-
Notifications
You must be signed in to change notification settings - Fork 3
/
AA_MetaFile.R
65 lines (41 loc) · 2.46 KB
/
AA_MetaFile.R
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
# 0. Data
# 0.1 Data_LoadRawData.R: outputs: data_raw/dataRaw.RData
# 0.2 Data_LoadRawTaxRev.R outputs: data_raw/dataRaw_RevGSP.RData
# 0.3 Data_processRaw.R outputs: data_out/dataAll.RData
# 0.4 Data_processRaw_RevGSP.R outputs: data_out/Data_RevGSP.RData
# 1. Macro model: GDP growth and asset returns
# 1.0 MacroModel_Data_Description.R
# - loads data_out/dataAll.RData
# - outputs: figures and tables for data description
# 1.1 MacroModel_explore.R: Explore modeling approach; loads data_out/dataAll.RData
# 1.2 MacroModel_explore_sim.R: Explore simulation approach; loads data_out/dataAll.RData; outputs: data_out/df_stock_q.feather
# 1.3 MacroModel_regimeSwitching.py: Python code for regime-switching model of GDP and stock. loads data_out/df_stock_q.feather
# 1.4 MacroModel_simulation(x)_forward: Simulation;
# - loads data_out/dataAll.RData;
# - outputs:
# - data_out/df_stock_q.feather;
# - data_out/MacroModel_sim_results_forward.RData
# 1.5 MacroModel_simAnalysis_forward.R: Analysis of simulation results. based on 1.4
# - loads: data_out/MacroModel_sim_results_forward.RData, data_out/dataAll.RData
# - outputs: figures and tables of the distributions of simulated variables
# 2. Finance of stylized governments
# 2.1 GovFin_modeling(x).R: Regression analysis;
# loads data_out/dataAll.RData, and data_RevGSP.RData
# outputs: tables for regression analysis, figures for trends and cycles
# 2.2 GovFin_simulation(x).R (need inputs from 1.4); df_sim saved for 4
# loads data_out/MacroModel_sim_results_forward.RData, data_out/dataAll.RData
# outputs: data_out/GovFin_sim_forward.RData; figures of distributions and risk measures
# 3. Simulation of Pension Finance
# Need pension simulatoin model for prototypical plan
# PenFin_pensionSimInputs.R:
# loads: data_out/MacroModel_sim_results_forward.RData
# outputs: penSimInputs_returns.RData saved to data_out/ and C:/Git/PenSim-Projects/Model_Main/IO_penSimMacro
# 4. Impact of pension contributions on government finance
# Risk_pensionRisk.R
# - loads "C:/Git/PenSim-Projects/Model_Main/IO_penSimMacro"; data_out/GovFin_sim_forward.RData
# - figures and tables in outputs_out/.
# 5. Impact of non-normal distribution of asset returns
# XX_nonNormal_fatTails(x).R
# Wilkie-like model
# W.1 Wilkie_explore.R
# W.2 Wilkie_HSZ2016.R