Open Issues Need Help
View All on GitHubAI Summary: Implement unit tests for a DSGE model's Klein solver, focusing on scenarios where the matrix A is rank deficient but the Blanchard-Khan (BK) condition is strictly satisfied, and also covering cases of BK mismatch, missing steady state, and equation mismatch. These tests should cover both successful and unsuccessful solver executions.
AI Summary: The task requires implementing a robust Blanchard-Khan (BK) validation method for a Dynamic Stochastic General Equilibrium (DSGE) model, specifically checking for unstable eigenvalues and using the jump count. Following successful validation, the task involves calculating matrices P and Q from the stable block of a QZ decomposition. This is part of a larger project simulating the effects of tax changes on the Japanese economy.
AI Summary: Implement a reusable Gensys-like solver module in Python for a DSGE model, ensuring Blanchard-Kahn conditions are met, and refactor the existing linearization module to utilize this new solver. This is part of a larger project to build a tax simulator for the Japanese economy.
AI Summary: The task requires modifying the DSGE model's linearization process to remove a fallback mechanism using pseudo-inverse. The updated code should strictly enforce a Klein solution using the generalized QZ algorithm, raising an error if a solution cannot be found. This change aims to improve the model's robustness and accuracy.
AI Summary: The task is to debug and resolve a rank deficiency issue in a Klein linearization method used within a DSGE model for Japanese tax policy analysis. The model, implemented in Python, fails to linearize due to a rank deficiency in the forward-looking matrix, resulting in a fallback to a less accurate method. The solution requires investigating the model's structure, potentially modifying the model itself, or implementing alternative linearization techniques.