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Mar 5, 2022
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Modify samuelson #210

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18 changes: 9 additions & 9 deletions lectures/samuelson.md
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Original file line number Diff line number Diff line change
Expand Up @@ -1216,7 +1216,7 @@ G = [[γ + g, ρ1, ρ2], # this is Y_{t+1}
[γ, α, 0], # this is C_{t+1}
[0, β, -β]] # this is I_{t+1}

μ_0 = [1, 100, 100]
μ_0 = [1, 100, 50]
C = np.zeros((3,1))
C[1] = σ # stochastic

Expand Down Expand Up @@ -1273,7 +1273,7 @@ class SamuelsonLSS(LinearStateSpace):
"""
def __init__(self,
y_0=100,
y_1=100,
y_1=50,
α=0.8,
β=0.9,
γ=10,
Expand Down Expand Up @@ -1309,17 +1309,17 @@ class SamuelsonLSS(LinearStateSpace):
def plot_simulation(self, ts_length=100, stationary=True):

# Temporarily store original parameters
temp_μ = self.μ_0
temp_Σ = self.Sigma_0
temp_mu = self.mu_0
temp_Sigma = self.Sigma_0

# Set distribution parameters equal to their stationary
# values for simulation
if stationary == True:
try:
self.μ_x, self.μ_y, self.σ_x, self.σ_y, self.σ_yx = \
self.mu_x, self.mu_y, self.Sigma_x, self.Sigma_y, self.Sigma_yx = \
self.stationary_distributions()
self.μ_0 = self.μ_y
self.Σ_0 = self.σ_y
self.mu_0 = self.mu_x
self.Sigma_0 = self.Sigma_x
# Exception where no convergence achieved when
#calculating stationary distributions
except ValueError:
Expand All @@ -1338,8 +1338,8 @@ class SamuelsonLSS(LinearStateSpace):
axes[-1].set_xlabel('Iteration')

# Reset distribution parameters to their initial values
self.μ_0 = temp_μ
self.Sigma_0 = temp_Σ
self.mu_0 = temp_mu
self.Sigma_0 = temp_Sigma

return fig

Expand Down