def get_quadstates(poly, paramplus):
#returns exogenous states at each quadrature point and each exogenous grid point
ninnov = poly['ninnov']
nqs = poly['nqs']
ns = poly['ns']
npoly = poly['npoly']
ne = ninnov
quadgrid, quadweight = po.get_quadgrid(poly['nquad'], ninnov, nqs)
if poly['ne'] == 0:
nchebexog = np.prod(poly['ncheb'][2:])
pgridexog = poly['pgrid'][:nchebexog, 2:poly['nmsv']]
ns = nchebexog
exoggrid = np.zeros([nchebexog, poly['nmsv'] - 2])
exogscxx2msv = poly['scxx2msv'][2:poly['nmsv'] * 2:poly['nmsv']]
for i in np.arange(ns):
exoggrid[i, :] = po.msv2xx(pgridexog[i, :], poly['nmsv'] - 2,
exogscxx2msv)
else:
exoggrid = poly['exoggrid']
sfut = np.zeros([ns, nqs, ninnov])
ind_sfut = np.zeros([ns, nqs, ne], dtype=int)
for j in np.arange(nqs):
for i in np.arange(ns):
if poly['shockswitch'] == 0:
sfut[i, j, 0] = paramplus['rhobeta'] * exoggrid[
i, 0] + paramplus['stdbeta'] * quadgrid[j, 0]
if ninnov == 2:
sfut[i, j, 1] = paramplus['rhomu'] * exoggrid[
i, 1] + paramplus['stdmu'] * quadgrid[j, 1]
else:
sfut[i, j, 0] = paramplus['rhomu'] * exoggrid[
i, 0] + paramplus['stdmu'] * quadgrid[j, 0]
if ninnov == 2:
sfut[i, j, 1] = paramplus['rhobeta'] * exoggrid[
i, 1] + paramplus['stdbeta'] * quadgrid[j, 1]
if poly['ne'] > 0:
ind_sfut[i, j, :] = po.get_index(sfut[i, j, :], ninnov,
poly['ngrid'], poly['steps'],
poly['bounds'])
return (sfut, ind_sfut, quadweight)
def decr(endogvarm1, innov, paramplus, acoeff, poly):
#decision rule with variables in levels and deviation from steady state.
endogvar = {}
kk = endogvarm1['kp_d']
invm1 = endogvarm1['inv_d']
shocks = np.zeros(poly['ne'])
if poly['shockswitch'] == 0:
shocks[0] = paramplus['rhobeta'] * endogvarm1['beta_d'] + paramplus[
'stdbeta'] * innov[0]
if poly['ne'] == 2:
shocks[1] = paramplus['rhomu'] * endogvarm1['mu_d'] + paramplus[
'stdmu'] * innov[1]
else:
shocks[0] = paramplus['rhomu'] * endogvarm1['mu_d'] + paramplus[
'stdmu'] * innov[0]
if poly['ne'] == 2:
shocks[1] = paramplus['rhobeta'] * endogvarm1[
'beta_d'] + paramplus['stdbeta'] * innov[1]
if (poly['ne'] == 0):
msvm1 = np.array([kk, invm1, shocks[0]])
xx1 = po.msv2xx(msvm1, poly['nmsv'], poly['scmsv2xx'])
poly_xx = chebpolytensor(xx1, poly['nmsv'], poly['npoly'],
poly['ncheb'])
for ifunc in np.arange(nfunc):
polycur[ifunc] = np.dot(
acoeff[0, ifunc * poly['npoly']:(ifunc + 1) * poly['npoly']],
poly_xx)
else:
msvm1 = np.array([kk, invm1])
ind_shocks = po.get_index(shocks, poly['ne'], poly['ngrid'],
poly['steps'], poly['bounds'])
xx1 = po.msv2xx(msvm1, poly['nmsv'], poly['scmsv2xx'])
polycur = po.get_linspline(xx1,shocks,ind_shocks,acoeff,poly['exoggrid'],poly['steps'],poly['nfunc'],\
poly['ngrid'],poly['npoly'],poly['nmsv'],poly['ncheb'],poly['ne'])
(dvar, lvar) = modelvariables(polycur, msvm1, shocks, paramplus,
poly['eqswitch'], poly['shockswitch'],
poly['ne'])
for x in lvar:
endogvar[x] = lvar[x]
endogvar[x + '_d'] = dvar[x]
return (endogvar)
def decr(endogvarm1, innov, regime, acoeff, poly, params):
endogvar = np.zeros(poly['nvars'])
ne = poly['nexog_fe']
npoly = poly['npoly']
nmsv = poly['nmsv']
nmsve = poly['nexog_nmsv']
nsreg = poly['nsreg']
nx = nmsv - nmsve - (nsreg - 1)
ss = np.zeros(ne + nmsve)
msvm1 = np.zeros(nmsv)
shocks = np.zeros(ne + 1)
#update non-monetary shocks and compute place on grid
endogvar[
-6] = params['rhoeta'] * endogvarm1[-4] + params['stdeta'] * innov[0]
ss[0] = endogvar[-6]
ind_ss = po.get_index(ss, ne, poly['ngrid'], poly['steps'], poly['bounds'])
ss[1] = poly['gamma0'][regime] + params['stdm'] * innov[1]
endogvar[-3] = ss[1]
endogvar[-4] = params['stdm'] * innov[1]
endogvar[-5] = poly['gamma0'][regime]
msvm1[:nx + nsreg - 1] = endogvarm1[:nx + nsreg - 1]
msvm1[nx + nsreg - 1] = ss[1]
xxm1 = po.msv2xx(msvm1, nmsv, poly['scmsv2xx'])
polycur = po.get_linspline(xxm1, ss[:ne], ind_ss, acoeff, poly['exoggrid'],
poly['steps'], poly['nfunc'], poly['ngrid'],
npoly, nmsv, ne)
(yy, dp, nr, lptp, post) = modelvariables(polycur, msvm1[:nmsv - nmsve],
ss, params, nmsv, nmsve, nsreg,
poly['gamma0'], poly['P'])
endogvar[-2] = polycur[0]
endogvar[-1] = polycur[1]
endogvar[0] = nr
endogvar[1] = yy
endogvar[2] = dp
if nsreg == 2:
endogvar[nx] = lptp
else:
endogvar[nx:nx + nsreg - 1] = lptp
endogvar[nx + nsreg - 1:nx + 2 * nsreg - 1] = post
return (endogvar)
def get_quadstates(poly, params):
#returns exogenous states at each quadrature point and each exogenous grid point
ninnov = poly['ninnov']
nqs = poly['nqs']
ns = poly['ns']
npoly = poly['npoly']
ne = poly['nexog_fe']
quadgrid, quadweight = po.get_quadgrid(poly['nquad'], ninnov, nqs)
sfut = np.zeros([ns, nqs, ninnov])
ind_sfut = np.zeros([ns, nqs, ne], dtype=int)
for i in np.arange(ns):
for j in np.arange(nqs):
sfut[i, j, :ne] = poly['rhos'][:ne] * poly['exoggrid'][
i, :] + poly['stds'][:ne] * quadgrid[j, :ne]
sfut[i, j, ne] = params['stdm'] * quadgrid[j, ne]
ss = sfut[i, j, :ne]
ind_sfut[i, j, :] = po.get_index(ss, ne, poly['ngrid'],
poly['steps'], poly['bounds'])
return (sfut, ind_sfut, quadweight)
def get_quadstates(poly, paramplus):
#returns exogenous states at each quadrature point and each exogenous grid point
ninnov = poly['ninnov']
nqs = poly['nqs']
ns = poly['ns']
npoly = poly['npoly']
ne = ninnov
quadgrid, quadweight = po.get_quadgrid(poly['nquad'], ninnov, nqs)
sfut = np.zeros([ns, nqs, ninnov])
ind_sfut = np.zeros([ns, nqs, ne], dtype=int)
#meanpreserve = -paramplus['stdbeta']**2/(2*(1.0+paramplus['rhobeta']))
#print(meanpreserve)
for j in np.arange(nqs):
for i in np.arange(ns):
sfut[i, j, 0] = paramplus['rhobeta'] * poly['exoggrid'][
i, 0] + paramplus['stdbeta'] * quadgrid[j, 0] #+ meanpreserve
if ne == 2:
sfut[i, j, 1] = paramplus['rhomu'] * poly['exoggrid'][
i, 1] + paramplus['stdmu'] * quadgrid[j, 0]
ind_sfut[i, j, :] = po.get_index(sfut[i, j, :], ne, poly['ngrid'],
poly['steps'], poly['bounds'])
return (sfut, ind_sfut, quadweight)