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econ-ark / DemARK

Demonstrations of how to use material in the Econ-ARK
https://econ-ark.github.io/DemARK/
Apache License 2.0
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Add test for random walk with drift to Lucas notebook #197

Closed Mv77 closed 1 year ago

Mv77 commented 1 year ago

@llorracc This pr adds a test for the analytical solution of the model when dividends follow a random walk with drift.

review-notebook-app[bot] commented 1 year ago

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llorracc commented 1 year ago

Great! You've convinced me that $(1-\rho)$ is right. Could you make a small edit to include your derivation of that, and fix the existing text to be consistent with the truth?

You're already a collaborator on

https://github.com/llorracc/LucasAssetPrice-Latest

and I hope a clone of it will compile without difficulty on your machine...

Then just make a PR.

Thanks!

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