Closed sbenthall closed 1 year ago
Added a function for computing price/dividend ratio based on Eq. 21 of these notes, but with one hiccup: 3da0fa1
I think that the (daily) dividend standard deviation and the agent's (quarterly) discount factor are in different time scales. I'm not sure if that means the equation needs to be adjusted. Any thoughts @alanlujan91 ?
TODO for this PR:
RiskyAvg
and RiskyStd
appropriate for Lucas with given $\beta, \rho$ and pass through to both the AgentPopulation and the UsualExpectations module. This may mean accommodating the differences in daily/quarterly scaling.build_population
script to work if RiskyAvg is not an agent-varying parameter
as in the LUCAS0 case as well as when RiskyAvg
is age varying, as in the WHITESHARK case.I think I need to at least talk to @alanlujan91 about this, whenever he becomes available, before pushing further ahead on this.
Tests fail because of upstream changes to HARK -- approx
-> discretize
Recent commits have done the following:
compute_share_demand()
to work when AgentCount > 1 (it was assuming scalar/1-valued arrays before)But there are still some issues that are not fixed by this.
I'm going to merge this PR and then make separate issues for these outstanding bugs.
Working on #182 ...
Still need to implement #184
And need to pass appropriate values into USUAL expectations.