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Releases: chenwilliam77/RiskAdjustedLinearizations.jl

v0.1.0

14 Sep 16:24
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  • Core functionality for calculating the risk-adjusted linearization of a dynamic economic model works and should replicate the original companion code for Lopez et al. (2018).

  • See examples/wachter_disaster_risk for an example script calculating the risk-adjusted linearization of an endowment economy with disaster risk (based on Wachter (2013)).

  • Many future updates are listed as issues. Future tagged releases will be made as these issues get completed.