gEconpy.plotting.plot_eigenvalues

gEconpy.plotting.plot_eigenvalues(model, A=None, B=None, C=None, D=None, linearize_model_kwargs=None, fig=None, figsize=None, dpi=None, plot_circle=True, **parameter_updates)

Plot the eigenvalues of the model solution, along with a unit circle.

Eigenvalues with modulus greater than 1 are shown in red, while those with modulus less than 1 are shown in blue. Eigenvalues greater than 10 in modulus are not drawn.

Parameters:

modelgEconModel

DSGE model object

Anp.ndarray, optional

Matrix of partial derivative, linearized around the steady state. Derivatives taken with respect to variables at t-1. If provided, all of A, B, C and D must be provided.

Bnp.ndarray, optional

Matrix of partial derivative, linearized around the steady state. Derivatives taken with respect to variables at t. If provided, all of A, B, C and D must be provided.

Cnp.ndarray, optional

Matrix of partial derivative, linearized around the steady state. Derivatives taken with respect to variables at t+1. If provided, all of A, B, C and D must be provided.

Dnp.ndarray, optional

Matrix of partial derivative, linearized around the steady state. Derivatives taken with respect to exogenous shocks. If provided, all of A, B, C and D must be provided.

linearize_model_kwargs: dict, optional

Arguments passed to model.linearize_model. Ignored if A, B, C, D are provided.

fig: Matplotlib Figure, optional

The figure object to plot on. If not provided, a new figure will be created.

figsizetuple[float, float], optional

The size of the figure to create.

dpiint, optional

The resolution of the figure to create.

plot_circle: bool, optional

Whether to plot the unit circle. Default is True.

parameter_updates

A dictionary of parameter at which to linearize the model.

Returns:

Matplotlib Figure

The figure object containing the plot.