christianbrauerjohanssen / mscthesis-2022

Working repository for MSc thesis

Macroprudential Policy and the Housing Market - Quantifying Unequal Policy Impact Across Age and Wealth

This is the working repository for my Master's thesis in Economics at the University of Copenhagen.

Replicating the results

To replicate all figures and tables in the thesis containing model output, run the notebook HAHModel.ipynb.

Parameterisation:

When initialising the model, parameters and grids are set and allocated as dictated in the initialisation in HAHModel.py. Alternative parameter values can be provided in the .py file or passed as a dictionary with parameter name as key when initialising the model class.

Tables:

TBA

Figures:

TBA

Dependencies

The code structure builds upon the framework developed by Jeppe Druedahl & Co. in the NumEconCopenhagen Project

Packages required for running the notebooks are:

• ConSav
• EconModel
• matplotlib
• numpy
• numba
• pandas