Stability in the BY Model



In [1]:

    
include("src/stability_plots.jl")









    Out[1]:





stability_plot (generic function with 1 method)



In [2]:

    
ez = EpsteinZinBY()
by = BYConsumption()









    Out[2]:





BYConsumption{Float64}(0.0015, 0.979, 0.044, 0.987, 7.9092e-7, 2.3e-6)



In [3]:

    
compute_mm_coef(ez, by)









    Out[3]:




1.0086927248529742



In [4]:

    
@time compute_spec_rad_coeff(ez, by)









    



  1.225132 seconds (713.41 k allocations: 97.171 MiB, 6.26% gc time)






    Out[4]:




0.21533738817565018



In [5]:

    
(1 - ez.γ) / (1 - 1/ez.ψ)









    Out[5]:




-26.999999999999996

mu vs psi



In [9]:

    
stability_plot("by", :ψ, 1.1, 4.5, :μ_c, 0.0012, 0.005, G=20, method="mm", coords=(25, 25))



In [10]:

    
@time stability_plot("by", :ψ, 1.1, 4.5, :μ_c, 0.0012, 0.005, G=20, coords=(25, 25))









    



113.





    












    



866703 seconds (3.06 M allocations: 23.985 GiB, 2.01% gc time)



In [ ]: