Test Shock Persistence and Variance No Default (Save + Borr Distribution)

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@seealso

Contents

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;
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.65
fl_z_wage_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 15.744232 seconds.
Elapsed time is 1.304910 seconds.
                     mean          sd       coefofvar      min        max       pYis0        pYls0        pYgr0       pYisMINY       pYisMAXY        p0_1         p1           p5           p10          p15          p20          p25        p35        p50       p65       p75       p80       p85       p90       p95        p99       p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1    fracByP5     fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _________    ________    _________    ________    ______    _______    ___________    ________    ___________    ___________    ________    ________    __________    _________    _________    _________    _________    ______    _______    ______    ______    ______    ______    ______    ______    _______    _______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val         3.8109     0.16959    0.044503      -25.311    14.087          0    -1.6153e-31           1    -7.4218e-35     3.1289e-34      3.2033      3.3784         3.536       3.6002       3.6433       3.6575       3.7198    3.7343     3.8244    3.9134    3.9134    3.9134    4.0013    4.0013    4.0879     4.1732     4.2902        0.028762                  1             0.0055397              0.70528             0.0046329            0.52097              0.013345              0.96715          0.00085279    0.010283     0.053375     0.091725     0.16689      0.19257      0.24002      0.36027      0.59576      0.79434      0.79434      0.79434      0.91424      0.91424      0.96975      0.99057       0.99943  
    cl_mt_pol_a    -0.013996    0.046314     -3.3092      -10.288     46.86    0.64687         0.3149    0.038228    -3.4111e-34     3.1289e-34    -0.39041    -0.24137     -0.093836    -0.018715    -0.018108    -0.017818    -0.017818         0          0         0         0         0         0         0         0    0.06087    0.14087       0.0055397            0.70528              0.002145                    1              0.002088            0.85976             0.0021157              0.56147            0.035151     0.20066      0.67147      0.92477      1.0208       1.1919       1.1919       1.1919       1.1919       1.1919       1.1919       1.1919       1.1919       1.1919       1.1919       1.0422        1.0109  
    cl_mt_coh       0.095786    0.052436     0.54743      -11.003    50.122          0       0.056219     0.94378    -4.0384e-34    -2.7691e-34     -0.3059     -0.1427    -0.0019087     0.034889       0.0768     0.079689       0.0992    0.0992    0.10209    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.18369    0.26528       0.0046329            0.52097              0.002088              0.85976             0.0027496                  1             0.0019445              0.45579          -0.0042177    -0.02028    -0.039718    -0.029092    0.026905     0.073496      0.24683      0.24683      0.39605      0.92774      0.92774      0.92774      0.92774      0.92774      0.92774       0.9893       0.99757  
    cl_mt_pol_c       1.2786    0.081363    0.063632     0.090952    4.7159          0              0           1    -7.4218e-35     3.5973e-34      1.1051      1.1257        1.1563       1.1785        1.198       1.2088        1.226    1.2277     1.2771    1.3285    1.3285    1.3285     1.382     1.382    1.4377     1.4405     1.4968        0.013345            0.96715             0.0021157              0.56147             0.0019445            0.45579             0.0066199                    1          0.00086034     0.01396     0.046159      0.10277      0.1621      0.18446       0.2447      0.36223       0.5912      0.78564      0.78564      0.78564       0.9034       0.9034      0.97919       0.9888        0.9991  

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.65
fl_z_wage_sig = 0.2
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 15.219489 seconds.
Elapsed time is 1.316223 seconds.
                     mean         sd       coefofvar      min        max       pYis0       pYls0       pYgr0      pYisMINY      pYisMAXY       p0_1         p1         p5         p10        p15        p20         p25         p35         p50         p65        p75        p80        p85        p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1     fracByP1      fracByP5     fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _________    _______    _________    ________    ______    ________    ________    _______    __________    ___________    _______    ________    _______    _______    _______    ________    ________    ________    ________    _______    _______    _______    _______    _______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    __________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val         3.0736     1.2421     0.40412      -15.589     14.29           0    0.021573    0.97843    5.0275e-07     1.2259e-34    -3.5139    -0.84075    0.83171     1.5373     1.9265      2.2198      2.4395      2.8078      3.2339     3.6109     3.8841     4.0543     4.2166     4.4479    4.7844    5.4048    6.0522         1.5428                   1               1.1512               0.93892               1.1197             0.86088               0.27867              0.93573          -0.0015184    -0.0064632    -0.0034055    0.016472     0.044892     0.079637       0.1166      0.20468      0.35172      0.51751      0.64413       0.7067      0.77228      0.84306      0.91751      0.98157       0.99799  
    cl_mt_pol_a     -0.16218    0.98712     -6.0864      -5.6108    47.921    0.050336     0.52277     0.4269    1.1354e-08     1.2259e-34    -4.4358     -2.9999    -1.9079    -1.3619    -1.0544    -0.81592    -0.62109    -0.34366    -0.06517    0.14984    0.36965    0.51618    0.66272    0.95579    1.3954    2.3479    3.6667         1.1512             0.93892               0.9744                     1               1.0094             0.97649               0.21618              0.91341            0.030091       0.23771       0.79654      1.3293       1.6704       2.0042       2.1983       2.4883       2.6754       2.6222       2.4631       2.3209        2.167       1.9171       1.5723       1.1788        1.0214  
    cl_mt_coh      -0.083228     1.0472     -12.582      -5.8686    50.122           0     0.48297    0.51703    2.5355e-08    -4.1089e-34    -4.7327     -3.1633    -1.9676    -1.3697    -1.0408    -0.77183    -0.57003    -0.27109    0.050239    0.25204    0.47624    0.60331    0.79757     1.0965    1.5225    2.5164    3.7944         1.1197             0.86088               1.0094               0.97649               1.0966                   1               0.20968              0.83514            0.064447       0.48519        1.6185      2.6759       3.3333       3.9637       4.3138       4.8009       4.9675       4.7276          4.3       4.0002       3.5084       2.9469       2.2626       1.3686        1.0515  
    cl_mt_pol_c       1.2478    0.23976     0.19215     0.048633    4.7984           0           0          1    5.0275e-07     1.2259e-34    0.63841     0.78916    0.90384    0.96309    0.99957       1.041      1.0758      1.1118      1.2089      1.362     1.4502     1.4705     1.5367     1.5612    1.6477    1.8113    1.9556        0.27867             0.93573              0.21618               0.91341              0.20968             0.83514              0.057487                    1          0.00045766     0.0058222      0.033372     0.07124      0.11113      0.15121      0.19363      0.28149      0.42017      0.57577      0.68931      0.74471      0.80506      0.86818      0.93065       0.9851        0.9984  

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.65
fl_z_wage_sig = 0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 14.465615 seconds.
Elapsed time is 3.349096 seconds.
                    mean        sd      coefofvar      min        max       pYis0       pYls0      pYgr0      pYisMINY      pYisMAXY      p0_1        p1         p5          p10          p15        p20         p25          p35         p50        p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5     fracByP10    fracByP15    fracByP20    fracByP25     fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _______    ______    _________    ________    ______    ________    _______    _______    __________    __________    _______    _______    _______    __________    _______    ________    ________    _________    _______    _______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    _________    _________    _________    _________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val       2.6679    2.1046     0.78885      -18.077    14.526           0    0.10109    0.89891    3.2456e-05    5.9734e-28    -6.4316    -3.3192    -1.0587    -0.0054322    0.62196      1.0881      1.4606       2.0885     2.8303     3.5426     4.063    4.3688    4.7137    5.1564    5.8126    7.0228    8.2476         4.4292                   1               3.6749               0.88134               3.5023             0.81252              0.76478               0.97138          -0.0031467    -0.017712    -0.045779    -0.054597    -0.048314    -0.032397    -0.0081781     0.05954       0.2012      0.37658       0.51916      0.59884     0.68373      0.77606      0.87744      0.97178       0.99676  
    cl_mt_pol_a    0.74204    1.9813      2.6701      -2.9062     49.02    0.031211    0.37492    0.59387    7.7895e-07     3.691e-27    -2.7668    -2.5078    -1.8604       -1.3868    -1.0187    -0.75974    -0.50077     -0.11412    0.36598    0.99153    1.6171    2.0341    2.5901    3.2852    4.5363    7.3165        11         3.6749             0.88134               3.9255                     1               3.9596             0.97576              0.69314               0.93516          -0.0045709    -0.038726     -0.15855     -0.26046     -0.34893     -0.40703      -0.44858    -0.48462     -0.45597     -0.32596      -0.14984    -0.019046     0.14007      0.31973      0.58512       0.8811       0.98386  
    cl_mt_coh      0.84392    2.0481      2.4269      -2.9977    50.122           0    0.35978    0.64022    1.6578e-06    2.3868e-27    -2.9081    -2.6245    -1.9155       -1.3932    -0.9939    -0.71032    -0.42674    -0.023767     0.4949      1.133     1.771    2.1964    2.7411    3.4725    4.7486    7.5844    11.319         3.5023             0.81252               3.9596               0.97576               4.1948                   1               0.6632               0.86558          -0.0037056    -0.034861     -0.14441     -0.23568     -0.31287     -0.36182      -0.39478    -0.41706     -0.36958      -0.2348     -0.063832     0.060335     0.19495      0.37678      0.62148      0.89207       0.98503  
    cl_mt_pol_c     1.2707    0.3741      0.2944     0.024971    5.5434           0          0          1    3.2456e-05    5.9734e-28    0.27067    0.52557    0.71768       0.81931    0.87751     0.92625     0.98197       1.0837     1.2492     1.4077    1.5403    1.5972    1.6681    1.7654    1.9054    2.1904    2.4893        0.76478             0.97138              0.69314               0.93516               0.6632             0.86558              0.13995                     1          0.00017039    0.0032676     0.023589     0.053879     0.087486      0.12285       0.16267     0.24347       0.3794      0.53729       0.65542      0.71635     0.77913      0.84687      0.91833      0.98173       0.99795  

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;
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.8
fl_z_wage_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 15.687168 seconds.
Elapsed time is 1.160299 seconds.
                     mean         sd       coefofvar      min        max       pYis0       pYls0        pYgr0       pYisMINY       pYisMAXY        p0_1         p1          p5           p10          p15         p20        p25       p35       p50       p65       p75       p80       p85       p90       p95        p99        p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5     fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _________    _______    _________    ________    ______    _______    __________    ________    ___________    ___________    ________    ________    _________    _________    _________    ________    ______    ______    ______    ______    ______    ______    ______    ______    ______    ________    _______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val         3.7774    0.32546    0.086158      -25.924    14.161          0    2.2574e-16           1    -3.1902e-35     3.4232e-34       2.645      2.9417       3.2248       3.4095       3.4324      3.5286    3.6142    3.6142    3.7936    3.9704    3.9704    3.9704    4.1442    4.1442    4.3148      4.4801     4.6597         0.10592                  1             0.0093203              0.55565             0.0086197            0.45561              0.034795              0.98038          0.00080701    0.0077176     0.041469     0.094213     0.16247      0.17746       0.3504       0.3504      0.58226      0.78629      0.78629      0.78629      0.91474      0.91474      0.97258      0.99201       0.99927  
    cl_mt_pol_a    -0.013653    0.05154      -3.775      -9.8051     46.88    0.82416        0.1653    0.010537    -2.5459e-34     3.4232e-34    -0.46879    -0.25553    -0.099741    -0.026353    -0.025932           0         0         0         0         0         0         0         0         0         0    0.051398    0.13063       0.0093203            0.55565             0.0026563                    1             0.0027647            0.92279             0.0025008              0.44496            0.051814      0.27189      0.87894      0.96676      1.0607       1.0607       1.0607       1.0607       1.0607       1.0607       1.0607       1.0607       1.0607       1.0607       1.0607       1.0346             1  
    cl_mt_coh       0.096275    0.05813     0.60379      -10.422    50.122          0      0.046186     0.95381    -5.6886e-34    -2.8427e-34    -0.39172    -0.19406     0.012383     0.070804       0.0768    0.093204    0.0992    0.0992    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216     0.12923    0.25485       0.0086197            0.45561             0.0027647              0.92279             0.0033791                  1             0.0024541              0.38714          -0.0064038    -0.030062    -0.053647    -0.023932    0.027085     0.086262      0.30592      0.30592      0.97919      0.97919      0.97919      0.97919      0.97919      0.97919      0.97919      0.97991             1  
    cl_mt_pol_c       1.2788    0.10905    0.085277     0.086165    4.7572          0             0           1    -3.1902e-35     3.4232e-34      1.0136      1.0741       1.1154       1.1514       1.1539      1.1847    1.2131    1.2131    1.2752    1.3406    1.3406    1.3406    1.4094    1.4094    1.4816      1.5576     1.5861        0.034795            0.98038             0.0025008              0.44496             0.0024541            0.38714              0.011892                    1          0.00091708    0.0087389     0.044318     0.098111     0.16594      0.18784      0.35741      0.35741      0.58358      0.78492      0.78492      0.78492      0.91321      0.91321      0.97126      0.99191       0.99924  

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.8
fl_z_wage_sig = 0.2
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 14.777757 seconds.
Elapsed time is 1.511508 seconds.
                    mean        sd       coefofvar      min        max       pYis0       pYls0      pYgr0      pYisMINY      pYisMAXY       p0_1        p1         p5          p10         p15        p20         p25         p35          p50         p65        p75        p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5     fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _______    _______    _________    ________    ______    ________    _______    _______    __________    ___________    _______    _______    _______    _________    _______    ________    ________    ________    _________    _______    _______    _______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val       2.6103     2.1728     0.83238      -21.207    14.588           0    0.10348    0.89652    9.9609e-06    -7.3466e-35    -8.4666    -4.1504    -1.2916    -0.085695    0.57885      1.1305      1.4627      2.1114       2.8495     3.5686     4.0309     4.3337     4.641    5.0729    5.6508    6.7676     7.817          4.721                   1               2.6697               0.86457               2.6076             0.80704              0.72758               0.94017          -0.0041815    -0.023279    -0.058811    -0.070595    -0.065165    -0.048552    -0.022301    0.046839      0.19011       0.3778      0.52299       0.6006      0.68726      0.77864      0.87936      0.97234       0.99692  
    cl_mt_pol_a    0.12701     1.4212      11.189       -4.414    48.303    0.052268    0.44647    0.50126    1.8538e-07    -7.3466e-35    -4.1311    -3.3849    -2.1294      -1.4619    -1.0275    -0.73947    -0.59416    -0.26042    0.0070564    0.36534    0.72361    0.93858    1.2969    1.7985    2.6583    4.6647    7.1726         2.6697             0.86457               2.0198                     1               2.0869             0.98748              0.45273               0.89438           -0.036658     -0.30062      -1.1422      -1.8175      -2.2948        -2.65       -2.912     -3.2289      -3.3132      -3.0579      -2.6735      -2.3567      -1.9355      -1.3226     -0.49126      0.55672       0.93596  
    cl_mt_coh      0.21262     1.4871      6.9941      -4.6385    50.122           0    0.41255    0.58745    2.5204e-07     -2.681e-35     -4.352     -3.548      -2.21      -1.4792    -1.0123    -0.69758      -0.529    -0.16356       0.1216    0.44944    0.83729      1.079    1.4444    1.9336    2.8331    4.8796    7.4377         2.6076             0.80704               2.0869               0.98748               2.2114                   1               0.4419               0.83433           -0.024026     -0.19079     -0.71024      -1.1268      -1.4114      -1.6152      -1.7585       -1.91      -1.8869      -1.7002      -1.4055      -1.1458      -0.8648     -0.49463     0.066165      0.72486       0.96046  
    cl_mt_pol_c     1.2545    0.35617     0.28393     0.038494    4.9754           0          0          1    9.9609e-06    -7.3466e-35    0.37847    0.59646     0.7527       0.8293    0.88284     0.92234     0.96055      1.0548       1.2133     1.4016     1.5071     1.5859    1.6596    1.7499     1.871    2.1419    2.3772        0.72758             0.94017              0.45273               0.89438               0.4419             0.83433              0.12686                     1          0.00022827    0.0039831     0.026102     0.057753     0.092042      0.12824      0.16535     0.24712       0.3857      0.54414      0.65509      0.72172      0.78116      0.84745       0.9213      0.98209       0.99806  

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.8
fl_z_wage_sig = 0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 13.415385 seconds.
Elapsed time is 3.624863 seconds.
                    mean       sd       coefofvar      min        max       pYis0       pYls0      pYgr0      pYisMINY      pYisMAXY      p0_1        p1         p5         p10        p15         p20         p25         p35       p50       p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1      fracByP1     fracByP5     fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50     fracByP65     fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   ______    _______    _________    ________    ______    ________    _______    _______    __________    __________    _______    _______    _______    _______    ________    ________    ________    _______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    ___________    __________    _________    _________    _________    _________    _________    _________    __________    __________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val      1.9841      3.701      1.8653      -31.045    15.046           0    0.26395    0.73605    7.7238e-05     4.452e-09    -15.496    -8.5807    -4.4326    -2.6719     -1.5867    -0.77026    -0.19263    0.93672    2.2594    3.5224    4.4561    5.0118    5.6386    6.4127     7.565    9.5469    11.359         13.697                   1               10.469               0.79022               10.125             0.74722               1.9486               0.95514           -0.0096594     -0.056915     -0.17604     -0.26356     -0.31619     -0.34529     -0.35716     -0.33497      -0.21712    -0.0006554     0.19981       0.3205      0.45373      0.60497      0.78007      0.94785       0.99401  
    cl_mt_pol_a    2.3672     3.5798      1.5122      -1.8727     49.02    0.011582    0.23989    0.74853    1.8537e-06    1.9604e-08    -1.7829    -1.5797    -1.0852    -0.6516    -0.39376    -0.13817           0    0.40116    1.2183    2.4439    3.6015    4.3506      5.44    6.9381    9.5937    15.722    23.757         10.469             0.79022               12.815                     1               12.967             0.98938               1.7774               0.90074          -0.00076906    -0.0072634    -0.031034    -0.047944    -0.058701    -0.064534    -0.065725    -0.055728    -0.0033412       0.11566     0.23815      0.31672      0.42266      0.54723      0.71866      0.91866       0.98868  
    cl_mt_coh      2.5153     3.6612      1.4556      -1.9203    50.122           0    0.21342    0.78658    1.5442e-06    1.2677e-08    -1.8284    -1.5977    -1.0667    -0.6029    -0.32508    -0.06966      0.1216    0.53078    1.3642    2.5696    3.7504    4.5592    5.6032    7.1985    9.9072    16.158    24.354         10.125             0.74722               12.967               0.98938               13.405                   1               1.7221                0.8533          -0.00075983    -0.0070313    -0.029359    -0.044574    -0.053413     -0.05717    -0.056093    -0.041861      0.015035       0.12645     0.25068      0.33533      0.43346      0.56097      0.72774      0.92148       0.98909  
    cl_mt_pol_c     1.317    0.55123     0.41856     0.016091    7.1222           0          0          1    7.7238e-05     4.452e-09    0.16327    0.35039    0.52636    0.63813     0.72742      0.8104     0.89359     1.0502    1.2831    1.4817      1.65    1.7473    1.8944    2.0325    2.3002    2.8503    3.4523         1.9486             0.95514               1.7774               0.90074               1.7221              0.8533              0.30385                     1            9.331e-05     0.0019562     0.015885     0.038444     0.064922     0.095058      0.12819       0.2018       0.33357       0.49139        0.61      0.67472      0.74407       0.8181      0.90014      0.97643       0.99724  

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;
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.95
fl_z_wage_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 12.895080 seconds.
Elapsed time is 0.933777 seconds.
                      mean          sd       coefofvar      min        max       pYis0       pYls0        pYgr0       pYisMINY      pYisMAXY        p0_1         p1          p5        p10       p15       p20       p25       p35       p50       p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1      fracByP1     fracByP5    fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   __________    ________    _________    ________    ______    _______    _________    _________    __________    ___________    ________    _________    _______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    ___________    __________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val          3.5093      1.4966     0.42647      -35.265    14.827          0    0.0090822      0.99092    7.9521e-34    -2.4755e-34    -0.83959     0.039215     1.0392    1.9016    1.9016    1.9016    2.7431    2.7431    3.5589    4.3476    4.3476    5.1084    5.1084    5.1084    5.8381    6.5221    7.0884          2.2399                  1              0.0084111             0.29952              0.0086541           0.22286               0.34167              0.98595          -0.00032742    -0.0013845    0.017162    0.082607     0.082607     0.082607      0.22579      0.22579      0.43953      0.66668      0.66668      0.84295      0.84295      0.84295      0.94381      0.98655          1     
    cl_mt_pol_a    -0.0025347    0.018763     -7.4025      -7.6425    46.884    0.96776     0.032241    5.471e-31      5.13e-34    -2.2499e-34    -0.24138    -0.099264          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0       0.0084111            0.29952             0.00035206                   1             0.00037748           0.77537             0.0010381              0.23894              0.18237       0.78764           1           1            1            1            1            1            1            1            1            1            1            1            1            1          1     
    cl_mt_coh          0.1084    0.025947     0.23936      -8.1688    50.122          0    0.0091817      0.99082    2.9208e-34     2.2053e-35    -0.14271     0.012906     0.0768    0.0768    0.0992    0.0992    0.0992    0.0992    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216       0.0086541            0.22286             0.00037748             0.77537             0.00067322                 1             0.0010918              0.18173           -0.0028535    -0.0062799    0.058668    0.058668      0.29797      0.29797      0.29797      0.29797            1            1            1            1            1            1            1            1          1     
    cl_mt_pol_c        1.2798     0.23154     0.18092     0.067591    5.1526          0            0            1    7.9521e-34    -2.4755e-34     0.76289      0.84906    0.94413    1.0393    1.0393    1.0393    1.1441    1.1441    1.2595    1.3865    1.3865    1.5264    1.5264    1.5264    1.6803    1.8497    2.0363         0.34167            0.98595              0.0010381             0.23894              0.0010918           0.18173              0.053613                    1           0.00074457     0.0063774     0.06415     0.16224      0.16224      0.16224      0.32603      0.32603       0.5335      0.73215      0.73215      0.87656      0.87656      0.87656      0.95616      0.98941          1     

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.95
fl_z_wage_sig = 0.2
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 14.575077 seconds.
Elapsed time is 2.564605 seconds.
                    mean        sd       coefofvar      min        max       pYis0      pYls0      pYgr0      pYisMINY      pYisMAXY       p0_1         p1          p5         p10          p15         p20        p25        p35        p50        p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1      fracByP1     fracByP5     fracByP10    fracByP15    fracByP20    fracByP25     fracByP35     fracByP50     fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _______    _______    _________    ________    ______    _______    _______    _______    __________    __________    ________    ________    ________    ________    _________    _______    _______    _______    ________    ______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    ___________    __________    _________    _________    _________    _________    __________    __________    __________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val      -1.3022     8.7219     -6.6979      -75.501    17.104          0    0.53891    0.46109    0.00012617    1.5398e-05     -45.102     -28.418      -16.76     -11.354       -9.862    -7.2195    -5.3574    -4.1425    -0.77312    2.6844    4.7878     6.003    6.9573    8.8365    10.711    13.942    15.866         76.071                   1                26.27               0.60315               26.192             0.58927               6.7278               0.85153             0.045981       0.27562      0.92721       1.4754       1.9885       2.2307         2.666        2.8431        3.0273      2.8826       2.6183       2.4009       2.1566       1.8541       1.4855       1.1137        1.0125  
    cl_mt_pol_a     2.6277     4.9937      1.9004      -1.4648     49.02    0.15294    0.17911    0.66794    3.0281e-06    2.2495e-05     -1.2894    -0.95424    -0.40086    -0.20256    -0.010763          0          0     0.1237     0.59645     1.677    3.0277    4.1083    5.5941    8.0254    12.753    24.572    38.214          26.27             0.60315               24.937                     1               25.391             0.99773               3.8482               0.85068          -0.00060627    -0.0044148    -0.014016    -0.019852    -0.021819    -0.021897     -0.021897      -0.02024    -0.0014206    0.059939      0.14678      0.21548       0.3056      0.43337      0.62282      0.88371       0.98428  
    cl_mt_coh       2.7875     5.0961      1.8282      -1.4951    50.122          0    0.12483    0.87517    7.7686e-07    1.4547e-05     -1.2901    -0.92329    -0.34812    -0.11906       0.0768     0.0992     0.1216    0.22538     0.72998    1.8322    3.2099    4.2897    5.8276    8.2627     13.13    25.185    39.077         26.192             0.58927               25.391               0.99773               25.971                   1               3.8126               0.82587          -0.00057462    -0.0041085    -0.012351    -0.016363    -0.016204    -0.014484    -0.0091817    -0.0075126      0.017495    0.082291      0.16972      0.23523       0.3264      0.44871      0.63535      0.88779       0.98463  
    cl_mt_pol_c     1.3287    0.90586     0.68176     0.012586    7.7508          0          0          1    0.00012617    1.5398e-05    0.092521     0.19129     0.28729     0.42863      0.45951     0.5936    0.67484    0.82724      1.0732    1.4096    1.8023    1.9402    2.1616    2.5452    3.1328    4.4424    5.6221         6.7278             0.85153               3.8482               0.85068               3.8126             0.82587              0.82059                     1           5.1757e-05     0.0010931    0.0090647     0.022867     0.043778     0.058751       0.10434       0.13811        0.2512     0.39405      0.51358      0.58288      0.65994      0.74838      0.85327      0.96252       0.99553  

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fl_z_wage_rho = 0.95
fl_z_wage_sig = 0.35
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it_a_n = 750, it_z_n = 55
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Elapsed time is 13.215062 seconds.
Elapsed time is 23.902866 seconds.
                    mean        sd      coefofvar      min        max       pYis0         pYls0        pYgr0      pYisMINY     pYisMAXY       p0_1          p1          p5         p10        p15        p20        p25        p35        p50        p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1      fracByP1       fracByP5      fracByP10     fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _______    ______    _________    ________    ______    ________    ___________    _______    __________    _________    _________    _________    _______    _______    _______    _______    _______    _______    _______    _______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    ___________    ___________    ___________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val      -8.7439    18.612     -2.1285       -99999    18.507           0        0.63176    0.36824    1.2743e-35    0.0035463      -96.288      -72.974    -45.675    -35.115    -24.746    -21.774    -18.529    -11.637    -4.4133    0.72494    4.7313    6.4705    8.6899    10.969    13.754    17.134    18.507         346.39                   1                137.6                0.6413                138.1             0.63105               20.588               0.60661             0.019678        0.12963        0.34843       0.56497      0.73681      0.87336     0.98667       1.1509        1.293       1.3251       1.2922       1.2603       1.2174        1.161       1.0905       1.0139          1     
    cl_mt_pol_a     8.6898    11.528      1.3266     -0.21116     49.02    0.043597       0.010877    0.94553    5.8413e-36     0.011376    -0.014182    -0.013729          0     0.1169    0.44599    0.64344     1.0383     1.8282     3.8685     7.3569    11.372    14.465    18.743    25.391    36.843     49.02     49.02          137.6              0.6413                132.9                     1               135.22             0.99757               17.776               0.84556          -1.8532e-06    -1.7323e-05    -1.7323e-05    0.00030667    0.0024637    0.0053107    0.011331      0.02624     0.075055       0.1688      0.27305      0.34764      0.44239      0.56825      0.74324            1          1     
    cl_mt_coh       8.9748    11.759      1.3102     -0.18444    50.122           0    -1.3258e-34          1    7.4037e-36    0.0073564     0.061767       0.0992     0.1216    0.24084    0.55411    0.77791     1.1583     1.9863     4.0451     7.5808    11.721    14.876     19.24    25.976    37.679    50.099    50.122          138.1             0.63105               135.22               0.99757               138.26                   1               17.668               0.82395           1.0924e-05     0.00019149     0.00066443     0.0015621    0.0038786    0.0077783    0.013157     0.030284     0.079027      0.17325      0.27898      0.35327      0.44747      0.57122      0.74527      0.95892          1     
    cl_mt_pol_c     1.4538    1.8236      1.2544         0.01    18.114           0              0          1    1.2743e-35    0.0035463     0.019257     0.040284    0.15103    0.22673    0.30397    0.32347    0.46293    0.61431    0.92563      1.364    1.8102    2.1084    2.5597    3.1615    4.3236    9.7256    18.114         20.588             0.60661               17.776               0.84556               17.668             0.82395               3.3255                     1            2.367e-05     0.00033879      0.0028469     0.0090088      0.01815     0.028309    0.043152     0.078036      0.15587      0.27153      0.37997      0.44697      0.52719      0.62543      0.75186      0.93806          1