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Endogenously estimate parameters: beta, chi_n, chi_b #152

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Endogenously estimate parameters: beta, chi_n, chi_b #152

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8370d5c
add script to endogenously estimate parameters
jdebacker Jun 16, 2026
c437ebc
normalize wealth profile moments
jdebacker Jun 17, 2026
4362348
add ipykernel to depends
jdebacker Jun 17, 2026
7af8b3b
use previous solutions
jdebacker Jun 18, 2026
998fd4e
use pct deviations for moments
jdebacker Jun 22, 2026
2ee8526
add unit tests
jdebacker Jun 22, 2026
d735655
use dfo-ls as optimizer
jdebacker Jun 23, 2026
c6bb218
update est
jdebacker Jul 19, 2026
90149ce
fix messages
jdebacker Jul 22, 2026
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4 changes: 2 additions & 2 deletions ogusa/compute_moments.py
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Original file line number Diff line number Diff line change
Expand Up @@ -484,7 +484,7 @@ def get_macro_moments(year=2025):
r"Investment rate $(I/K)$",
r"Capital-Output ratio $(K/Y)$",
r"Consumption-Output ratio $(C/Y)$",
r"Savings rate $(B/Y)$",
r"Gross savings rate $(S/Y)$",
r"Interest rate $(r)$",
r"Capital share of output",
r"Labor share of output",
Expand Down Expand Up @@ -609,7 +609,7 @@ def get_macro_moments(year=2025):
fred_data_q["Personal consumption expenditures"],
fred_data_q["Nominal GDP"],
)
macro_moments[r"Savings rate $(B/Y)$"] = _mean_ratio(
macro_moments[r"Gross savings rate $(S/Y)$"] = _mean_ratio(
fred_data_q["Gross private savings"], fred_data_q["Nominal GDP"]
)
macro_moments[r"Interest rate $(r)$"] = _mean_real_rate(
Expand Down
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