Skip to content

Commit 3fe57ac

Browse files
alanlujan91alanlujan91
committed
Update file(s) "REMARKs/." from "econ-ark/REMARK"
1 parent 1908bc4 commit 3fe57ac

16 files changed

+961
-0
lines changed

‎_materials/Aiyagari.md

+51
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,51 @@
1+
---
2+
# CFF required fields
3+
cff-version: 1.1.0 # required (don't change)
4+
authors: # required
5+
-
6+
family-names: "Huang"
7+
given-names: "Zixuan"
8+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
9+
-
10+
family-names: "Sun"
11+
given-names: "Mingzuo"
12+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
13+
title: "Uninsured Idiosyncratic Risk and Aggregate Saving" # required
14+
abstract: Aiyagari (1994) Replication # optional
15+
16+
# REMARK required fields
17+
remark-version: 1.0 # required - specify version of REMARK standard used
18+
references: # required for replications; optional for reproductions; BibTex data from original paper
19+
- type: article
20+
authors: # required
21+
-
22+
family-names: "Aiyagari"
23+
given-names: "S. Rao"
24+
# orcid: https://orcid.org/XXXX-XXXX-XXXX-XXXX
25+
title: "Uninsured Idiosyncratic Risk and Aggregate Saving"
26+
doi: https://doi.org/10.2307/2118417
27+
date: 1994
28+
publisher: The Quarterly Journal of Economics
29+
30+
# Econ-ARK website fields
31+
github_repo_url: https://github.com/econ-ark/Aiyagari-Idiosyncratic # required
32+
remark-name: Aiyagari-Idiosyncratic # required
33+
notebooks: # path to any notebooks within the repo - optional
34+
-
35+
Aiyagari1994QJE.ipynb
36+
37+
tags: # Use the relavent tag
38+
- REMARK
39+
- Notebook
40+
---
41+
42+
43+
44+
# AiyagariIdiosyncratic
45+
46+
This is a Replication of S. Rao Aiyagari (1994).
47+
48+
49+
## References
50+
51+
Aiyagari, S. R. (1994). Uninsured idiosyncratic risk and aggregate saving. The Quarterly Journal of Economics, 109(3), 659-684.

‎_materials/BayerLuetticke.md

+50
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,50 @@
1+
---
2+
# CFF Requires fields
3+
cff-version: 1.1.0 # required (don't change)
4+
authors: # required
5+
-
6+
family-names: "Lee"
7+
given-names: "Seungcheol"
8+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
9+
-
10+
family-names: "Park"
11+
given-names: "Seungmoon"
12+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
13+
title: "Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods" # required
14+
abstract: "Code that solves models from the paper of Bayer and Luetikke, \"Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods\"." # optional
15+
date-released: 2021-02-02 # required
16+
17+
# REMARK required fields
18+
remark-version: 1.0 # required - specify version of REMARK standard used
19+
references: # required for replications; optional for reproductions; BibTex data from original paper
20+
- type: article
21+
authors: # required
22+
-
23+
family-names: "Bayer"
24+
given-names: "Christian"
25+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
26+
-
27+
family-names: "Luetticke"
28+
given-names: "Ralph"
29+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
30+
title: "Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods" # required
31+
date: 2018-07-14 # required
32+
33+
# Econ-ARK website fields
34+
github_repo_url: https://github.com/econ-ark/BayerLuetticke # required
35+
remark-name: BayerLuetticke # required
36+
37+
tags: # Use the relavent tags
38+
- REMARK
39+
- Reproduction
40+
---
41+
42+
# Bayer Luetticke (2018)
43+
[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/econ-ark/BayerLuetticke/HEAD)
44+
45+
"Code that solves models from the paper of Bayer and Lueticke (2018), \"Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods\"."
46+
47+
48+
## References
49+
50+
Bayer, C., & Luetticke, R. (2018). Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation. Working paper, CEPR Discussion Paper No. DP13071.

‎_materials/BlanchardPA2019.md

+47
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,47 @@
1+
---
2+
# CFF Required fields
3+
cff-version: 1.1.0 # required (don't change):
4+
authors: # required
5+
-
6+
family-names: "Acalin"
7+
given-names: "Julien"
8+
orcid: https://orcid.org/0000-0002-6137-0537
9+
title: "Public Debt and Low Interest Rates" # required
10+
abstract: This notebook fully replicates the analysis of the stochastic overlapping generations (OLG) model developed by Blanchard in his presidential address during the AEA meetings 2019. # optional
11+
12+
# REMARK fields
13+
remark-version: 1.1 # required - specify version of REMARK standard used
14+
references: # required for replications; optional for reproductions; BibTex data from original paper
15+
- type: Presidential Address
16+
authors: # required
17+
-
18+
family-names: "Blanchard"
19+
given-names: "Olivier"
20+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
21+
title: "Public Debt and Low Interest Rates" # required
22+
doi: "https://doi.org/10.1257/aer.109.4.1197" # optional
23+
date: 2019-04 # required
24+
publisher: American Economic Review
25+
26+
# Econ-ARK website fields?
27+
github_repo_url: https://github.com/econ-ark/BlanchardPA2019 # required
28+
remark-name: BlanchardPA2019 # required
29+
notebooks: # path to any notebooks within the repo - optional
30+
-
31+
Code/Python/BlanchardPA2019.ipynb
32+
33+
tags: # Use the relavent tags
34+
- REMARK
35+
- Replication
36+
37+
---
38+
39+
# Public Debt and Low Interest Rates
40+
41+
This notebook fully replicates the analysis of the stochastic overlapping generations (OLG) model developed by Blanchard in his presidential address during the AEA meetings 2019.
42+
43+
## References
44+
45+
Blanchard, O. (2019). Public debt and low interest rates. American Economic Review, 109(4), 1197-1229.
46+
47+

‎_materials/BufferStock-LifeCycle.md

+52
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,52 @@
1+
---
2+
# CFF required fields
3+
cff-version: 1.1.0 # required (don't change)
4+
authors: # required
5+
-
6+
family-names: "Carroll"
7+
given-names: "Christopher D."
8+
orcid: "https://orcid.org/0000-0003-3732-9312"
9+
-
10+
family-names: "Yusuf"
11+
given-names: "Suha Kulu"
12+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
13+
-
14+
family-names: "Son"
15+
given-names: "Jeongwon (John)"
16+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
17+
title: "Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis" # required
18+
abstract: This is a replication of Carroll (1997), Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis. # optional
19+
20+
# REMARK required fields
21+
remark-version: 1.0 # required - specify version of REMARK standard used
22+
references:
23+
- type: article
24+
authors: # required
25+
-
26+
family-names: "Carroll"
27+
given-names: "Christopher D."
28+
orcid: "https://orcid.org/0000-0003-3732-9312"
29+
title: "Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis" # required
30+
doi: "https://doi.org/10.1162/003355397555109" # optional
31+
date: 1997-02-01 # required
32+
publisher: "The Quarterly Journal of Economics"
33+
34+
# Econ-ARK website fields
35+
github_repo_url: https://github.com/econ-ark/BufferStock-LifeCycle # required
36+
remark-name: BufferStock-LifeCycle # required
37+
notebooks: # path to any notebooks within the repo - optional
38+
-
39+
Code/Python/BufferStock-LifeCycle.ipynb
40+
41+
tags: # Use the relavent tags
42+
- REMARK
43+
- Notebook
44+
---
45+
46+
# BufferStock-LifeCycle
47+
48+
This is a replication of Carroll (1997), Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis.
49+
50+
## References
51+
52+
Carroll, C. D. (1997). Buffer-stock saving and the life cycle/permanent income hypothesis. The Quarterly Journal of Economics, CXII, 1-55

‎_materials/BufferStockTheory.md

+57
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,57 @@
1+
---
2+
# CFF required fields
3+
cff-version: "1.1.0" # required (don't change)
4+
message: "For a consumption/saving problem with transitory and permanent shocks and unbounded (CRRA) utility, this paper derives conditions under which a nondegenerate solution exists, and under which a target wealth ratio exists; all results are paired with illustrative numerical solutions." # required
5+
authors: # required
6+
-
7+
family-names: "Carroll"
8+
given-names: "Christopher D."
9+
orcid: "https://orcid.org/0000-0003-3732-9312"
10+
title: BufferStockTheory # required
11+
date-released: 2020-10-11 # required
12+
abstract: "This paper builds foundations for rigorous and intuitive understanding of 'buffer stock' saving models (Bewley (1977)-like models with a wealth target), pairing each theoretical result with quantitative illustrations. After describing conditions under which a consumption function exists, the paper articulates stricter Growth Impatience' conditions that guarantee alternative forms of stability --- either at the population level, or for individual consumers. Together, the numerical tools and analytical results constitute a comprehensive toolkit for understanding buffer stock models." # abstract: optional
13+
14+
# REMARK required fields
15+
remark-version: "1.0" # required
16+
references: # required for replications; optional for reproductions; BibTex data from original paper
17+
- type: article
18+
authors: # required
19+
-
20+
family-names: "Carroll"
21+
given-names: "Christopher D."
22+
orcid: "https://orcid.org/0000-0003-3732-9312"
23+
title: Theoretical Foundations of Buffer Stock Saving
24+
doi: "https://doi.org/10.5281/zenodo.4088918" # optional
25+
# date: 20XX-XX-XX
26+
# publisher : "Publisher information"
27+
repository: https://github.com/econ-ark/BufferStockTheory # optional
28+
29+
# Econ-ARK website fields?
30+
github_repo_url: https://github.com/econ-ark/BufferStockTheory # required
31+
remark-name: BufferStockTheory # required
32+
title-original-paper: Theoretical Foundations of Buffer Stock Saving # optional
33+
notebooks: # path to any notebooks within the repo - optional
34+
-
35+
BufferStockTheory.ipynb
36+
dashboards: # path to any dahsboards within the repo - optional
37+
-
38+
BufferStockTheory-dashboard.ipynb
39+
identifiers-paper: # required for Replications; optional for Reproductions
40+
-
41+
type: url
42+
value: https://llorracc.github.io/BufferStockTheory
43+
-
44+
type: doi
45+
value: "https://doi.org/10.5281/zenodo.4088918"
46+
date-published-original-paper: 2020-09-14 # required for Replications; optional for Reproductions
47+
48+
tags: # Use the relavent tags
49+
- REMARK
50+
- Reproduction
51+
52+
keywords: # optional
53+
- Consumption
54+
55+
---
56+
# BufferstockTheory
57+
"This paper builds foundations for rigorous and intuitive understanding of `buffer stock' saving models (Bewley (1977)-like models with a wealth target), pairing each theoretical result with quantitative illustrations. After describing conditions under which a consumption function exists, the paper articulates stricter `Growth Impatience' conditions that guarantee alternative forms of stability --- either at the population level, or for individual consumers. Together, the numerical tools and analytical results constitute a comprehensive toolkit for understanding buffer stock models.

‎_materials/CGMPortfolio.md

+76
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,76 @@
1+
---
2+
# CFF required fields
3+
cff-version: "1.1.0" # required
4+
message: "For a consumption/saving problem with transitory and permanent shocks and unbounded (CRRA) utility, this paper derives conditions under which a nondegenerate solution exists, and under which a target wealth ratio exists; all results are paired with illustrative numerical solutions." # required
5+
authors: # required
6+
-
7+
family-names: "Velásquez-Giraldo"
8+
given-names: "Mateo"
9+
orcid: 0000-0001-7243-6776
10+
-
11+
family-names: "Zahn"
12+
given-names: "Matthew"
13+
orcid: 0000-0003-1148-2036
14+
title: "REMARK: Consumption and Portfolio Choice Over the Life Cycle" # required
15+
abstract: "This REMARK is an attempt to reproduce the main results of Cocco, Gomes, & Maenhout (2005), 'Consumption and Portfolio Choice Over the Life Cycle' (https://academic.oup.com/rfs/article-abstract/18/2/491/1599892)" # abstract: optional
16+
date-released: 2020-08-13 # required
17+
18+
# REMARK required fields
19+
remark-version: 1.0 # required
20+
references: # Formatted metadata of original paper, from BibTex
21+
- type: article
22+
authors: # required
23+
-
24+
family-names: "Cocco"
25+
given-names: "Joao F."
26+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
27+
-
28+
family-names: "Gomes"
29+
given-names: "Francisco J."
30+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
31+
-
32+
family-names: "Maenhout"
33+
given-names: "Pascal J."
34+
# orcid: "https://orcid.org/XXXX-XXXX-XXXX-XXXX"
35+
title: "Consumption and Portfolio Choice over the Life Cycle" # required
36+
doi: "https://doi.org/10.1093/rfs/hhi017" # optional
37+
date: 2005-02-10
38+
publisher : "The Review of Financial Studies"
39+
40+
# Econ-ARK website fields
41+
github_repo_url: https://github.com/econ-ark/CGMPortfolio # required
42+
remark-name: CGMPortfolio # required
43+
notebooks: # path to any notebooks within the repo - optional
44+
-
45+
Code/Python/CGMPortfolio.ipynb
46+
identifiers-paper: # required for Replications; optional for Reproductions
47+
-
48+
type: url
49+
value: https://academic.oup.com/rfs/article-abstract/18/2/491/1599892
50+
-
51+
type: doi
52+
value: https://doi.org/10.1093/rfs/hhi017
53+
date-published-original-paper: 2005-02-10 # required for Replications; optional for Reproductions
54+
55+
tags: # Use the relavent tags
56+
- REMARK
57+
58+
identifiers: # optional
59+
-
60+
type: url
61+
value: "https://github.com/econ-ark/CGMPortfolio"
62+
63+
keywords: # optional
64+
- Portfolio
65+
- Risky Assets
66+
- Consumption
67+
- Life Cycle
68+
---
69+
70+
# CGMPortfolio
71+
72+
This REMARK is an attempt to reproduce the main results of Cocco, Gomes, & Maenhout (2005), 'Consumption and Portfolio Choice Over the Life Cycle' (https://academic.oup.com/rfs/article-abstract/18/2/491/1599892)
73+
74+
## References
75+
76+
Cocco, J. F., Gomes, F. J., & Maenhout, P. J. (2005). Consumption and portfolio choice over the life cycle. The Review of Financial Studies, 18(2), 491-533.

‎_materials/EpiExp.md

+59
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,59 @@
1+
---
2+
# CFF required fields
3+
cff-version: "1.1.0" # required
4+
message: "Repository to reproduce results and text of paper" # required
5+
authors: # required
6+
-
7+
family-names: "Carroll"
8+
given-names: "Christopher D."
9+
orcid: "https://orcid.org/0000-0003-3732-9312"
10+
-
11+
family-names: "Wang"
12+
given-names: "Tao"
13+
orcid: "https://orcid.org/0000-0003-4806-8592"
14+
title: "Epidemiological Expectations in Economics" # required
15+
abstract: "‘Epidemiological’ models of belief formation put social interactions at their core; such models are the main (almost, the only) tool used by non-economists to study the dynamics of beliefs in populations. We survey the (comparatively) small literature in which economists attempting to model the consequences of beliefs about the future – ‘expectations’ – have employed what we view as a full-fledged epidemiological approach to explore an economic question. We draw connections to related work on narrative economics, news/rumor spreading, ‘contagion,’ and the spread of online content. Finally, we discuss a number of promising directions for future research." # abstract: optional
16+
date-released: 2021-09-29 # required
17+
18+
# REMARK required fields
19+
remark-version: "1.0"
20+
references:
21+
- type: Handbook-Chapter
22+
authors: # required
23+
-
24+
family-names: "Carroll"
25+
given-names: "Christopher D."
26+
orcid: "https://orcid.org/0000-0003-3732-9312"
27+
-
28+
family-names: "Wang"
29+
given-names: "Tao"
30+
orcid: "https://orcid.org/0000-0003-4806-8592"
31+
title: "Epidemiological Expectations in Economics" # required
32+
# doi: "Original paper DOI" # optional
33+
date: 2022-03-22 # required
34+
# publisher: "Publisher information"
35+
36+
# Econ-ARK website fields
37+
github_repo_url: "https://github.com/econ-ark/EpiExp"
38+
remark-name: EpiExp
39+
notebooks:
40+
- SIR_Ndlib.ipynb
41+
42+
identifiers-paper:
43+
-
44+
type: doi
45+
value: https://doi.org/10.5281/zenodo.6363391
46+
47+
tags: # Use the relavent tags
48+
- REMARK
49+
50+
keywords: # optional
51+
- Epidemiology
52+
- Expectations
53+
54+
---
55+
56+
# EpiExp
57+
58+
## References
59+
Carroll, C., Wang, T. (forthcoming). Epidemiological Expectations in Economics. Handbook of Economic Expectations.

0 commit comments

Comments
 (0)