feat: add GrowthRate AR(1) model extension (ModelGR)#139
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SGHoekstra wants to merge 1 commit intobancaditalia:mainfrom
Open
feat: add GrowthRate AR(1) model extension (ModelGR)#139SGHoekstra wants to merge 1 commit intobancaditalia:mainfrom
SGHoekstra wants to merge 1 commit intobancaditalia:mainfrom
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Summary
Adds a GrowthRate AR(1) model extension (
ModelGR) as an alternative to the baseline model.The baseline model forms expectations using an AR(1) on log levels.
ModelGRinstead runs the AR(1) on growth rates directly.