Companion code for Financial integration in a risky world by Nicolas Coeurdacier, Helene Rey and Pablo Winant

Before trying to replicate the results, it is advised to read the the documentation which can be browsed online or downloaded as a pdf.


python packages (anaconda >=2)

dolo = ../

numba >= 0.13

Quickly replicating the results:

Also located in the root directories, the following scripts replicate all results at once:

  • run_all_solutions.sh
  • run_all_simulations.sh

Since these two commands take a very long time to produce the results, it is almost certainly preferable to download them instead:

  • python download_all_solutions.py
  • python download_all_simulations.py

If the solutions are downloaded, before solution routines are run, the downloaded data will be used as initial guesses, so that the program will actually verify that they satisfy the optimality conditions.

After solutions and the simulations have been computed/downloaded, in order to produce the tables and graphs, run respectively:

  • make_all_graphs.sh
  • make_all_tables.sh