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Time varying risk premia #852

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merged 3 commits into from
Feb 6, 2023
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jdebacker
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This PR allows the r_gov_scale and r_gov_shift parameters to vary over time. With this, one can model transitory shocks to the perceived risk of government debt (in a reduced form way since government default is not endogenous in OG-Core).

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codecov-commenter commented Feb 6, 2023

Codecov Report

Merging #852 (e4c2275) into master (ab92155) will increase coverage by 0.00%.
The diff coverage is 100.00%.

Additional details and impacted files

Impacted file tree graph

@@           Coverage Diff           @@
##           master     #852   +/-   ##
=======================================
  Coverage   82.23%   82.24%           
=======================================
  Files          18       18           
  Lines        3985     3987    +2     
=======================================
+ Hits         3277     3279    +2     
  Misses        708      708           
Flag Coverage Δ
unittests 82.24% <100.00%> (+<0.01%) ⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files Coverage Δ
ogcore/parameters.py 75.38% <ø> (ø)
ogcore/utils.py 90.65% <ø> (ø)
ogcore/SS.py 88.05% <100.00%> (ø)
ogcore/TPI.py 93.07% <100.00%> (ø)
ogcore/fiscal.py 100.00% <100.00%> (ø)

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Test failure on the Windows runs has to do with Code Cov report not being able upload:

Error: Codecov: Failed to properly upload: The process 'D:\a\_actions\codecov\codecov-action\v3\dist\codecov.exe' failed with exit code 4294967295

I've had the same issue (which only affects Windows runs) on other PRs in other projects. Any ideas on this @rickecon? Should we just ignore?

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rickecon commented Feb 6, 2023

@jdebacker. I have gotten that error to go away sometimes by just rerunning the tests. I'll try that now.

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rickecon commented Feb 6, 2023

@jdebacker. The Setup Miniconda step does take a long time.

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rickecon commented Feb 6, 2023

Looks great. Thanks, @jdebacker. Merging.

@rickecon rickecon merged commit a25521f into PSLmodels:master Feb 6, 2023
@jdebacker jdebacker mentioned this pull request Feb 7, 2023
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3 participants