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Version checked for CTRS and price neutrality #18

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Version checked for CTRS and price neutrality #18

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1ee6de2
Version tested for CTRS and price neutrality
DPrihardini Feb 1, 2019
a8765c6
Delete equations.py
DPrihardini Feb 1, 2019
c935a9a
Delete simpleCGE.py
DPrihardini Feb 1, 2019
72c40de
Version checked for CTRS and Price neutrality
DPrihardini Feb 1, 2019
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18 changes: 10 additions & 8 deletions open_cge/equations.py
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Original file line number Diff line number Diff line change
Expand Up @@ -261,7 +261,7 @@ def eqSp(ssp, pf, Ff, Fsh, Trf):
return Sp


def eqSg(mu, Td, Tz, Tm, XXg, Trf, pq):
def eqSg(mu, Td, Tz, Tm, Sg, Trf, pq):
'''
Total government savings.

Expand All @@ -281,8 +281,9 @@ def eqSg(mu, Td, Tz, Tm, XXg, Trf, pq):
Returns:
Sg (float): Total government savings
'''
Sg = Td + Tz.sum() + Tm.sum() - (Trf + XXg * (mu * pq).sum())
return Sg
XXg = (Td + Tz.sum() + Tm.sum() - Trf - Sg) / (mu * pq).sum()
XXg = XXg.iloc[0]
return XXg


def eqFsh(R, Kf, er):
Expand Down Expand Up @@ -321,6 +322,7 @@ def eqKd(g, Sp, lam, pq):
Kd (float): Domestically owned capital ??
'''
Kd = Sp / (g * (lam * pq).sum())
Kd = Kd.iloc[0]
return Kd


Expand Down Expand Up @@ -628,7 +630,7 @@ def eqDex(theta, xid, tauz, phi, pz, pd, Z):
return D


def eqpqerror(Q, Xp, Xg, Xv, X):
def eqpqerror(Xp, Xg, Xv, X):
'''
Resource constraint.

Expand All @@ -646,8 +648,8 @@ def eqpqerror(Q, Xp, Xg, Xv, X):
Returns:
pq_error (1D numpy array): Error in resource constraint for each good i
'''
pq_error = Q - (Xp + Xg + Xv + X.sum(axis=1))
return pq_error
Q = (Xp + Xg + Xv + X.sum(axis=1))
return Q

def eqpq(pm, pd, taum, eta, deltam, deltad, gamma):

Expand All @@ -656,7 +658,7 @@ def eqpq(pm, pd, taum, eta, deltam, deltad, gamma):
return pq


def eqpf(F, Ff0):
def eqpf(F, Ff):
'''
Comparing labor supply from the model to that in the data.

Expand All @@ -671,7 +673,7 @@ def eqpf(F, Ff0):
pf_error ():
'''
F1 = F.drop(['CAP'])
Ff1 = Ff0.drop(['CAP'])
Ff1 = Ff.drop(['CAP'])
pf_error = Ff1 - F1.sum(axis=1)
return pf_error

Expand Down
88 changes: 59 additions & 29 deletions open_cge/simpleCGE.py
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Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,7 @@ def cge_system(pvec, args):
Returns:
p_error (Numpy array): Errors from CGE equations
'''
(p, d, ind, h, Z, Q, Kd, pd, Ff, R, er) = args
(p, d, ind, h, Z, Q, Kd, pd, Ff, R, er, Sg) = args

py = pvec[0:len(ind)]
pf = pvec[len(ind): len(ind) + len(h)]
Expand All @@ -48,7 +48,6 @@ def cge_system(pvec, args):
Kk = eq.eqKk(pf, Ff, R, p.lam, pq)
XXv = eq.eqXXv(d.g, Kk)
Xv = eq.eqXv(p.lam, XXv)
Xg = eq.eqXg(p.mu, XXg)
Kf = eq.eqKf(Kk, Kd)
Fsh = eq.eqFsh(R, Kf, er)
Td = eq.eqTd(p.taud, pf, Ff)
Expand All @@ -63,9 +62,10 @@ def cge_system(pvec, args):
D = eq.eqDex(p.theta, p.xid, p.tauz, p.phi, pz, pd, Z)
M = eq.eqM(p.gamma, p.deltam, p.deltad, p.eta, Q, pq, pm, p.taum)
Tm = eq.eqTm(p.taum, pm, M)
XXg = eq.eqSg(p.mu, Td, Tz, Tm, Sg, Trf, pq)
Xg = eq.eqXg(p.mu, XXg)


pf_error = eq.eqpf(F, d.Ff0)
pf_error = eq.eqpf(F, Ff)
pk_error = eq.eqpk(F, Kk, d.Kk0, d.Ff0)
py_error = eq.eqpy(p.b, F, p.beta, Y)

Expand All @@ -86,9 +86,9 @@ def cge_system(pvec, args):
# solve cge_system
dist = 10
tpi_iter = 0
tpi_max_iter = 1000
tpi_tol = 1e-10
xi = 0.1
tpi_max_iter = 500
tpi_tol = 1e-5
xi = 0.15

# pvec = pvec_init
pvec = np.ones(len(ind) + len(h))
Expand All @@ -97,32 +97,58 @@ def cge_system(pvec, args):
d = calibrate.model_data(sam, h, u, ind)
p = calibrate.parameters(d, ind)

XXg = d.XXg0

R = d.R0
Sg = d.Sg0
er = 1
p.taum = p.taum * 1.1

Zbar = d.Z0
Ffbar = d.Ff0
Kdbar = d.Kd0
Qbar = d.Q0
Zbar = d.Z0 * 1
Ffbar = d.Ff0 * 1
Kdbar = d.Kd0 * 1
Qbar = d.Q0 * 1
pdbar = pvec[0:len(ind)]

pm = eq.eqpm(er, d.pWm)
test = eq.eqpq(pm, pdbar, p.taum, p.eta, p.deltam, p.deltad, p.gamma)


'''
#checking calibration of model
cge_args = [p, d, ind, h, Zbar, Qbar, Kdbar, pdbar, Ffbar, R, er]
errors = cge_system(pvec, cge_args)
#cge_args = [p, d, ind, h, Zbar, Qbar, Kdbar, pdbar, Ffbar, R, er, Sg]
#errors = cge_system(pvec, cge_args)
#---------------------------------------------

py = pvec[0:len(ind)]
pf = pvec[len(ind): len(ind) + len(h)]
py = Series(py, index=list(ind))
pf = Series(pf, index=list(h))
pe = eq.eqpe(er, d.pWe)
pm = eq.eqpm(er, d.pWm)
pq = eq.eqpq(pm, pdbar, p.taum, p.eta, p.deltam, p.deltad, p.gamma)
pz = eq.eqpz(p.ay, p.ax, py, pq)
Kk = eq.eqKk(pf, Ffbar, R, p.lam, pq)
XXv = eq.eqXXv(d.g, Kk)
Xv = eq.eqXv(p.lam, XXv)
Kf = eq.eqKf(Kk, Kdbar)
Fsh = eq.eqFsh(R, Kf, er)
Td = eq.eqTd(p.taud, pf, Ffbar)
Trf = eq.eqTrf(p.tautr, pf, Ffbar)
Tz = eq.eqTz(p.tauz, pz, Zbar)
X = eq.eqX(p.ax, Zbar)
Y = eq.eqY(p.ay, Zbar)
F = eq.eqF(p.beta, py, Y, pf)
Sp = eq.eqSp(p.ssp, pf, Ffbar, Fsh, Trf)
Xp = eq.eqXp(p.alpha, pf, Ffbar, Sp, Td, Fsh, Trf, pq)
E = eq.eqE(p.theta, p.xie, p.tauz, p.phi, pz, pe, Zbar)
D = eq.eqDex(p.theta, p.xid, p.tauz, p.phi, pz, pdbar, Zbar)
M = eq.eqM(p.gamma, p.deltam, p.deltad, p.eta, Qbar, pq, pm, p.taum)
Tm = eq.eqTm(p.taum, pm, M)
XXg = eq.eqSg(p.mu, Td, Tz, Tm, Sg, Trf, pq)
Xg = eq.eqXg(p.mu, XXg)

'''

while (dist > tpi_tol) & (tpi_iter < tpi_max_iter):
tpi_iter += 1
cge_args = [p, d, ind, h, Zbar, Qbar, Kdbar, pdbar, Ffbar, R, er]
cge_args = [p, d, ind, h, Zbar, Qbar, Kdbar, pdbar, Ffbar, R, er, Sg]

results = opt.root(cge_system, pvec, args=cge_args, method='lm',
tol=1e-5)
Expand Down Expand Up @@ -152,28 +178,32 @@ def cge_system(pvec, args):
E = eq.eqE(p.theta, p.xie, p.tauz, p.phi, pz, pe, Zbar)
D = eq.eqDex(p.theta, p.xid, p.tauz, p.phi, pz, pdbar, Zbar)
M = eq.eqM(p.gamma, p.deltam, p.deltad, p.eta, Qbar, pq, pm, p.taum)
Qprime = eq.eqQ(p.gamma, p.deltam, p.deltad, p.eta, M, D)
X = eq.eqX(p.ax, Zbar)
Tm = eq.eqTm(p.taum, pm, M)
XXg = eq.eqSg(p.mu, Td, Tz, Tm, Sg, Trf, pq)
Xg = eq.eqXg(p.mu, XXg)
XXv = eq.eqXXv(d.g, Kk)
Xv = eq.eqXv(p.lam, XXv)
Qprime = eq.eqpqerror(Xp, Xg, Xv, X)
pdprime = eq.eqpd(p.gamma, p.deltam, p.deltad, p.eta, Qprime, pq, D)
Zprime = eq.eqZ(p.theta, p.xie, p.xid, p.phi, E, D)
# Zprime = Zprime.iloc[0]
Kdprime = eq.eqKd(d.g, Sp, p.lam, pq)
Ffprime = d.Ff0
# Ffprime['CAP'] = R * d.Kk * (p.lam * pq).sum() / pf[1]
Ffprime = Ffbar
Ffprime['CAP'] = R * Kk * (p.lam * pq).sum() / pfprime[1]

dist = (((Zbar - Zprime) ** 2 ) ** (1 / 2)).sum()
dist = (((Qbar - Qprime) ** 2 ) ** (1 / 2) + ((pdbar - pdprime) ** 2 ) ** (1 / 2)).sum()
print('Distance at iteration ', tpi_iter, ' is ', dist)

pdbar = xi * pdprime + (1 - xi) * pdbar
Zbar = xi * Zprime + (1 - xi) * Zbar
Kdbar = xi * Kdprime + (1 - xi) * Kdbar
Qbar = xi * Qprime + (1 - xi) * Qbar
Ffbar = xi * Ffprime + (1 - xi) * Ffbar

bop_error = eq.eqbop(d.pWe, d.pWm, E, M, Sf, Fsh, er)

pd = eq.eqpd(p.gamma, p.deltam, p.deltad, p.eta, Qprime, pq, D)
Z = eq.eqZ(p.theta, p.xie, p.xid, p.phi, E, D)
Kd = eq.eqKd(d.g, Sp, p.lam, pq)
Q = eq.eqQ(p.gamma, p.deltam, p.deltad, p.eta, M, D)

print('Model solved, Q = ', Q)
bop_error = eq.eqbop(d.pWe, d.pWm, E, M, Sf, Fsh, er)


print('Model solved, Q = ', Qprime)