Lucas Asset Pricing Test Case

[sbenthall]

We need (as a 0.4 milestone must have):

• Automated integration testing #127
• That replicates the Lucas Asset Pricing theory
• With syncronized institutional investors and HARK AgentPopulation #179 #180

This requires some metric based validation that the output matches the theory.

[sbenthall]

HARK agents should always have USUAL expectations. But how are their expectations calibrated (what price-dividend ratio?) This in principle depends on the discount factor of the institutional investors.

[sbenthall]

Can do a local test for Lucas0

[sbenthall]

Close as not well formed.