Gqueran/az model

examples/models/az_model.yaml

@@ -0,0 +1,49 @@
+name: Albert_Zevelev_model
+
+model_type: dtcc
+
+symbols:
+
+   exogenous: [e_z]
+   states: [k]
+   controls: [i]
+   parameters: [r, delta, p0, z, sig_z]
+
+definitions: |
+    d[t] =  z*k[t]-p0*(i[t] + 0.5*i[t]^2)
+
+equations:
+
+    arbitrage: |
+        -(z - p0*(1+r)*(1+i[t])+ p0*(1-delta)*(1+i[t+1]))  | -inf <= i[t] <= -2 + (4 + 2.*z*k[t])^(1/2)
+
+    transition: |
+        k[t] = i[t-1] + (1 - delta)*k[t-1]
+
+
+calibration:
+
+    # parameters
+    r : 0.3
+    delta : 0.025
+    p0 : 1.
+    z : 0.45
+    e_z : 0.
+    sig_z: 0.016
+
+    # endogenous variables
+    i: z/(p0*(delta+r))-1
+    k: (z/(p0*(delta+r))-1)/delta
+
+domain:
+    k: [k*0.025, k*1.01]
+
+
+exogenous: 
+    e_z: !Normal
+        Σ: sig_z^2
+
+options:
+    discretization:
+        endo:
+            n: [900]

src/algos/time_iteration.jl

@@ -241,6 +241,7 @@ function time_iteration(model;
 
         err_ε= norm(r0)
         if err_ε<tol_ε
+            err_η = NaN
             break
         end