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Hey, this parameter here in the dsge.yml is the persistence of the risk premium shock, right?

Hey, I was wondering whether in the example of the one-asset HANK model the marginal costs in the Phillips Curve should be specified as $\frac{w_t}{z}$ rather than only $w_t$? If so, then we would have $mc_t = \frac{w_t}{z}$ and in steady state: $mc_{ss} = \frac{\theta - 1}{\theta}$ and $w_{ss} = mc_{ss}*z$, correct? Changing this had for me only a small effect anyway, but perhaps for some nevertheless important (whenever $z \ne 1$).

Hi Gregor,
Sorry for the new interruption. I was wondering if there is an example to do some forcasting on real data on the econpizza package.
Thank you very much in advance!

I am working on simulating MPC for India using Econpizza. I tried using the get_distributions() function to get the disaggregated variables after applying a shock to wages(e_w) through find_path(). However, I am unsure how to recover MPCs after applying the shock. Please let me know if there is any other way of simulating MPCs using Econpizza. Any help would be greatly appreciated.

I'm trying to solve a rather complex model (~100 equations), the problem is that the Newton solver is not robust enough if the initial values are a bit off, it wouldn't converge, is there any chance to implement more robust solvers or add support to utilize optimization routines from jaxopt to solve the model?