gEconpy.model.model.Model#
- class gEconpy.model.model.Model(variables, shocks, equations, steady_state_relationships, param_dict, hyper_param_dict, deterministic_dict, calib_dict, priors, f_params, f_ss_resid, f_ss, f_ss_error, f_ss_jac, f_ss_error_grad, f_ss_error_hess, f_ss_error_hessp, f_linearize, backend='numpy', is_linear=False)#
A Dynamic Stochastic General Equlibrium (DSGE) Model.
A
Modelis a container class for a DSGE model. It has two primary functions: to store all model primitives (variables, parameters, shocks, equations, etc.), and to store compiled functions used to solve the model.Methods
Model.__init__(variables, shocks, equations, ...)Container class for DSGE model primitives and compiled functions.
Model.get(name)Get a model variable or parameter by name.
Model.linearize_model([order, ...])Linearize the model around the deterministic steady state.
Model.parameters(**updates)Compute the full set of free parameters for the model, including deterministic parameters.
Model.solve_model([solver, log_linearize, ...])Solve for the linear approximation to the policy function via perturbation.
Model.steady_state([how, use_jac, use_hess, ...])Solve for the deterministic steady state of the DSGE model.
Attributes
calibrated_paramsList of calibrated parameters in the model, stored as Sympy ``Symbol``s.
deterministic_paramsList of deterministic parameters in the model, stored as Sympy ``Symbol``s.
equationsList of equations in the model, stored as Sympy expressions.
hyper_paramsList of hyperparameters in the model, stored as Sympy ``Symbol``s.
param_priorsDictionary of prior distributions for the model parameters.
paramsList of parameters in the model, stored as Sympy ``Symbol``s.
shock_priorsDictionary of prior distributions for the model shocks.
shocksList of shocks in the model, stored as Sympy symbols.
steady_state_relationshipsList of model equations, evaluated at the deterministic steady state.
variablesList of variables in the model, stored as Sympy symbols.