gEconpy.model.statistics.check_bk_condition

gEconpy.model.statistics.check_bk_condition(model, *, A=None, B=None, C=None, D=None, tol=1e-08, on_failure='ignore', return_value='dataframe', **linearize_model_kwargs)

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

Per [2], the number of unstable eigenvalues (\(|v| > 1\)) should not be greater than the number of forward-looking variables. Failing this test suggests timing problems in the definition of the model.

Parameters:

model: Model

DSGE model.

A, B, C, Dnp.ndarray, optional

Jacobian matrices. If not all provided, model.linearize_model is called.

tolfloat

Tolerance for zero.

on_failurestr

'raise' or 'ignore'.

return_valuestr or None

'dataframe', 'bool', or None.

**linearize_model_kwargs

Forwarded to model.linearize_model.

Returns:

bk_resultbool, DataFrame, or None