Model#

Model(variables, shocks, equations, ...[, ...])

A Dynamic Stochastic General Equlibrium (DSGE) Model.

Working with Models#

stationary_covariance_matrix(model[, T, R, ...])

Compute the stationary covariance matrix of the solved system.

check_bk_condition(model, *[, A, B, C, D, ...])

Compute the generalized eigenvalues of system in the form presented in [1].

autocovariance_matrix(model[, T, R, ...])

Compute the model's autocovariance matrix using the stationary covariance matrix.

autocorrelation_matrix(model[, T, R, ...])

Compute the model's autocovariance matrix using the stationary covariance matrix.

summarize_perturbation_solution(...)

impulse_response_function(model[, T, R, ...])

Generate impulse response functions (IRF) from state space model dynamics.

simulate(model[, T, R, n_simulations, ...])

Simulate the model over a certain number of time periods.

matrix_to_dataframe(matrix, model[, dim1, ...])

Convert a matrix to a DataFrame with variable names as columns and rows.

check_steady_state(model[, stead_state, ...])