new_Y, new_factor, new_BQ,
                  average_income_model)

    expected_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_outputs.pkl'))

    for i, v in enumerate(expected_tuple):
        assert(np.allclose(test_tuple[i], v, atol=1e-05))
Exemple #3
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def test_inner_loop():
    # Test SS.inner_loop function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_inputs.pkl'))
    (outer_loop_vars_in, params, baseline, baseline_spending) = input_tuple
    ss_params, income_tax_params, chi_params, small_open_params = params
    (bssmat, nssmat, r, Y, T_H, factor) = outer_loop_vars_in
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1
    BQ = np.ones(p.J) * 0.00019646295986015257
    outer_loop_vars = (bssmat, nssmat, r, BQ, Y, T_H, factor)
    (euler_errors, new_bmat, new_nmat, new_r, new_r_gov, new_r_hh,
     new_w, new_T_H, new_Y, new_factor, new_BQ,
     average_income_model) = SS.inner_loop(outer_loop_vars, p, None)
    test_tuple = (euler_errors, new_bmat, new_nmat, new_r, new_w,
                  new_T_H, new_Y, new_factor, new_BQ,
                  average_income_model)

    expected_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/inner_loop_outputs.pkl'))

    for i, v in enumerate(expected_tuple):
        assert(np.allclose(test_tuple[i], v, atol=1e-05))
Exemple #4
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def test_SS_solver():
    # Test SS.SS_solver function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/SS_solver_inputs.pkl'))
    (b_guess_init, n_guess_init, rss, T_Hss, factor_ss, Yss, params,
     baseline, fsolve_flag, baseline_spending) = input_tuple
    (bssmat, nssmat, chi_params, ss_params, income_tax_params,
     iterative_params, small_open_params) = params

    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.maxiter, p.mindist_SS = iterative_params
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data/SS_solver_outputs.pkl'))

    BQss = expected_dict['BQss']
    test_dict = SS.SS_solver(b_guess_init, n_guess_init, rss, BQss, T_Hss,
                             factor_ss, Yss, p, None, fsolve_flag)

    # delete values key-value pairs that are not in both dicts
    del expected_dict['bssmat'], expected_dict['chi_n'], expected_dict['chi_b']
    del expected_dict['Iss_total']
    del test_dict['etr_ss'], test_dict['mtrx_ss'], test_dict['mtry_ss']
    test_dict['IITpayroll_revenue'] = (test_dict['total_revenue_ss'] -
                                       test_dict['business_revenue'])
    del test_dict['T_Pss'], test_dict['T_BQss'], test_dict['T_Wss']
    del test_dict['K_d_ss'], test_dict['K_f_ss'], test_dict['D_d_ss']
    del test_dict['D_f_ss'], test_dict['I_d_ss']
    del test_dict['debt_service_f'], test_dict['new_borrowing_f']
    del test_dict['bqssmat'], test_dict['T_Css'], test_dict['Iss_total']
    test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')

    for k, v in expected_dict.items():
        print('Testing ', k)
        assert(np.allclose(test_dict[k], v))
Exemple #5
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 retire, p1.mean_income_data, h_wealth, p_wealth, m_wealth,
 p1.b_ellipse, p1.upsilon) = ss_params
p1.Z = np.ones(p1.T + p1.S) * Z
p1.tau_bq = np.ones(p1.T + p1.S) * 0.0
p1.tau_payroll = np.ones(p1.T + p1.S) * tau_payroll
p1.alpha_T = np.ones(p1.T + p1.S) * alpha_T
p1.tau_b = np.ones(p1.T + p1.S) * tau_b
p1.delta_tau = np.ones(p1.T + p1.S) * delta_tau
p1.h_wealth = np.ones(p1.T + p1.S) * h_wealth
p1.p_wealth = np.ones(p1.T + p1.S) * p_wealth
p1.m_wealth = np.ones(p1.T + p1.S) * m_wealth
p1.retire = (np.ones(p1.T + p1.S) * retire).astype(int)
p1.lambdas = lambdas.reshape(p1.J, 1)
p1.imm_rates = imm_rates.reshape(1, p1.S)
p1.tax_func_type = 'DEP'
p1.baseline = True
p1.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
    income_tax_params
p1.etr_params = np.transpose(etr_params.reshape(
    p1.S, 1, etr_params.shape[-1]), (1, 0, 2))
p1.mtrx_params = np.transpose(mtrx_params.reshape(
    p1.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p1.mtry_params = np.transpose(mtry_params.reshape(
    p1.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p1.maxiter, p1.mindist_SS = iterative_params
p1.chi_b, p1.chi_n = chi_params
p1.small_open, firm_r, hh_r = small_open_params
p1.firm_r = np.ones(p1.T + p1.S) * firm_r
p1.hh_r = np.ones(p1.T + p1.S) * hh_r
p1.num_workers = 1
BQ1 = np.ones((p1.J)) * 0.00019646295986015257
Exemple #6
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p1.alpha_T = np.ones(p1.T + p1.S) * alpha_T
p1.tau_b = np.ones(p1.T + p1.S) * tau_b
p1.delta_tau = np.ones(p1.T + p1.S) * delta_tau
p1.h_wealth = np.ones(p1.T + p1.S) * h_wealth
p1.p_wealth = np.ones(p1.T + p1.S) * p_wealth
p1.m_wealth = np.ones(p1.T + p1.S) * m_wealth
p1.retire = (np.ones(p1.T + p1.S) * retire).astype(int)
p1.lambdas = lambdas.reshape(p1.J, 1)
p1.imm_rates = imm_rates.reshape(1, p1.S)
p1.tax_func_type = 'DEP'
p1.zeta_K = np.array([0.0])
p1.zeta_D = np.array([0.0])
p1.initial_foreign_debt_ratio = 0.0
p1.r_gov_shift = np.array([0.0])
p1.start_year = 2019
p1.baseline = False
p1.baseline = True
p1.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
    income_tax_params
p1.etr_params = np.transpose(etr_params.reshape(p1.S, 1, etr_params.shape[-1]),
                             (1, 0, 2))
p1.mtrx_params = np.transpose(
    mtrx_params.reshape(p1.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p1.mtry_params = np.transpose(
    mtry_params.reshape(p1.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p1.maxiter, p1.mindist_SS = iterative_params
p1.chi_b, p1.chi_n = chi_params
small_open, firm_r, hh_r = small_open_params
p1.world_int_rate = np.ones(p1.T + p1.S) * firm_r
p1.num_workers = 1
BQ1 = np.ones((p1.J)) * 0.00019646295986015257
Exemple #7
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def test_run_SS(input_path, expected_path):
    # Test SS.run_SS function.  Provide inputs to function and
    # ensure that output returned matches what it has been before.
    input_tuple = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', input_path))
    (income_tax_params, ss_params, iterative_params, chi_params,
     small_open_params, baseline, baseline_spending, baseline_dir) =\
        input_tuple
    p = Specifications()
    (p.J, p.S, p.T, p.BW, p.beta, p.sigma, p.alpha, p.gamma, p.epsilon,
     Z, p.delta, p.ltilde, p.nu, p.g_y, p.g_n_ss, tau_payroll,
     tau_bq, p.rho, p.omega_SS, p.budget_balance, alpha_T,
     p.debt_ratio_ss, tau_b, delta_tau, lambdas, imm_rates, p.e,
     retire, p.mean_income_data, h_wealth, p_wealth, m_wealth,
     p.b_ellipse, p.upsilon) = ss_params
    p.Z = np.ones(p.T + p.S) * Z
    p.tau_bq = np.ones(p.T + p.S) * 0.0
    p.tau_payroll = np.ones(p.T + p.S) * tau_payroll
    p.alpha_T = np.ones(p.T + p.S) * alpha_T
    p.tau_b = np.ones(p.T + p.S) * tau_b
    p.delta_tau = np.ones(p.T + p.S) * delta_tau
    p.h_wealth = np.ones(p.T + p.S) * h_wealth
    p.p_wealth = np.ones(p.T + p.S) * p_wealth
    p.m_wealth = np.ones(p.T + p.S) * m_wealth
    p.retire = (np.ones(p.T + p.S) * retire).astype(int)
    p.lambdas = lambdas.reshape(p.J, 1)
    p.imm_rates = imm_rates.reshape(1, p.S)
    p.tax_func_type = 'DEP'
    p.baseline = baseline
    p.baseline_spending = baseline_spending
    p.baseline_dir = baseline_dir
    p.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
        income_tax_params
    p.etr_params = np.transpose(etr_params.reshape(
        p.S, 1, etr_params.shape[-1]), (1, 0, 2))
    p.mtrx_params = np.transpose(mtrx_params.reshape(
        p.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
    p.mtry_params = np.transpose(mtry_params.reshape(
        p.S, 1, mtry_params.shape[-1]), (1, 0, 2))
    p.maxiter, p.mindist_SS = iterative_params
    p.chi_b, p.chi_n = chi_params
    p.small_open, firm_r, hh_r = small_open_params
    p.firm_r = np.ones(p.T + p.S) * firm_r
    p.hh_r = np.ones(p.T + p.S) * hh_r
    p.num_workers = 1
    test_dict = SS.run_SS(p, None)

    expected_dict = utils.safe_read_pickle(
        os.path.join(CUR_PATH, 'test_io_data', expected_path))

    # delete values key-value pairs that are not in both dicts
    del expected_dict['bssmat'], expected_dict['chi_n'], expected_dict['chi_b']
    del test_dict['etr_ss'], test_dict['mtrx_ss'], test_dict['mtry_ss']
    test_dict['IITpayroll_revenue'] = (test_dict['total_revenue_ss'] -
                                       test_dict['business_revenue'])
    del test_dict['T_Pss'], test_dict['T_BQss'], test_dict['T_Wss']
    del test_dict['resource_constraint_error'], test_dict['T_Css']
    del test_dict['r_gov_ss'], test_dict['r_hh_ss']
    test_dict['revenue_ss'] = test_dict.pop('total_revenue_ss')

    for k, v in expected_dict.items():
        assert(np.allclose(test_dict[k], v))
Exemple #8
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 retire, p1.mean_income_data, h_wealth, p_wealth, m_wealth,
 p1.b_ellipse, p1.upsilon) = ss_params
p1.Z = np.ones(p1.T + p1.S) * Z
p1.tau_bq = np.ones(p1.T + p1.S) * 0.0
p1.tau_payroll = np.ones(p1.T + p1.S) * tau_payroll
p1.alpha_T = np.ones(p1.T + p1.S) * alpha_T
p1.tau_b = np.ones(p1.T + p1.S) * tau_b
p1.delta_tau = np.ones(p1.T + p1.S) * delta_tau
p1.h_wealth = np.ones(p1.T + p1.S) * h_wealth
p1.p_wealth = np.ones(p1.T + p1.S) * p_wealth
p1.m_wealth = np.ones(p1.T + p1.S) * m_wealth
p1.retire = (np.ones(p1.T + p1.S) * retire).astype(int)
p1.lambdas = lambdas.reshape(p1.J, 1)
p1.imm_rates = imm_rates.reshape(1, p1.S)
p1.tax_func_type = 'DEP'
p1.baseline = True
p1.analytical_mtrs, etr_params, mtrx_params, mtry_params =\
    income_tax_params
p1.etr_params = np.transpose(etr_params.reshape(
    p1.S, 1, etr_params.shape[-1]), (1, 0, 2))
p1.mtrx_params = np.transpose(mtrx_params.reshape(
    p1.S, 1, mtrx_params.shape[-1]), (1, 0, 2))
p1.mtry_params = np.transpose(mtry_params.reshape(
    p1.S, 1, mtry_params.shape[-1]), (1, 0, 2))
p1.maxiter, p1.mindist_SS = iterative_params
p1.chi_b, p1.chi_n = chi_params
p1.small_open, firm_r, hh_r = small_open_params
p1.firm_r = np.ones(p1.T + p1.S) * firm_r
p1.hh_r = np.ones(p1.T + p1.S) * hh_r
p1.num_workers = 1
BQ1 = np.ones((p1.J)) * 0.00019646295986015257