https://github.com/camriddell/riskycontrib
Presentation and computational implementation of a two-asset model with an income contribution scheme.
Science Score: 41.0%
This score indicates how likely this project is to be science-related based on various indicators:
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✓CITATION.cff file
Found CITATION.cff file -
○codemeta.json file
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○.zenodo.json file
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✓DOI references
Found 6 DOI reference(s) in README -
✓Academic publication links
Links to: zenodo.org -
○Academic email domains
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (12.4%) to scientific vocabulary
Repository
Presentation and computational implementation of a two-asset model with an income contribution scheme.
Basic Info
- Host: GitHub
- Owner: camriddell
- License: mit
- Language: TeX
- Default Branch: main
- Size: 13.7 MB
Statistics
- Stars: 1
- Watchers: 0
- Forks: 0
- Open Issues: 0
- Releases: 0
Metadata Files
README.md
A Two-Asset Savings Model with an Income-Contribution Scheme
Mateo Velásquez-Giraldo
mvelasq2@jhu.edu
Johns Hopkins University
Cite this repository: 
Launch a demonstration: 
Summary
This repository presents a two-asset consumption-savings model and serves as the documentation of an open-source implementation of methods to solve and simulate it in the HARK toolkit. The model represents an agent who can save using two different assets---one risky and the other risk-free---to insure against fluctuations in his income, but faces frictions to transferring funds between assets. The flexibility of its implementation and its inclusion in the HARK toolkit will allow users to adapt the model to realistic life-cycle calibrations, and also to embed it in heterogeneous-agents macroeconomic models.
Contents
- The main document of the repository is
./RiskyContrib.pdf. - A shorter jupyter notebook with the main results can be found in
Code/Python/RiskyContrib.ipynband can be launched live by clicking the following badge.
Replicating the results
To reproduce all the results in ./RiskyContrib.pdf you can
Use nbreproduce (requires Docker to be installed on the machine).
```
Clone this repository
$ git clone https://github.com/Mv77/RiskyContrib
Change working directory to RiskyContrib
$ cd RiskyContrib
Install nbreproduce
$ pip install nbreproduce
Reproduce all results using nbreproduce
$ nbreproduce ```
Install a local conda environment and execute a script that generates all the results.
``` $ conda env create -f environment.yml $ conda activate RiskyContrib
execute the script to create figures
$ ipython do_ALL.py ```
Bibliographic Information
BibTex entry
@software{mateo_velasquez_giraldo_2021_4977915,
author = {Mateo Velásquez-Giraldo},
title = {{Mv77/RiskyContrib: A Two-Asset Savings Model with
an Income-Contribution Scheme}},
month = jun,
year = 2021,
publisher = {Zenodo},
version = {v1.0.1},
doi = {10.5281/zenodo.4977915},
url = {https://doi.org/10.5281/zenodo.4977915}
}
Owner
- Name: Cameron
- Login: camriddell
- Kind: user
- Repositories: 17
- Profile: https://github.com/camriddell
Citation (CITATION.cff)
cff-version: "1.2.0"
message: "If you use this software, please cite it as below."
authors:
- family-names: "Velásquez-Giraldo"
given-names: "Mateo"
orcid: https://orcid.org/0000-0001-7243-6776
title: "A Two-Asset Savings Model with an Income-Contribution Scheme"
abstract: "This paper develops a two-asset consumption-savings model and serves as
the documentation of an open-source implementation of methods to solve and
simulate it in the HARK toolkit. The model represents an agent who can
save using two different assets---one risky and the other risk-free---to insure
against fluctuations in his income, but faces frictions to transferring funds between
assets. The flexibility of its implementation and its inclusion in the HARK
toolkit will allow users to adapt the model to realistic life-cycle calibrations, and
also to embedded it in heterogeneous-agents macroeconomic models."
date-released: 2021-06-17
references:
- type: article
authors:
- family-names: "Velásquez-Giraldo"
given-names: "Mateo"
orcid: https://orcid.org/0000-0001-7243-6776
title: "A Two-Asset Savings Model with an Income-Contribution Scheme" # required
doi: "10.5281/zenodo.4974234"
date-released: 2021-06-17
repository-code: https://github.com/econ-ark/RiskyContrib
keywords:
- Lifecycle
- Portfolio Choice
- Social Security
- Open Source