sbenthall / SHARKFin

Simulating Heterogeneous Agents with Finance
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[WIP] Lucas MockMarket and USUAL setup #185

Closed sbenthall closed 1 year ago

sbenthall commented 1 year ago

Working on #182 ...

Still need to implement #184

And need to pass appropriate values into USUAL expectations.

sbenthall commented 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 ?

sbenthall commented 1 year ago

TODO for this PR:

I think I need to at least talk to @alanlujan91 about this, whenever he becomes available, before pushing further ahead on this.

sbenthall commented 1 year ago

Tests fail because of upstream changes to HARK -- approx -> discretize

sbenthall commented 1 year ago

Recent commits have done the following:

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.