Skip to content

Instantly share code, notes, and snippets.

@sbenthall
Created January 28, 2020 22:13
Show Gist options
  • Save sbenthall/cf76a376ce5b6c5891de635e636790c9 to your computer and use it in GitHub Desktop.
Save sbenthall/cf76a376ce5b6c5891de635e636790c9 to your computer and use it in GitHub Desktop.
symbols:
states: [m,p]
controls: [c]
parameters: [β, ρ, R, Γ]
exogenous: []
equations:
transition:
- m = (m(-1)-c(-1))*R + p
- p = Γp(-1)
arbitrage:
- β*(c(1)^(1 - ρ)/(1 - ρ)) | 0.0<=c<=m
calibration:
β: 0.96
Γ: 1.03
ρ: 2.0
R: 1.04
m: 1.0
p: 1.0
c: 0.9*m
domain:
m: [0.0, 500]
p: [0.0,500]
options:
grid: !Cartesian
orders: [1000]
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment