betta=0.99000000;
sig=1.00000000;
hh=0.81500000;
varphi=0.27600000;
zetta=7.20000000;

alfa=0.33000000;
G_over_Y=0.00001;%!!!!!!!!!!!!!!!
eta_i=1.72800000;
epsilon=4.16700000;
gam=0.77900000; %price stickiness
gam_P=0;%0.24100000;

kappa_pi=1.50000000;
kappa_y=-0.12500000;
rho_i=0.8;%0.00000000; % interest rate smoothing coeff.

rho_g=0.95000000;
rho_a=0.95000000;
rho_ksi=0.66000000;
rho_Ne=0.8;
rho_Nw=0.8;
rho_Ba=0.8;
rho_shock_psi=0.66000000;

sigma_ksi=0.01000000;%!!!!!!!!!!!!!!!!!!!!!!
sigma_a=0.01000000;
sigma_g=0;%0.01000000;!!!!!!!!!!!!!!!!!!!!!
sigma_Ne=0.01000000;
sigma_Nw=0.01000000;
sigma_Ba=0.01000000;
sigma_i=0.01000000;
sigma_psi=0;%0.07200000;

omega=0.00222778; % transfer to entering bankers
lambda=0.38149499; % divertable fraction
theta=0.97155955; %survival rate of bankers
chi=3.41080850;
%b=0.03760101;
delta_ss=0.025;%0.02041451;
L_ss = 0.33333333;
chi = 2.592127661275434;

%G_ss       =   G_over_Y*0.84878550;%0.16975710;
%I_ss       =   0.14153927;
%stochbank_ss=(1-theta)+theta*4*lambda;
lambda_M = 0.5;
kappa_M  = 0;%10;
tau1_M=0.000125; % value from DKL: 0.00001 & 0.0001
tau2_M=0.0012;

rule = 1; % if =1, rule reacts to dev. of credit spread

param_order = 2;

save parameters_FA chi rule tau1_M tau2_M param_order lambda_M kappa_M L_ss betta sig hh varphi zetta theta alfa G_over_Y ...
    eta_i epsilon gam gam_P kappa_pi kappa_y rho_i rho_ksi sigma_ksi rho_a rho_Ne rho_Nw rho_Ba ...
    sigma_a rho_g sigma_g sigma_Ne sigma_Nw sigma_Ba sigma_i rho_shock_psi sigma_psi omega ...
    lambda chi delta_ss ;
