gcubed.constants
Defines a singleton class, Constants
, that provides access to all constants.
Overview
This is a singleton class.
Most of the constants in GCUBED are variable names and prefixes.
The delta used to compute numeric derivatives when linearising the model. This delta matches the value used in the Ox implementation of G-Cubed.
The ratio of nominal local GDP to nominal USA GDP, both measured
in the USD currency. These variables are used to convert variables
expressed as a percentage of local GDP to a percentage of USA GDP.
They are also used in the calibration of the ashr
parameters
describing international financial asset holdings by each region.
The real interest rate variable prefixes.
These are the prefixes of the variables that are set equal to the neutral real interest
rate (set in the model configuration, ModelConfiguration.neutral_real_interest_rate
)
when doing linearisation of the model and when determining the
adjustments to make to equate projections to observed data when
doing the baseline projections.
INTF
is the real short-run interest rate.INTR
is the 'risk-adjusted' real short-run interest rate, controlled by the central bank, equal to INTF plus RISR - an exogenous risk-premium in the yield curve. Note that RISR is typically zero in the databases and would be used to run simulation experiments.
The nominal interest rate variable prefixes.
These are the prefixes of the variables that are set equal to the neutral real interest rate plus the expected inflation rate when doing linearisation of the model and when determining the adjustments to make to equate projections to observed data when doing the baseline projections.
INTN
is the nominal short-run interest rate, controlled by the central bank.
The lagged nominal interest rate variable prefixes.
These are the prefixes of the variables that are set equal to the neutral real interest rate plus the expected inflation rate when doing linearisation of the model and when determining the adjustments to make to equate projections to observed data when doing the baseline projections.
Note that with the removal of INTL, there are no longer any of these variables in G-Cubed models from build 181 onwards.
The state vector lead (stl variable types in SYM) variable prefixes.
The units of GDP that indicate that the variable values are divided by USA nominal GDP, expressed in USD.
The units of GDP that indicate that the variable values are divided by local nominal GDP, expressed in USD. These units are of interest because we can multiply by ratio of local GDP to US GDP to convert the variable so that it is instead divided by US GDP.