commitnotes - npalmer-professional/HARK-1 GitHub Wiki

Update StickyE-Latest to run using pip-installable HARK

Updated StickyE-Latest to work using HARK that has been pip/conda installed. Note that this will only work under Python 2.7 currently, because Python 2.7 is the only version of HARK that is pip/conda-installable.

Here's the process to run these files:

Here are the updates I have executed:

  1. Compared these two commits, to bring over the changes that make StickyE work with both pip/conda-installable HARK (as well as Py2/Py3 compatible):

I diff-ed all of the StickyE files against the HARK main files to ensure that all relevant updates were brought into StickyE. There were not many changes made. Note that I removed all instances of "old_div" from StickyE, for the reasons outlined in section (II.a) of the main HARK commit message here.

Note also that I needed to set relative pathnames in the "StickyEparams.py" file.

  1. Removed all the following HARK-files:

    • RepAgentModel.py
    • HARKutilities.py
    • HARKsimulation.py
    • HARKparallel.py
    • HARKinterpolation.py
    • HARKestimation.py
    • HARKcore.py
    • ConsIndShockModel.py
    • ConsAggShockModel.py
  2. Finally, ran each of these files in ipython 2.7, with HARK installed via pip/conda, to ensure that they run:

    • StickyE_MAIN.py
    • StickyEmodel.py
    • StickyEparams.py
    • StickyEtools.py

NOTE: the StickyE_MAIN.py file has only been run for this combination of parameters:

# Choose which models to do work for
do_SOE  = False
do_DSGE = False
do_RA   = True

# Choose what kind of work to do for each model
run_models = True       # Whether to solve models and generate new simulated data
calc_micro_stats = False # Whether to calculate microeconomic statistics (only matters when run_models is True)
make_tables = False      # Whether to make LaTeX tables in the /Tables folder
make_emp_table = False   # Whether to run regressions for the U.S. empirical table (automatically done in Stata)
make_histogram = False   # Whether to construct the histogram of "habit" parameter estimates (automatically done in Stata)
use_stata = False        # Whether to use Stata to run the simulated time series regressions
save_data = False        # Whether to save data for use in Stata (as a tab-delimited text file)
run_ucost_vs_pi = False  # Whether to run an exercise that finds the cost of stickiness as it varies with update probability
run_value_vs_aggvar = False # Whether to run an exercise to find value at birth vs variance of aggregate permanent shocks

This merge needs to have more values run to ensure that these files do what they intend.

Finally, note that the commit just prior to this is "unchanged" -- it contains all the manually added HARK files so this will run on its own.

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