def stochsimul(run = True):
sys.path.append(str(__projectdir__ / Path('dsgesetup')))
from rbc_simple import getinputdict
inputdict = getinputdict()
inputdict['savefolder'] = __projectdir__ / Path('python2dynare/temp/stochsimul/')
# add model
sys.path.append(str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from dsgesetup_func import getmodel_inputdict
inputdict = getmodel_inputdict(inputdict)
# add shocksddict
inputdict['shocksddict'] = {'epsilon_a': 0.01}
sys.path.append(str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from getshocks_func import getshocksddict_inputdict
inputdict = getshocksddict_inputdict(inputdict)
# python2dynare
inputdict['python2dynare_simulation'] = 'extended_path(periods=100,solver_periods=100);'
sys.path.append(str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import python2dynare_inputdict
python2dynare_inputdict(inputdict)
# run dynare
if run is True:
# run dynare
sys.path.append(str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import rundynare_inputdict
rundynare_inputdict(inputdict)
# get irfs
sys.path.append(str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import getirfs_dynare_inputdict
getirfs_dynare_inputdict(inputdict)
def stochsimul(run=True):
sys.path.append(str(__projectdir__ / Path('dsgesetup')))
from rbc_simple import getinputdict
inputdict = getinputdict()
inputdict['savefolder'] = __projectdir__ / Path(
'python2dynare/temp/stochsimul/')
# add model
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsgesetup_func import getmodel_inputdict
inputdict = getmodel_inputdict(inputdict)
# add shocksddict
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from getshocks_func import getshocksddict_inputdict
inputdict = getshocksddict_inputdict(inputdict)
# python2dynare
inputdict['python2dynare_simulation'] = 'stoch_simul(order=1);'
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from python2dynare_func import python2dynare_inputdict
python2dynare_inputdict(inputdict)
# run dynare
if run is True:
# run dynare
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import rundynare_inputdict
rundynare_inputdict(inputdict)
def simul(run=False, shockpathspecify=False):
"""
If run = True, need to specify inputdict['dynarepath'] and (if you want to use Octave) inputdict['runwithoctave'] = True
"""
sys.path.append(str(__projectdir__ / Path('dsgesetup')))
from rbc_simple import getinputdict
inputdict = getinputdict()
inputdict['savefolder'] = __projectdir__ / Path(
'python2dynare/temp/simul_shockpath/')
# add model
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsgesetup_func import getmodel_inputdict
inputdict = getmodel_inputdict(inputdict)
# add pathshock
if shockpathspecify is True:
inputdict['shockpath'] = np.array([[1, 1, 1] + [0] * 17]).transpose()
else:
inputdict['pathsimperiods'] = 20
inputdict['pathsimperiods_noshock'] = 10
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from getshocks_func import getshockpath_inputdict
inputdict = getshockpath_inputdict(inputdict)
# python2dynare
inputdict['python2dynare_simulation'] = 'simul(periods = 300);'
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from python2dynare_func import python2dynare_inputdict
python2dynare_inputdict(inputdict)
# run dynare
if run is True:
# run dynare
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import rundynare_inputdict
rundynare_inputdict(inputdict)
# get irfs
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import getirfs_dynare_inputdict
getirfs_dynare_inputdict(inputdict)
def dynare_extendedpath(p=None, run=False):
"""
Solve model by extended path.
The extended path method in Dynare assumes agents at t only know shocks at t.
If I could input the shockpath, this should yield the same as occbin/myoccbin.
But I don't see to be able to do that - I have to specify the shock s.d. instead.
"""
if p is None:
p = getp_default()
p['monetary'] = 'taylor-zlb'
inputdict = getinputdict(p)
inputdict['savefolder'] = os.path.join(__projectdir__,
'regimes/temp/extendedpath/')
# add model
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsgesetup_func import getmodel_inputdict
inputdict = getmodel_inputdict(inputdict)
# add shock path
inputdict['shocksddict'] = copy.deepcopy(shocksddict_default)
# generate python2dynare
inputdict[
'python2dynare_simulation'] = 'extended_path(periods = 20,solver_periods=100);'
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from python2dynare_func import python2dynare_inputdict
python2dynare_inputdict(inputdict)
# run dynare
if run is True:
# run dynare
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import rundynare_inputdict
rundynare_inputdict(inputdict)
# get irfs
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import getirfs_dynare_inputdict
getirfs_dynare_inputdict(inputdict)
def dynare_simul(p=None, run=False):
"""
Use the Dynare simul method to solve given the constraint.
This method implies that at time t, agents anticipate the values of future shocks.
Thus, this method does not produce the same results as occbin which assumes that agents only know the values of shocks today.
"""
if p is None:
p = getp_default()
p['monetary'] = 'taylor-zlb'
inputdict = getinputdict(p)
inputdict['savefolder'] = os.path.join(__projectdir__,
'regimes/temp/perfect_foresight/')
# add model
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from dsgesetup_func import getmodel_inputdict
inputdict = getmodel_inputdict(inputdict)
# add shock path
inputdict['shockpath'] = shockpath_default
# generate python2dynare
inputdict['python2dynare_simulation'] = 'simul(periods = 20);'
sys.path.append(str(__projectdir__ /
Path('submodules/dsge-perturbation/')))
from python2dynare_func import python2dynare_inputdict
python2dynare_inputdict(inputdict)
# run dynare
if run is True:
# run dynare
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import rundynare_inputdict
rundynare_inputdict(inputdict)
# get irfs
sys.path.append(
str(__projectdir__ / Path('submodules/dsge-perturbation/')))
from python2dynare_func import getirfs_dynare_inputdict
getirfs_dynare_inputdict(inputdict)