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gEconpy: DSGE Modeling in Python

  • Getting Started
  • User Guide
  • Example Gallery
  • API
  • Contributing
  • Release Notes
  • Getting Started
  • User Guide
  • Example Gallery
  • API
  • Contributing
  • Release Notes

Section Navigation

  • Classes
    • Containers
      • gEconpy.classes.containers.safe_string_to_sympy
      • gEconpy.classes.containers.symbol_to_string
      • gEconpy.classes.containers.string_keys_to_sympy
      • gEconpy.classes.containers.sympy_keys_to_strings
      • gEconpy.classes.containers.sympy_number_values_to_floats
      • gEconpy.classes.containers.float_values_to_sympy_float
      • gEconpy.classes.containers.sort_dictionary
      • gEconpy.classes.containers.SymbolDictionary
        • gEconpy.classes.containers.SymbolDictionary.__init__
        • gEconpy.classes.containers.SymbolDictionary.copy
        • gEconpy.classes.containers.SymbolDictionary.float_to_values
        • gEconpy.classes.containers.SymbolDictionary.sort_keys
        • gEconpy.classes.containers.SymbolDictionary.step_backward
        • gEconpy.classes.containers.SymbolDictionary.step_forward
        • gEconpy.classes.containers.SymbolDictionary.to_ss
        • gEconpy.classes.containers.SymbolDictionary.to_string
        • gEconpy.classes.containers.SymbolDictionary.to_sympy
        • gEconpy.classes.containers.SymbolDictionary.update
        • gEconpy.classes.containers.SymbolDictionary.values_to_float
    • Distributions
      • gEconpy.classes.distributions.CompositeDistribution
        • gEconpy.classes.distributions.CompositeDistribution.__init__
        • gEconpy.classes.distributions.CompositeDistribution.to_pymc
    • Time Aware Symbol
      • gEconpy.classes.time_aware_symbol.TimeAwareSymbol
        • gEconpy.classes.time_aware_symbol.TimeAwareSymbol.exit_ss
        • gEconpy.classes.time_aware_symbol.TimeAwareSymbol.set_t
        • gEconpy.classes.time_aware_symbol.TimeAwareSymbol.step_backward
        • gEconpy.classes.time_aware_symbol.TimeAwareSymbol.step_forward
        • gEconpy.classes.time_aware_symbol.TimeAwareSymbol.to_ss
  • Data
    • gEconpy.data.get_example_gcn
  • Write Model to Dynare
  • Exceptions
    • gEconpy.exceptions.DynamicCalibratingEquationException
    • gEconpy.exceptions.OptimizationProblemNotDefinedException
    • gEconpy.exceptions.MultipleObjectiveFunctionsException
    • gEconpy.exceptions.ControlVariableNotFoundException
    • gEconpy.exceptions.ModelUnknownParameterError
    • gEconpy.exceptions.PerturbationSolutionNotFoundException
    • gEconpy.exceptions.SteadyStateNotFoundError
    • gEconpy.exceptions.GensysFailedException
    • gEconpy.exceptions.VariableNotFoundException
    • gEconpy.exceptions.InvalidDistributionException
    • gEconpy.exceptions.MultipleParameterDefinitionException
    • gEconpy.exceptions.InvalidParameterException
    • gEconpy.exceptions.OrphanParameterError
    • gEconpy.exceptions.ExtraParameterError
    • gEconpy.exceptions.ExtraParameterWarning
    • gEconpy.exceptions.DuplicateParameterError
  • Model
    • Block
      • gEconpy.model.block.Block
        • gEconpy.model.block.Block.__init__
        • gEconpy.model.block.Block.simplify_system_equations
        • gEconpy.model.block.Block.solve_optimization
    • Build
      • gEconpy.model.build.model_from_gcn
      • gEconpy.model.build.statespace_from_gcn
    • Compile
      • gEconpy.model.compile.compile_function
      • gEconpy.model.compile.compile_to_pytensor_function
      • gEconpy.model.compile.compile_for_scipy
      • gEconpy.model.compile.pack_and_compile
      • gEconpy.model.compile.sympy_to_pytensor
    • Model
      • gEconpy.model.model.Model
        • gEconpy.model.model.Model.__init__
        • gEconpy.model.model.Model.equation_tensors
        • gEconpy.model.model.Model.evaluate_residual
        • gEconpy.model.model.Model.get
        • gEconpy.model.model.Model.linearize_model
        • gEconpy.model.model.Model.param_tensors
        • gEconpy.model.model.Model.parameters
        • gEconpy.model.model.Model.solve_model
        • gEconpy.model.model.Model.ss_tensors
        • gEconpy.model.model.Model.steady_state
        • gEconpy.model.model.Model.symbolic_linearization
    • Parameters
      • gEconpy.model.parameters.compile_param_dict_func
    • Perfect Foresight
      • gEconpy.model.perfect_foresight.solve_perfect_foresight
    • Perturbation
      • gEconpy.model.perturbation.linearize_model
      • gEconpy.model.perturbation.check_bk_condition
    • Simulate
      • gEconpy.model.simulate.impulse_response_function
      • gEconpy.model.simulate.simulate
    • Simplification
      • gEconpy.model.simplification.simplify_tryreduce
      • gEconpy.model.simplification.simplify_constants
      • gEconpy.model.simplification.reduce_variable_list
    • State Space
      • gEconpy.model.statespace.DSGEStateSpace
        • gEconpy.model.statespace.DSGEStateSpace.__init__
        • gEconpy.model.statespace.DSGEStateSpace.build_statespace_graph
        • gEconpy.model.statespace.DSGEStateSpace.configure
        • gEconpy.model.statespace.DSGEStateSpace.make_symbolic_graph
        • gEconpy.model.statespace.DSGEStateSpace.sample_autocorrelation_matrices
        • gEconpy.model.statespace.DSGEStateSpace.set_coords
        • gEconpy.model.statespace.DSGEStateSpace.set_parameters
        • gEconpy.model.statespace.DSGEStateSpace.set_shocks
        • gEconpy.model.statespace.DSGEStateSpace.set_states
        • gEconpy.model.statespace.DSGEStateSpace.to_pymc
      • gEconpy.model.statespace.data_from_prior
    • Statistics
      • gEconpy.model.statistics.build_Q_matrix
      • gEconpy.model.statistics.stationary_covariance_matrix
      • gEconpy.model.statistics.autocovariance_matrix
      • gEconpy.model.statistics.autocorrelation_matrix
      • gEconpy.model.statistics.check_bk_condition
      • gEconpy.model.statistics.summarize_perturbation_solution
      • gEconpy.model.statistics.check_steady_state
      • gEconpy.model.statistics.matrix_to_dataframe
    • Steady State
      • gEconpy.model.steady_state.system_to_steady_state
      • gEconpy.model.steady_state.pt_error_from_resid
      • gEconpy.model.steady_state.build_root_graphs
      • gEconpy.model.steady_state.build_minimize_graphs
      • gEconpy.model.steady_state.compile_known_ss
      • gEconpy.model.steady_state.print_steady_state
      • gEconpy.model.steady_state.simplify_provided_ss_equations
      • gEconpy.model.steady_state.propagate_steady_state_through_identities
  • GCN Parser
    • Loader
    • Preprocessor
    • Errors
    • Grammar
    • AST
    • Transform
  • Plotting
    • gEconpy.plotting.plot_simulation
    • gEconpy.plotting.plot_irf
    • gEconpy.plotting.plot_eigenvalues
    • gEconpy.plotting.plot_covariance_matrix
    • gEconpy.plotting.plot_heatmap
    • gEconpy.plotting.plot_acf
    • gEconpy.plotting.plot_corner
    • gEconpy.plotting.plot_kalman_filter
  • Pytensor
  • Solvers
    • Cycle Reduction
      • gEconpy.solvers.cycle_reduction.solve_policy_function_with_cycle_reduction
      • gEconpy.solvers.cycle_reduction.cycle_reduction_pt
      • gEconpy.solvers.cycle_reduction.scan_cycle_reduction
    • Gensys
      • gEconpy.solvers.gensys.gensys
      • gEconpy.solvers.gensys.interpret_gensys_output
      • gEconpy.solvers.gensys.solve_policy_function_with_gensys
      • gEconpy.solvers.gensys.gensys_pt
    • Solver Shared Utilities
      • gEconpy.solvers.shared.stabilize
      • gEconpy.solvers.shared.o1_policy_function_adjoints
      • gEconpy.solvers.shared.pt_compute_selection_matrix
  • Utilities
    • gEconpy.utilities.flatten_list
    • gEconpy.utilities.set_equality_equals_zero
    • gEconpy.utilities.eq_to_ss
    • gEconpy.utilities.safe_to_ss
    • gEconpy.utilities.expand_subs_for_all_times
    • gEconpy.utilities.step_equation_forward
    • gEconpy.utilities.step_equation_backward
    • gEconpy.utilities.diff_through_time
    • gEconpy.utilities.substitute_all_equations
    • gEconpy.utilities.is_variable
    • gEconpy.utilities.is_number
    • gEconpy.utilities.unpack_keys_and_values
    • gEconpy.utilities.merge_dictionaries
    • gEconpy.utilities.make_all_var_time_combos
    • gEconpy.utilities.postprocess_optimizer_res
    • gEconpy.utilities.get_name
  • API
  • Model
  • Perfect Foresight

Perfect Foresight#

solve_perfect_foresight(model, simulation_length)

Solve the model under perfect foresight.

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