Change shock parametrization in LucasAP notebook

econ-ark / DemARK

Demonstrations of how to use material in the Econ-ARK

https://econ-ark.github.io/DemARK/

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Change shock parametrization in LucasAP notebook #196

Closed Mv77 closed 1 year ago

Mv77 commented 1 year ago

@llorracc requested that I change the parametrization of the dividend process in the LucasAP notebook so that the shock is $\mathcal{N}(-\sigma^2/2,\sigma^2)$ and there is a drift parameter.

This PR implements those changes

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Mv77 commented 1 year ago

Yes, I messed up. I made edits before pulling in your changes and that appears to have confused the diff tool.

I did pull your changes in to the new proposed version after I noticed the screw-up.