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fsi_abz_ds_vecsv_shk_nbc.m
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fsi_abz_ds_vecsv_shk_nbc.m
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%% Test Shock Persistence and Variance *No Default* (Save + Borr Distribution)
% *back to <https://fanwangecon.github.io Fan>'s
% <https://fanwangecon.github.io/CodeDynaAsset/ Dynamic Assets Repository>
% Table of Content.*
%
% @seealso
%
% * test speed: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_speed/html/fsi_abz_ds_vecsv_speed.html fsi_abz_ds_vecsv_speed>
% * test joint *RANDOM*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_joint/html/fsi_abz_ds_vecsv_joint_rand.html fsi_abz_ds_vecsv_joint_rand>
%
% * test price no default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_price/html/fsi_abz_ds_vecsv_price_nbc_cross.html fsi_abz_ds_vecsv_price_nbc_cross>
% * test price default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_price/html/fsi_abz_ds_vecsv_price_default_cross.html fsi_abz_ds_vecsv_price_default_cross>
%
% * test interest rate no default: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_borr/html/fsi_abz_ds_vecsv_nbc.html fsi_abz_ds_vecsv_nbc>
% * test interest rate no default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_borr/html/fsi_abz_ds_vecsv_nbc_cross.html fsi_abz_ds_vecsv_nbc_cross>
% * test interest rate no default *GRID*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_borr/html/fsi_abz_ds_vecsv_nbc_grid.html fsi_abz_ds_vecsv_nbc_grid>
% * test interest rate default: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_borr/html/fsi_abz_ds_vecsv_default.html fsi_abz_ds_vecsv_default>
% * test interest rate default *V(a,z)* Comparison: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_borr/html/fsi_abz_ds_vecsv_default_compaz.html fsi_abz_ds_vecsv_default_compaz>
% * test interest rate default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_borr/html/fsi_abz_ds_vecsv_default_cross.html fsi_abz_ds_vecsv_default_cross>
% * test interest rate default *GRID*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_borr/html/fsi_abz_ds_vecsv_default_grid.html fsi_abz_ds_vecsv_default_grid>
%
% * test shock default (very low cmin): <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_shock/html/fsi_abz_ds_vecsv_shk_default_lowcmin.html fsi_abz_ds_vecsv_shk_default_lowcmin>
% * test shock no default: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_shock/html/fsi_abz_ds_vecsv_shk_nbc.html fsi_abz_ds_vecsv_shk_nbc>
% * test shock no default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_shock/html/fsi_abz_ds_vecsv_shk_nbc_cross.html fsi_abz_ds_vecsv_shk_nbc_cross>
% * test shock default: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_shock/html/fsi_abz_ds_vecsv_shk_default.html fsi_abz_ds_vecsv_shk_default>
% * test shock default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_shock/html/fsi_abz_ds_vecsv_shk_default_cross.html fsi_abz_ds_vecsv_shk_default_cross>
%
% * test preference no default: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_pref/html/fsi_abz_ds_vecsv_pref_nbc.html fsi_abz_ds_vecsv_pref_nbc>
% * test preference no default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_pref/html/fsi_abz_ds_vecsv_pref_nbc_cross.html fsi_abz_ds_vecsv_pref_nbc_cross>
% * test preference default: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_pref/html/fsi_abz_ds_vecsv_pref_default.html fsi_abz_ds_vecsv_pref_default>
% * test preference default *CROSS*: <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_pref/html/fsi_abz_ds_vecsv_pref_default_cross.html fsi_abz_ds_vecsv_pref_default_cross>
% * test preference default (very low cmin): <https://fanwangecon.github.io/CodeDynaAsset/m_abz/test/ff_az_ds_vecsv/test_pref/html/fsi_abz_ds_vecsv_pref_default_lowcmin.html fsi_abz_ds_vecsv_pref_default_lowcmin>
%
%% Set Shared Parameters
close all;
clear all;
% Shocks
ar_fl_z_wage_rho = [0.65, 0.80, 0.95];
ar_fl_z_wage_sig = [0.05, 0.20, 0.35];
% Accuracy
% ar_it_a_n_hg = [750, 1250, 1750, 2250];
% ar_it_z_n_hg = [15, 19, 23, 27];
ar_it_a_n_hg = [750];
ar_it_z_n_hg = [15];
% Borrowing/Savings Parameters
bl_default = false;
fl_c_min = 0.01; % irrelevant when bl_default = false
fl_b_bd = -20;
fl_r_save = 0.02;
%% Simulate Model with Low Persistence
for fl_z_wage_sig = ar_fl_z_wage_sig
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp(['fl_z_wage_rho = ' num2str(ar_fl_z_wage_rho(1))]);
disp(['fl_z_wage_sig = ' num2str(fl_z_wage_sig)]);
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('');
disp('');
disp('');
disp('');
% Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_set_default_param.html ffs_abz_set_default_param>
bl_input_override = true;
it_param_set = 9;
[param_map, support_map] = ffs_abz_set_default_param(it_param_set);
% Shock Parameters
param_map('fl_z_wage_rho') = ar_fl_z_wage_rho(1);
param_map('fl_z_wage_sig') = fl_z_wage_sig;
% Borrowing Parameters
param_map('bl_default') = bl_default;
param_map('fl_c_min') = fl_c_min;
param_map('fl_b_bd') = fl_b_bd;
% Interest Rates
param_map('fl_r_save') = fl_r_save;
% Display Parameters
support_map('bl_display') = false;
support_map('bl_display_final') = false;
support_map('bl_time') = true;
support_map('bl_profile') = false;
for it_accuracy = 1:length(ar_it_a_n_hg)
% Accuracy Regular
param_map('it_a_n') = ar_it_a_n_hg(it_accuracy);
it_z_n = param_map('it_z_n');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp(['it_a_n = ' num2str(ar_it_a_n_hg(it_accuracy)) ', it_z_n = ' num2str(it_z_n)]);
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
% Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_get_funcgrid.html ffs_abz_get_funcgrid>
[armt_map, func_map] = ffs_abz_get_funcgrid(param_map, support_map, bl_input_override);
% Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_abz_vf_vecsv.html ff_abz_vf_vecsv>
result_map = ff_abz_vf_vecsv(param_map, support_map, armt_map, func_map);
% Call Distribution CProgram
result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
end
% Snap
snapnow;
end
% close all
close all;
%% Simulate Model with Medium Persistence
close all
for fl_z_wage_sig = ar_fl_z_wage_sig
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp(['fl_z_wage_rho = ' num2str(ar_fl_z_wage_rho(2))]);
disp(['fl_z_wage_sig = ' num2str(fl_z_wage_sig)]);
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('');
disp('');
disp('');
disp('');
% Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_set_default_param.html ffs_abz_set_default_param>
bl_input_override = true;
it_param_set = 9;
[param_map, support_map] = ffs_abz_set_default_param(it_param_set);
% Shock Parameters
param_map('fl_z_wage_rho') = ar_fl_z_wage_rho(2);
param_map('fl_z_wage_sig') = fl_z_wage_sig;
% Borrowing Parameters
param_map('bl_default') = bl_default;
param_map('fl_c_min') = fl_c_min;
param_map('fl_b_bd') = fl_b_bd;
% Interest Rates
param_map('fl_r_save') = fl_r_save;
% Display Parameters
support_map('bl_display') = false;
support_map('bl_display_final') = false;
support_map('bl_time') = true;
support_map('bl_profile') = false;
for it_accuracy = 1:length(ar_it_a_n_hg)
% Accuracy Regular
param_map('it_a_n') = ar_it_a_n_hg(it_accuracy);
it_z_n = param_map('it_z_n');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp(['it_a_n = ' num2str(ar_it_a_n_hg(it_accuracy)) ', it_z_n = ' num2str(it_z_n)]);
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
% Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_get_funcgrid.html ffs_abz_get_funcgrid>
[armt_map, func_map] = ffs_abz_get_funcgrid(param_map, support_map, bl_input_override);
% Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_abz_vf_vecsv.html ff_abz_vf_vecsv>
result_map = ff_abz_vf_vecsv(param_map, support_map, armt_map, func_map);
% Call Distribution CProgram
result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
end
% Snap
snapnow;
end
% close all
close all;
%% Simulate Model with High Persistence
close all
for fl_z_wage_sig = ar_fl_z_wage_sig
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp(['fl_z_wage_rho = ' num2str(ar_fl_z_wage_rho(3))]);
disp(['fl_z_wage_sig = ' num2str(fl_z_wage_sig)]);
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp('');
disp('');
disp('');
disp('');
% Shock Parameters
param_map('fl_z_wage_rho') = ar_fl_z_wage_rho(3);
param_map('fl_z_wage_sig') = fl_z_wage_sig;
% Borrowing Parameters
param_map('bl_default') = bl_default;
param_map('fl_c_min') = fl_c_min;
param_map('fl_b_bd') = fl_b_bd;
% Interest Rates
param_map('fl_r_save') = fl_r_save;
% Display Parameters
support_map('bl_display') = false;
support_map('bl_display_final') = false;
support_map('bl_time') = true;
support_map('bl_profile') = false;
for it_accuracy = 1:length(ar_it_a_n_hg)
% Accuracy Regular
param_map('it_a_n') = ar_it_a_n_hg(it_accuracy);
it_z_n = param_map('it_z_n');
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
disp(['it_a_n = ' num2str(ar_it_a_n_hg(it_accuracy)) ', it_z_n = ' num2str(it_z_n)]);
disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
% Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_get_funcgrid.html ffs_abz_get_funcgrid>
[armt_map, func_map] = ffs_abz_get_funcgrid(param_map, support_map, bl_input_override);
% Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_abz_vf_vecsv.html ff_abz_vf_vecsv>
result_map = ff_abz_vf_vecsv(param_map, support_map, armt_map, func_map);
% Call Distribution CProgram
result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
end
% Snap
snapnow;
end
% close all
close all;
clear all;