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Monday, April 3, 2017

Video: sfc_models Equation Solver


Video running through some of the technical issues in the equation solver that is embedded in the Python sfc_models framework. The solver used is the standard iterative search used in fixed point theorems, with a small tweak that allows convergence even when the equations are poorly conditioned for the algorithm. In the example, the equation that determines how the central bank cancels gold flows in my gold standard model is the source of ill conditioning.

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