Releases: chenwilliam77/RiskAdjustedLinearizations.jl
Releases · chenwilliam77/RiskAdjustedLinearizations.jl
v0.1.0
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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).
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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)).
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Many future updates are listed as issues. Future tagged releases will be made as these issues get completed.